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Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d

Article ID Journal Published Year Pages File Type
5129859 Statistics & Probability Letters 2017 10 Pages PDF
Abstract

For the discrete time Markov chains on Z+d, we construct their strong stationary duality under the assumption of Möbius monotonicity. We also present an application to the two-dimensional birth and death chain.

Keywords
60J1006A0660G40Mobius function
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d
Authors
Yong-Hua Mao, Pan Zhao,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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60J10
06A06
60G40
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