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arXiv · 1603.02221

Monotonicity and complete monotonicity for continuous-time Markov chains

Paolo Dai Pra·Pierre-Yves Louis·Ida Minelli
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Abstract

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. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.

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Paolo Dai Pra, Pierre-Yves Louis, Ida Minelli. 2016-03-07. Monotonicity and complete monotonicity for continuous-time Markov chains. https://doi.org/10.1016/j.crma.2006.04.007

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