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;MINELLI, IDA GERMANA
2010
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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
