| bibtype |
J -
Journal Article
|
| ARLID |
0465436 |
| utime |
20240103212940.4 |
| mtime |
20161115235959.9 |
| SCOPUS |
84994716320 |
| WOS |
000432743300012 |
| DOI |
10.1007/s10959-016-0721-5 |
| title
(primary) (eng) |
Pathwise duals of monotone and additive Markov processes |
| specification |
| page_count |
52 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254080 |
| ISSN |
0894-9840 |
| title
|
Journal of Theoretical Probability |
| volume_id |
31 |
| volume |
2 (2018) |
| page_num |
932-983 |
| publisher |
|
|
| keyword |
pathwise duality |
| keyword |
monotone Markov process |
| keyword |
additive Markov process |
| keyword |
interacting particle system |
| author
(primary) |
| ARLID |
cav_un_auth*0244526 |
| share |
50 |
| name1 |
Sturm |
| name2 |
A. |
| country |
DE |
|
| author
|
| ARLID |
cav_un_auth*0217893 |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| full_dept |
Department of Stochastic Informatics |
| share |
50 |
| name1 |
Swart |
| name2 |
Jan M. |
| institution |
UTIA-B |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0291241 |
| project_id |
GAP201/12/2613 |
| agency |
GA ČR |
|
| abstract
(eng) |
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and whose generator can be represented in monotone maps has a pathwise dual process. In the special setting of attractive spin systems this has been discovered earlier by Gray. We show that the dual simplifies a lot when the state space is a lattice (in the order-theoretic meaning of the word) and all monotone maps satisfy an additivity condition. This leads to a unified treatment of several well-known dualities, including Siegmund's dual for processes with a totally ordered state space, duality of additive spin systems, and a duality due to Krone for the two-stage contact process, and allows for the construction of new dualities as well. |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10101 |
| reportyear |
2019 |
| num_of_auth |
2 |
| mrcbC52 |
4 A hod 4ah 20231122142020.9 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0265402 |
| mrcbC64 |
1 Department of Stochastic Informatics UTIA-B 10103 STATISTICS & PROBABILITY |
| confidential |
S |
| mrcbC86 |
2 Article Statistics Probability |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.793 |
| mrcbT16-s |
0.902 |
| mrcbT16-B |
50.343 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q2 |
| arlyear |
2018 |
| mrcbTft |
\nSoubory v repozitáři: swart-0465436.pdf |
| mrcbU14 |
84994716320 SCOPUS |
| mrcbU34 |
000432743300012 WOS |
| mrcbU63 |
cav_un_epca*0254080 Journal of Theoretical Probability 0894-9840 1572-9230 Roč. 31 č. 2 2018 932 983 Springer |
|