Refine
Year of publication
- 2006 (2)
Language
- English (2) (remove)
Keywords
- Stochastik (1)
- continuous time Markov Chains (1)
- coupling (1)
- monotonicity (1)
- poset (1)
Institute
- Institut für Mathematik (2) (remove)
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
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.