Monotonicity and complete monotonicity for continuous-time Markov chains
Probability
2016-03-08 v1
Abstract
We analyze the notions of monotonicity and complete 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 monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.
Cite
@article{arxiv.1603.02221,
title = {Monotonicity and complete monotonicity for continuous-time Markov chains},
author = {Paolo Dai Pra and Pierre-Yves Louis and Ida Minelli},
journal= {arXiv preprint arXiv:1603.02221},
year = {2016}
}