Realizable monotonicity for continuous-time Markov processes

DOI10.1016/J.SPA.2010.03.002zbMATH Open1200.60064arXiv1603.02223OpenAlexW2021809058MaRDI QIDQ981007FDOQ981007

Ida Germana Minelli, Paolo Dai Pra, Pierre-Yves Louis

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which stochastic monotonicity and realizable monotonicity coincide in continuous-time but not in discrete-time.

Full work available at URL: https://arxiv.org/abs/1603.02223

zbMATH Keywords

Markov processcouplingpartial orderingstochastic monotonicitymonotone random dynamical system representationrealizable monotonicity

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited In (4)

• Title not available (Why is that?)
• Stochastic monotonicity and realizable monotonicity
• Euler hydrodynamics for attractive particle systems in random environment
• Constructive Euler Hydrodynamics for One-Dimensional Attractive Particle Systems

Uses Software

• GAP

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