Volume no :15, Issue no: 2, December (2021)

STRONG STATIONARY DUALITY AND ALGEBRAIC DUALITY FOR CONTINUOUS TIME MÖBIUS MONOTONE MARKOV CHAINS

Author's: Pan Zhao
Pages: [69] - [86]
Received Date: October 27, 2021
Submitted by: Professor Zeki Kasap
DOI: http://dx.doi.org/10.18642/ijamml_710012241

Abstract

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.

Keywords

strong stationary times, strong stationary duality, algebraic duality, Möbius function, Möbius monotonicity.