Complete monotone coupling for Markov processes
We formalize and analyze the notions of monotonicity and complete monotonicity 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...
| Main Authors: | , , |
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| Format: | Others |
| Language: | German |
| Published: |
Universität Potsdam
2008
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| Subjects: | |
| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-18286 http://opus.kobv.de/ubp/volltexte/2008/1828/ |