Strong stationary duality for discrete time Möbius monotone Markov chains on Z_+^d

DOI10.1016/J.SPL.2016.12.010MaRDI QIDQ511582zbMATH OpenOpenAlexFDO

Authors Pan Zhao, Yonghua Mao

Publication date 21 February 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.12.010

zbMATH Keywords

Markov chainsbirth-and-death chainsstrong stationary timesstrong stationary dualityMöbius functionMöbius monotonicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 6605498 (Why is no real title available?)
• Examples for the Theory of Strong Stationary Duality with Countable State Spaces
• Monotonicity of random walks in partially ordered sets
• On the foundations of combinatorial theory I. Theory of M�bius Functions
• Shuffling Cards and Stopping Times
• Strong stationary duality for Möbius monotone Markov chains
• Strong stationary times via a new form of duality
• Strong uniform times and finite random walks

Cited in

(6)

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• Antiduality and Möbius monotonicity: generalized coupon collector problem
• Existence condition of strong stationary times for continuous time Markov chains on discrete graphs
• Strong stationary duality for continuous-time Markov chains. I: Theory
• scientific article; zbMATH DE number 6605498 (Why is no real title available?)
• Siegmund duality for Markov chains on partially ordered state spaces

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