Nous étudions les notions de monotonie et de monotonie complète pour les processus de Markov (ou chaînes de Markov à temps continu) prenant leurs valeurs dans un espace partiellement ordonné. Ces deux notions ne sont pas équivalentes, comme c'est le cas lorsque le temps est discret. Cependant, nous établissons que pour certains ensembles partiellement ordonnés, l'équivalence a lieu en temps continu bien que n'étant pas vraie en temps discret.
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.
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@article{CRMATH_2006__342_12_965_0, author = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida}, title = {Monotonicity and complete monotonicity for continuous-time {Markov} chains}, journal = {Comptes Rendus. Math\'ematique}, pages = {965--970}, publisher = {Elsevier}, volume = {342}, number = {12}, year = {2006}, doi = {10.1016/j.crma.2006.04.007}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2006.04.007/} }
TY - JOUR AU - Dai Pra, Paolo AU - Louis, Pierre-Yves AU - Minelli, Ida TI - Monotonicity and complete monotonicity for continuous-time Markov chains JO - Comptes Rendus. Mathématique PY - 2006 SP - 965 EP - 970 VL - 342 IS - 12 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2006.04.007/ DO - 10.1016/j.crma.2006.04.007 LA - en ID - CRMATH_2006__342_12_965_0 ER -
%0 Journal Article %A Dai Pra, Paolo %A Louis, Pierre-Yves %A Minelli, Ida %T Monotonicity and complete monotonicity for continuous-time Markov chains %J Comptes Rendus. Mathématique %D 2006 %P 965-970 %V 342 %N 12 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2006.04.007/ %R 10.1016/j.crma.2006.04.007 %G en %F CRMATH_2006__342_12_965_0
Dai Pra, Paolo; Louis, Pierre-Yves; Minelli, Ida. Monotonicity and complete monotonicity for continuous-time Markov chains. Comptes Rendus. Mathématique, Tome 342 (2006) no. 12, pp. 965-970. doi : 10.1016/j.crma.2006.04.007. http://www.numdam.org/articles/10.1016/j.crma.2006.04.007/
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