SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES
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Publication:5050853
DOI10.1017/S0269964817000341zbMath1506.60074OpenAlexW2752099974MaRDI QIDQ5050853
Publication date: 18 November 2022
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964817000341
Markov chainspartial orderingDoob \(h\)-transformMöbius monotonicitySiegmund dualitystrong stationary dualitygambler's ruin problem
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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