Pflug, Georg Ch. - In: Statistics & Probability Letters 11 (1991) 4, pp. 331-334
Let {Xn}, {Yn} be Markov process on k, satisfying Xn+1 = T1(Xn)+Zn, Yn+1 = T2(Yn)+Zn, where {Zn} are i.i.d random variables. Let [mu]X resp. [mu]Y be the stationary distributions of {Xn}resp. {Yn}. We introduce an order relation for probabilities measuring the degree of concentration around zero...