Monotone matrices and monotone Markov processes

Julian Keilson and Adri Kester

Stochastic Processes and their Applications, 1977, vol. 5, issue 3, 231-241

Abstract: A stochastic matrix is "monotone" [4] if its row-vectors are stochastically increasing. Closure properties, characterizations and the availability of a second maximal eigenvalue are developed. Such monotonicity is present in a variety of processes in discrete and continous time. In particular, birth-death processes are monotone. Conditions for the sequential monotonicity of a process are given and related inequalities presented.

Keywords: monotone; Markov; chains; domination; continuous; time; chains; time-reversibility; birth-death; processes (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (20)

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