Siegmund duality for Markov chains on partially ordered state spaces
DOI10.1017/S0269964817000341zbMATH Open1506.60074OpenAlexW2752099974MaRDI QIDQ5050853FDOQ5050853
Authors: Paweł Lorek 
Publication date: 18 November 2022
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964817000341
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Markov chainsDoob \(h\)-transformpartial orderingSiegmund dualitystrong stationary dualitygambler's ruin problemMöbius monotonicity
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cited In (5)
- A sample path proof of the duality for stochastically monotone Markov processes
- Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\)
- Antiduality and Möbius monotonicity: generalized coupon collector problem
- Strong stationary duality for Möbius monotone Markov chains
- Title not available (Why is that?)
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