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arxiv: 1101.0333 · v1 · pith:KA264VQNnew · submitted 2011-01-01 · 🧮 math.PR

Strong Stationary Duality for M\"obius Monotone Markov Chains: Unreliable Networks

classification 🧮 math.PR
keywords chainsobiusdualitymarkovmonotonemonotonicitynetworksstationary
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For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains. We give examples of dual chains in this context which have transitions only upwards. We illustrate general theory by an analysis of nonsymmetric random walks on the cube with an application to networks of queues.

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