| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156034 | Stochastic Processes and their Applications | 2010 | 24 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Paolo Dai Pra, Pierre-Yves Louis, Ida Germana Minelli,