Unimodality preservation in Markov chains

Julian Keilson and Adri Kester

Stochastic Processes and their Applications, 1978, vol. 7, issue 2, 179-190

Abstract: A subset of the stochastically monotone Markov chains has the property that the expectation of unimodal functions of the chain is itself unimodal in the initial state. The variation- diminishing property of TP2 matrices is employed to characterize these Markov chains. Related properties are exhibited.

Date: 1978
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