连续时间的强平稳对偶性和代数对偶性Möbius单调马尔可夫链

Pan Zhao
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引用次数: 0

摘要

在Möbius单调性假设下,建立了有限偏序状态空间上连续时间马尔可夫链的强平稳对偶性理论,构造了有限偏序状态空间上连续时间马尔可夫链的非爆炸代数对偶性,最后给出了在二维生死链上的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Strong Stationary Duality and Algebraic Duality for Continuous Time Möbius Monotone Markov Chains
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.
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