{"title":"连续时间马尔可夫过程单调性等价的完整刻画","authors":"Motoya Machida","doi":"10.1016/j.spa.2025.104735","DOIUrl":null,"url":null,"abstract":"<div><div>Dai Pra et al., studied two notions of monotonicity for continuous-time Markov processes on a finite partially ordered set (poset). They conjectured that monotonicity equivalence holds for a poset of W-glued diamond, and that there is no other case when it has no acyclic extension. We proved their conjecture and were able to provide a complete characterization of posets for monotonicity equivalence.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"190 ","pages":"Article 104735"},"PeriodicalIF":1.2000,"publicationDate":"2025-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A complete characterization of monotonicity equivalence for continuous-time Markov processes\",\"authors\":\"Motoya Machida\",\"doi\":\"10.1016/j.spa.2025.104735\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>Dai Pra et al., studied two notions of monotonicity for continuous-time Markov processes on a finite partially ordered set (poset). They conjectured that monotonicity equivalence holds for a poset of W-glued diamond, and that there is no other case when it has no acyclic extension. We proved their conjecture and were able to provide a complete characterization of posets for monotonicity equivalence.</div></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"190 \",\"pages\":\"Article 104735\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2025-06-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414925001784\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414925001784","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
Dai Pra等,研究了有限偏序集上连续时间马尔可夫过程的单调性的两个概念。他们推测w -胶合金刚石的偏序集的单调等价性成立,并且不存在其它无环扩展的情况。我们证明了他们的猜想,并给出了单调性等价的完备的偏序集的刻画。
A complete characterization of monotonicity equivalence for continuous-time Markov processes
Dai Pra et al., studied two notions of monotonicity for continuous-time Markov processes on a finite partially ordered set (poset). They conjectured that monotonicity equivalence holds for a poset of W-glued diamond, and that there is no other case when it has no acyclic extension. We proved their conjecture and were able to provide a complete characterization of posets for monotonicity equivalence.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.