Monotonicity and complete monotonicity for continuous-time Markov chains
- We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time
| Verfasserangaben: | Paolo Dai Pra, Pierre-Yves Louis, Ida Minelli |
|---|---|
| URL: | http://www.elsevier.com/locate/issn/1631073X |
| DOI: | https://doi.org/10.1016/j.crma.2006.04.007 |
| ISSN: | 1631-073X |
| Publikationstyp: | Wissenschaftlicher Artikel |
| Sprache: | Englisch |
| Jahr der Erstveröffentlichung: | 2006 |
| Erscheinungsjahr: | 2006 |
| Datum der Freischaltung: | 24.03.2017 |
| Quelle: | Comptes Rendus Mathematique. - ISSN 1631-073X. - 342 (2006), 12, S. 965 - 970 |
| Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
