Stochastically monotone Markov chains

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Startdatum 2017-01-01
​Stochastically monotone Markov chains form an important wide class of Markov processes. This project addresses the discrete case both in time and the state space. Our initial observation is that a family of monotonely coupled chains could be treated as an infinite particle system with dependent reproduction.
Paper 1. Sagitov S. and Jagers. J. Rank-dependent Galton-Watson processes and their pathwise duals. Preprint. Submitted in September 2017.

Finansieras av

  • Matematiska vetenskaper (Chalmers, institution, Sweden)

Publicerad: to 31 maj 2018.