Realizable monotonicity for continuous-time Markov processes
Probability
2016-03-08 v1
Abstract
We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity 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.
Cite
@article{arxiv.1603.02223,
title = {Realizable monotonicity for continuous-time Markov processes},
author = {Paolo Dai Pra and Pierre-Yves Louis and Ida Minelli},
journal= {arXiv preprint arXiv:1603.02223},
year = {2016}
}