A sample path proof of the duality for stochastically monotone Markov processes (Q1057571)
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scientific article; zbMATH DE number 3897958
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| English | A sample path proof of the duality for stochastically monotone Markov processes |
scientific article; zbMATH DE number 3897958 |
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A sample path proof of the duality for stochastically monotone Markov processes (English)
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1985
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This paper provides an explanation of \textit{D. Siegmund}'s duality [ibid. 4, 914-924 (1976; Zbl 0364.60109)] for absorbing and reflecting Markov processes by means of a graphical representation of the type used in the analysis of infinite particle systems. It is shown that coupled realisations of a Markov process conditioned to start at each of the points of the state space can be generated on the same probability space in such a way that their ordering is preserved. Using the same probability space a specific construction is then given for the dual process.
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birth and death processes
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infinite particle systems
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dual process
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0.8324915766716003
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0.8098481297492981
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0.8033953309059143
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0.8033517599105835
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0.800584077835083
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