A complete characterization of monotonicity equivalence for continuous-time Markov processes

Motoya Machida

Stochastic Processes and their Applications, 2025, vol. 190, issue C

Abstract: 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.

Keywords: Continuous-time Markov processes; Coupling; Partially ordered set; Stochastic monotonicity; Realizable monotonicity; Monotonicity equivalence; Strassen’s theorem (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414925001784
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:190:y:2025:i:c:s0304414925001784

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2025.104735

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().