SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES (Q5050853)
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scientific article; zbMATH DE number 7619754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES |
scientific article; zbMATH DE number 7619754 |
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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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