We formalize and 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 continuoustime but not in discrete-time.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:1828 |
| Date | January 2008 |
| Creators | Pra, Paolo Dai, Louis, Pierre-Yves, Minelli, Ida G. |
| Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik, Extern. Extern |
| Source Sets | Potsdam University |
| Language | German |
| Detected Language | English |
| Type | Preprint |
| Format | application/pdf |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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