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arXiv · 1603.02223

Realizable monotonicity for continuous-time Markov processes

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

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity 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 stochastic monotonicity and realizable 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. Realizable monotonicity for continuous-time Markov processes. https://doi.org/10.1016/j.spa.2010.03.002

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