Strong Stationary Duality and Algebraic Duality for Continuous Time Möbius Monotone Markov Chains
2021 ◽
Vol 15
(2)
◽
pp. 69-86
Keyword(s):
Under the assumption of Möbius monotonicity, we develop the theory of strong stationary duality for continuous time Markov chains on the finite partially ordered state space, we also construct a nonexplosive algebraic duality for continuous time Markov chains on Finally, we present an application to the two-dimensional birth and death chain.
1987 ◽
Vol 24
(03)
◽
pp. 679-695
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Keyword(s):
2000 ◽
Vol 32
(4)
◽
pp. 1064-1076
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2009 ◽
Vol 3
(3)
◽
pp. 1204-1231
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Keyword(s):
2002 ◽
Vol 39
(01)
◽
pp. 197-212
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Keyword(s):
1992 ◽
Vol 5
(1)
◽
pp. 45-70
◽
Keyword(s):