Paolo Dai Pra, Pierre-Yves Louis, Ida Minelli
Published 2016-03-07Version 1
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.
Journal: Stochastic Processes and their Applications, Elsevier, 2010, 120 (6), pp.959--982
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