Monotonicity and complete monotonicity for continuous-time Markov chains

We 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.<br> However, we show that there are partially ordered sets for...

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Bibliographic Details
Main Authors: Dai Pra, Paolo, Louis, Pierre-Yves, Minelli, Ida
Format: Others
Language:English
Published: Universität Potsdam 2006
Subjects:
Online Access:http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-7665
http://opus.kobv.de/ubp/volltexte/2006/766/