Strong stationary duality for discrete time Möbius monotone Markov chains on

详细信息    查看全文

• 作者：Yong-Hua Mao ; Pan Zhao ; ^{hebeipanpan@mail.bnu.edu.cn}
• 关键词：06A06 ; 60G40 ; 60J10
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：April 2017
• 年：2017
• 卷：123
• 期：Complete
• 页码：183-192
• 全文大小：443 K
• 卷排序：123

文摘

For the discrete time Markov chains on Z+d, we construct their strong stationary duality under the assumption of Möbius monotonicity. We also present an application to the two-dimensional birth and death chain.