Strong stationary duality for Möbius monotone Markov chains

Authors:
Paweł Lorek;Ryszard Szekli
Affiliations:
Mathematical Institute, University of Wrocław, Wrocław, Poland 50-384;Mathematical Institute, University of Wrocław, Wrocław, Poland 50-384
Venue:
Queueing Systems: Theory and Applications
Year:
2012

Citing 4
Cited 0

Strong uniform times and finite random walks

Advances in Applied Mathematics
Stochastic ordering for Markov processes on partially ordered spaces

Mathematics of Operations Research
Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems

Mathematics of Operations Research
Series Jackson Networks and Noncrossing Probabilities

Mathematics of Operations Research

Quantified Score

Hi-index	0.00

Visualization

Abstract

For Markov chains with a finite, partially ordered state space, we show strong stationary duality under the condition of Möbius monotonicity of the chain. We give examples of dual chains in this context which have no downwards transitions. We illustrate general theory by an analysis of nonsymmetric random walks on the cube with an interpretation for unreliable networks of queues.