Unimodality preservation in Markov chains

A subset of the stochastically monotone Markov chains has the property that the expectation of unimodal functions of the chain is itself unimodal in the initial state. The variation- diminishing property of TP2 matrices is employed to characterize these Markov chains. Related properties are exhibited.

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Year of publication:	1978
Authors:	Keilson, Julian ; Kester, Adri
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 2, p. 179-190
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008874565