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Complete monotone coupling for Markov processes (2008)
Pra, Paolo Dai ; Louis, Pierre-Yves ; Minelli, Ida G.
We formalize and 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 continuoustime but not in discrete-time.
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