Title of article
Realizable monotonicity for continuous-time Markov processes
Author/Authors
Dai Pra، نويسنده , , Pier Paolo and Louis، نويسنده , , Pierre-Yves and Minelli، نويسنده , , Ida Germana، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
24
From page
959
To page
982
Abstract
We formalize and analyze the notions of stochastic monotonicity and realizable 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 stochastic monotonicity and realizable monotonicity coincide in continuous-time but not in discrete-time.
Keywords
Markov processes , Coupling , Partial ordering , Stochastic monotonicity , Realizable monotonicity , Monotone random dynamical system representation
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578279
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