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SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES - MaRDI portal

SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES (Q5050853)

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scientific article; zbMATH DE number 7619754
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SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES
scientific article; zbMATH DE number 7619754

    Statements

    title
    SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES (English)
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    author
    Paweł Lorek
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    publication date
    18 November 2022
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    zbMATH Keywords
    Doob \(h\)-transform
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    gambler's ruin problem
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    Markov chains
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    Möbius monotonicity
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    partial ordering
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    Siegmund duality
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    strong stationary duality
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    cites work
    Q5808714
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    Q4832431
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    Q5811575
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    Q4604155
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    Q5741260
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    Q3293721
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    Identifiers

    zbMATH DE Number
    7619754
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    OpenAlex ID
    W2752099974
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