کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156034 958795 2010 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Realizable monotonicity for continuous-time Markov processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Realizable monotonicity for continuous-time Markov processes
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 6, June 2010, Pages 959–982
نویسندگان
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