Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix (Q1964724): Difference between revisions
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Latest revision as of 06:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix |
scientific article |
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Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix (English)
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22 October 2000
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The paper reviewed above was devoted to the problem of existence and uniqueness of a stochastically monotone continuous time Markov chain with given the \(q\)-matrix, under the assumption that \(q\)-matrix is conservative. In the present work, this assumption is removed and existence and uniqueness criteria are given for such more general situation. It is shown how the target Markov chain can be constructed. Results are illustrated with several examples.
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continuous time Markov chain
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stochastic monotonicity
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conservative
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density matrix
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