Pathwise duals of monotone and additive Markov processes
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Publication:1661589
DOI10.1007/S10959-016-0721-5zbMATH Open1397.82039arXiv1510.06284OpenAlexW2339363511MaRDI QIDQ1661589FDOQ1661589
Publication date: 16 August 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1510.06284
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Cited In (7)
- A sample path proof of the duality for stochastically monotone Markov processes
- Commutative monoid duality
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- Rank-dependent Galton‒Watson processes and their pathwise duals
- Recursive tree processes and the mean-field limit of stochastic flows
- Factorized duality, stationary product measures and generating functions
- Duality for general attractive spin systems with applications in one dimension
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