Open AccessStrong Stationary Duality and Algebraic Duality for Continuous Time Möbius Monotone Markov Chains
Author(s) -
Pan Zhao,
AUTHOR_ID
Publication year - 2021
Publication title -
international journal of applied mathematics and machine learning
Language(s) - English
Resource type - Journals
ISSN - 2394-2258
DOI - 10.18642/ijamml_710012241
Subject(s) - duality (order theory) , markov chain , mathematics , algebraic number , monotone polygon , continuous time markov chain , examples of markov chains , monotonic function , pure mathematics , construct (python library) , strong duality , markov property , markov model , mathematical analysis , computer science , mathematical optimization , optimization problem , statistics , geometry , programming language
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.