Siegmund duality for Markov chains on partially ordered state spaces (Q5050853)
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scientific article; zbMATH DE number 7619754
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| default for all languages | No label defined |
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| English | Siegmund duality for Markov chains on partially ordered state spaces |
scientific article; zbMATH DE number 7619754 |
Statements
SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES (English)
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18 November 2022
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Doob \(h\)-transform
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gambler's ruin problem
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Markov chains
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Möbius monotonicity
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partial ordering
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Siegmund duality
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strong stationary duality
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0.825217604637146
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0.8033517599105835
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0.7927976846694946
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0.783661961555481
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0.7783212065696716
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