Pathwise duals of monotone and additive Markov processes

DOI10.1007/S10959-016-0721-5MaRDI QIDQ1661589zbMATH OpenOpenAlexFDO

Authors Anja Sturm, Jan M. Swart

Publication date 16 August 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.06284

zbMATH Keywords

interacting particle systemadditive Markov processmonotone Markov processpathwise duality

Mathematics Subject Classification ID

Partial orders, general (06A06) Lattice ideals, congruence relations (06B10) Continuous-time Markov processes on discrete state spaces (60J27) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and whose generator can be represented in monotone maps has a pathwise dual process. In the special setting of attractive spin systems this has been discovered earlier by Gray. We show that the dual simplifies a lot when the state space is a lattice (in the order-theoretic meaning of the word) and all monotone maps satisfy an additivity condition. This leads to a unified treatment of several well-known dualities, including Siegmund's dual for processes with a totally ordered state space, duality of additive spin systems, and a duality due to Krone for the two-stage contact process, and allows for the construction of new dualities as well. We show that the well-known representation of additive spin systems in terms of open paths in a graphical representation can be generalized to additive Markov processes taking values in general lattices, but for the process and its dual to be representable on the same underlying space, we need to assume that the lattice is distributive. In the final section, we show how our results can be generalized from finite state spaces to interacting particle systems with finite local state spaces.

Recommendations

• A sample path proof of the duality for stochastically monotone Markov processes
• scientific article; zbMATH DE number 3426574
• Stochastic monotonicity and duality for one-dimensional Markov processes
• On the notion(s) of duality for Markov processes
• Duality and cones of Markov processes and their semigroups
• Foundations of Software Science and Computation Structures
• scientific article; zbMATH DE number 3285836
• scientific article; zbMATH DE number 148804
• scientific article; zbMATH DE number 1084829

Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 1748069 (Why is no real title available?)
• scientific article; zbMATH DE number 3892344 (Why is no real title available?)
• A duality relation for entrance and exit laws for Markov processes
• A long range sexual reproduction process
• A particle system with cooperative branching and coalescence
• A sample path proof of the duality for stochastically monotone Markov processes
• Additive and cancellative interacting particle systems
• Additive set-valued Markov processes and graphical methods
• Branching-coalescing particle systems
• Dual families of interacting particle systems on graphs
• Dualities in population genetics: a fresh look with new dualities
• Duality and cones of Markov processes and their semigroups
• Duality and hidden symmetries in interacting particle systems
• Duality and intertwining for discrete Markov kernels: relations and examples
• Duality for general attractive spin systems with applications in one dimension
• Equilibrium behavior of the sexual reproduction process with rapid diffusion
• Graphical representation of some duality relations in stochastic population models
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• On the notion(s) of duality for Markov processes
• Quantum operators in classical probability theory. II: The concept of duality in interacting particle systems
• Quantum operators in classical probability theory. IV: Quasi-duality and thinnings of interacting particle systems
• Stochastic duality of Markov processes: A study via generators
• Stochastic inequalities on partially ordered spaces
• Stochastic monotonicity and duality for one-dimensional Markov processes
• Stochastic monotonicity and realizable monotonicity
• Strong stationary times via a new form of duality
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• The two-stage contact process

Cited in

(11)

• A sample path proof of the duality for stochastically monotone Markov processes
• Rank-dependent Galton-Watson processes and their pathwise duals
• Commutative monoid duality
• Applying monoid duality to a double contact process
• Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
• On the dual representations of Laplace transforms of Markov processes
• Recursive tree processes and the mean-field limit of stochastic flows
• On the notion(s) of duality for Markov processes
• Stochastic monotonicity and duality for one-dimensional Markov processes
• Factorized duality, stationary product measures and generating functions
• Duality for general attractive spin systems with applications in one dimension

This page was built for publication: Pathwise duals of monotone and additive Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661589)