arXiv subjects

Ida Minelli

Publications and source records attributed to Ida Minelli.

2 recordsLinked to original sources

arXiv2016

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

math.PR↗

arXiv2016

Realizable monotonicity for continuous-time Markov processes

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.

math.PR↗