{
  "id": "1603.02223",
  "version": "v1",
  "published": "2016-03-07T19:42:12.000Z",
  "updated": "2016-03-07T19:42:12.000Z",
  "title": "Realizable monotonicity for continuous-time Markov processes",
  "authors": [
    "Paolo Dai Pra",
    "Pierre-Yves Louis",
    "Ida Minelli"
  ],
  "journal": "Stochastic Processes and their Applications, Elsevier, 2010, 120 (6), pp.959--982",
  "doi": "10.1016/j.spa.2010.03.002",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-03-07T19:42:12.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "continuous-time markov processes",
      "stochastic monotonicity",
      "markov chains",
      "finite partially ordered set",
      "discrete-time"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "Elsevier"
    },
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2016arXiv160302223P"
    }
  }
}