We formalize and analyze the notions of stochastic monotonicity and realizable monotonicity for Markov Chains ill 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. (C) 2010 Elsevier B.V. All rights reserved.

Realizable monotonicity for continuous-time Markov processes

DAI PRA, PAOLO;
2010-01-01

Abstract

We formalize and analyze the notions of stochastic monotonicity and realizable monotonicity for Markov Chains ill 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. (C) 2010 Elsevier B.V. All rights reserved.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1009610
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