UNIVERSITE
Pierre-Yves Louis (Poitiers)
Couplage monotone complet pour les processus de Markov
This talk is based on a joint work with Paolo Dai Pra (Padua University) and Ida Minelli (L’Aquila, university). We first recall the perfect simulation algorithm for Markov chains. On combinatorial models, like tilings, monotonicity insures the efficency of these algorithms. We formalize and analyze the notions of stochastic monotonicity and complete monotonicity for Markov Chains valued in a finite partially ordered set.,in discrete-time and in continuous-time. We characterize on the associated order-graph (Hasse diagram) when the equivalence betwwen the two notions holds. In particular, we show that there are partially ordered sets for which stochastic monotonicity and realizable monotonicity coincide in continuous-time but not in discrete-time.
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- Cédric Boutillier (LPMA, Paris 6)
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- Jacques Levy-Vehel (Ecole Centrale Paris)
- Julian Tugaut (Bielefeld)
- Emmanuel Schertzer (Princeton)
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- Pierre Picco (LATP, Marseille)
- Rinaldo Schinazi (Colorado Springs)
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- David Dereudre (Lille)
- Arnaud Le Ny (Orsay)
- Solesne Bourguin (Université Paris 1)
