Strong Stationary Duality for Möbius Monotone Markov Chains: Unreliable Networks

preprint2011arXivOpen access

Abstract

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of Möbius monotonicity of the chain. We show relations of Möbius 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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