Order relations of measures when avoiding decreasing sets

We consider a discrete-time ergodic Markov chain on a partially ordered state space and study the stochastic comparison between its invariant measure and some measures related with the behaviour of the chain conditioned to avoid a decreasing subset of the state space. We also study the situation when several decreasing sets are avoided.

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Year of publication:	2003
Authors:	Collet, Pierre ; López, F. Javier ; Martínez, Servet
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 3, p. 165-175
Publisher:	Elsevier
Keywords:	Markov chain Stochastic comparison Quasistationary measure

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

Persistent link: https://www.econbiz.de/10005319225