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
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
Journal title :
Stochastic Processes and their Applications