Stochastic comparisons and couplings for interacting particle systems

In this work we show, for a general class of interacting particle systems where the set of values each particle can take is not totally ordered, the equivalence of the existence of increasing Markovian couplings of two processes and their stochastic ordering, thus solving an open problem posed by Forbes and François (1997). Theory of network flows is used to prove that equivalence. We also give explicit forms of such couplings.

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Year of publication:	1998
Authors:	Javier López, F. ; Sanz, Gerardo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 1, p. 93-102
Publisher:	Elsevier
Keywords:	Interacting particle systems Markovian coupling Increasing coupling Network flow

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

Persistent link: https://www.econbiz.de/10005137710