Strong stationary duality for Möbius monotone Markov chains

DOI10.1007/s11134-012-9284-zzbMath1275.60044arXiv1402.0353OpenAlexW2107781740MaRDI QIDQ383249

Ryszard Szekli, Paweł Lorek

Publication date: 25 November 2013

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.0353

zbMATH Keywords

Möbius functionspeed of convergenceMöbius monotonicityrandom walk on cubestrong stationary dualsstrong stationary times

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (9)

Antiduality and Möbius monotonicity: generalized coupon collector problem ⋮ On Möbius duality and coarse-graining ⋮ SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES ⋮ Generalized gambler's ruin problem: explicit formulas via Siegmund duality ⋮ Strong stationary duality for discrete time Möbius monotone Markov chains on \(\mathbb{Z}_+^d\) ⋮ Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\) ⋮ Existence condition of strong stationary times for continuous time Markov chains on discrete graphs ⋮ On strong stationary times and approximation of Markov chain hitting times by geometric sums ⋮ Computable Bounds on the Spectral Gap for Unreliable Jackson Networks

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