{"entities":{"Q805075":{"pageid":806923,"ns":120,"title":"Item:Q805075","lastrevid":42705172,"modified":"2025-07-08T16:36:03Z","type":"item","id":"Q805075","labels":{"en":{"language":"en","value":"A note on the comparison of stationary laws of Markov processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4203402"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$1FEACA84-D292-436B-A443-3B4CD52DD303","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e13730a7da8f2632dc752223fd7fb75cd5c89074","datavalue":{"value":{"text":"A note on the comparison of stationary laws of Markov processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q805075$5181CD36-86C7-4E42-B645-BBD44590FF9F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d8f740507d6825ea60e329b3428f32af9a2c5496","datavalue":{"value":"0728.60071","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$C953F9BA-9049-4ACA-B8A0-FE44EBFF99EE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4dd473ee03cfa3962d7e5ff3285516a621a6d8d8","datavalue":{"value":"10.1016/0167-7152(91)90044-R","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$81DE003D-746E-4EC1-B882-A2456180BC4E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b77d86f62c63e6c314a313b74b5e1627b9c67d6c","datavalue":{"value":{"entity-type":"item","numeric-id":320890,"id":"Q320890"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$77526598-28E6-406E-BD3B-93A4FE3C37F9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$17D15664-70D8-48F2-94DC-FBF9D46125C3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"391107ffc7a24346d69c573e292e4ff4587e3aaa","datavalue":{"value":{"time":"+1991-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q805075$5206EAB4-3950-4B56-AA19-D38864C32B82","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a356b532045a59fe970a79534a2fb435a73bfb06","datavalue":{"value":"Let \\(\\{X_ n\\}\\), \\(\\{Y_ n\\}\\) be two Markov chains on \\({\\mathfrak R}^ k\\) generated by the autoregression functions \\(T_ 1\\) and \\(T_ 2\\), respectively:  \\[  X_{n+1}=T_ 1(X_ n)+Z_ n,\\quad Y_{n+1}=T_ 2(Y_ n)+Z_ n,  \\]  where the \\(Z_ n's\\) are i.i.d. random variables independent of the X- and Y-processes. In addition, it is assumed that \\(\\{X_ n\\}\\) and \\(\\{Y_ n\\}\\) admit unique stationary distributions \\(\\mu_ X\\) and \\(\\mu_ Y\\). (This condition is fulfilled, e.g., if the T's are contractions with contractivity q strictly less than 1 and the Z's have an absolutely continuous distribution supported by all of \\({\\mathfrak R}^ k.)\\) The paper introduces a partial order of probability distributions measuring the degree of concentration around zero. The author studies the influence of the autoregression function T and the distribution of the noise term \\(Z_ n\\) on this degree of concentration, the intuitive idea being that the more T is contracting, the more concentrated is the stationary distribution around the fixed point of T (the origin). It is shown that \\(\\mu_ X\\) is more concentrated around the origin than \\(\\mu_ Y\\) if \\(T_ 1\\) is more contracting than \\(T_ 2\\) in a rather strong sense and, moreover, the density of the noise distribution exhibits a certain ``spherical'' symmetry. Elementary examples indicate, see, e.g., the study of the corresponding one-dimensional problem by the reviewer [J. Time Ser. Anal. 7, 205-211 (1986; Zbl 0623.60086)], that the strong assumptions made cannot be relaxed very much.","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$E1359B32-F90A-4624-835F-82768CE075F6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"314e54fbb18d33f780194e79b8f7d977d400cb90","datavalue":{"value":"60J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$BD6FC109-BE0C-49E0-B385-B28840FC5908","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$45998DF6-1EEF-457C-97E8-3A6E8FC264BA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"44315faa9291f01ee1f0f8b64ddbf34b3714d6f1","datavalue":{"value":"4203402","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$E86D4B0F-EE89-496A-AEDE-19915FAD5457","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"49c8495ede0bba8d0a3d431b76533aa98328c56a","datavalue":{"value":"conparison theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$5E3215E8-85B9-4377-BDD7-9D466E20B535","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c5784c44afbce08f4e020a909a27ab5d1d50227c","datavalue":{"value":"stochastic ordering","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$576C18DC-A3D5-40F0-AA34-282423D4D663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54386443767439a4565bd3fedc3d37d2c4a4f85d","datavalue":{"value":"Markov chains","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$B5968EB7-3BE1-4855-8DFC-36C311602D3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b25931180bac96e0d68d64d5d1193b25487faf","datavalue":{"value":"autoregression functions","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$B536C566-D642-4924-AD60-DEAADA44FECF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c64aeaeb3d5e22213515d2c5e12bb4dd477ef5b7","datavalue":{"value":"unique stationary distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$542B911D-DE99-4B15-A9ED-36B857EDA273","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cbce68d7694cff65942800c92323ac209ed9ff60","datavalue":{"value":"degree of concentration","type":"string"},"datatype":"string"},"type":"statement","id":"Q805075$541CB4E1-3ED3-47C7-94B8-83FBE5CBD101","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"e82054dbe76edf1369718a193428eb5d834d46f2","datavalue":{"value":{"entity-type":"item","numeric-id":580809,"id":"Q580809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$434BF812-7845-474F-BF78-D5B7CDCF2EC2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$CA5BB4AB-AFBF-433F-AF53-937213E7EF25","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"c3c82bc021d49326410c39850c6cb6796d5afdb1","datavalue":{"value":"Q59255195","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q805075$7CB20271-88CC-4673-9F83-3EBD28B5E666","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"695184bc3335948aad7d0b685e5966a73ebdc0ac","datavalue":{"value":{"entity-type":"item","numeric-id":3227133,"id":"Q3227133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$6A3FA593-3AE8-4783-9667-B022C052697E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2767d6dbc6b179594064d21890fd29f051e220cd","datavalue":{"value":{"entity-type":"item","numeric-id":5565773,"id":"Q5565773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$E7E22A35-288B-40AB-9845-B11FB4A9D4F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f695427b4f507d9696904c898e0b3a40821160f","datavalue":{"value":{"entity-type":"item","numeric-id":3761423,"id":"Q3761423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$09343B8F-DF44-42C6-A19E-448B12BC46D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b42525756c44ae139cdbe0fa860e3ae9423936d4","datavalue":{"value":{"entity-type":"item","numeric-id":5720521,"id":"Q5720521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$09482B1F-2B6F-480F-9789-D3A046E07DBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f924b4661dd3bff64bb1ac9441bc3bf35b61846","datavalue":{"value":{"entity-type":"item","numeric-id":5651994,"id":"Q5651994"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q805075$6887FC66-F5C2-4F78-BABB-7AB53A73518C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5869eada2549f8f78aabf1c67a768792a0a0fdb6","datavalue":{"value":{"entity-type":"item","numeric-id":5903513,"id":"Q5903513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"857a8e732ee4c497239042452ad5329b0c727d2a","datavalue":{"value":{"amount":"+0.76360977","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$242E4F70-5A07-4118-88EF-528472C0AEEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d2ee96eba4ce29fa6bc0caa6f7126fb1634dad1","datavalue":{"value":{"entity-type":"item","numeric-id":3322943,"id":"Q3322943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4ae01a9d23ace7bb25b777a8b94f38be46e0e8c3","datavalue":{"value":{"amount":"+0.7521476","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$A37A3A64-A795-49D0-BDC8-182239945049","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c2c07313a896eac54443e2bee3ce3e1f41b62539","datavalue":{"value":{"entity-type":"item","numeric-id":3702243,"id":"Q3702243"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0092bc45e75b6a30aafcf3078dc5b008f9123f18","datavalue":{"value":{"amount":"+0.74844044","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$22314CB6-C681-4461-BEA5-B4C8552CA817","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1d9840d6a6097d63e000133cc97046bceb7f5c02","datavalue":{"value":{"entity-type":"item","numeric-id":4518732,"id":"Q4518732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e605ca329267e75ba2254e5404f40501798032fd","datavalue":{"value":{"amount":"+0.7379782","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$3AA407D2-588D-40B2-B87F-92346B773A55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa0ade1c1bd3493cb58627a0a26577e8568dfcba","datavalue":{"value":{"entity-type":"item","numeric-id":1118913,"id":"Q1118913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea7c4db51d6fbc7f04c918038ce4901c73974c2b","datavalue":{"value":{"amount":"+0.73528576","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$1AD1D04B-6231-45F4-A31A-75088BE2F2ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"136ebd1e23ec493e79b46d5b7442c9bd53cb1e63","datavalue":{"value":{"entity-type":"item","numeric-id":5801615,"id":"Q5801615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"69b9715d06bcdfe80e774c57326df9104db0f048","datavalue":{"value":{"amount":"+0.7343705","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$FBDB4D48-F01A-4080-97D0-39A204D4BFEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"218dd0376f0de8a5de043bedb7b8adfda3d3b8c9","datavalue":{"value":{"entity-type":"item","numeric-id":1356352,"id":"Q1356352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"edc077f3c57d08265f6994669201d5ab0ef4f338","datavalue":{"value":{"amount":"+0.73190784","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$67C3BE53-FCEA-4666-991F-E304D153F669","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d01220e426c090fd13d968eab332218326811704","datavalue":{"value":{"entity-type":"item","numeric-id":4322826,"id":"Q4322826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f7442649e569b4a9ca494cb6c4b248b1754dfbc0","datavalue":{"value":{"amount":"+0.73031104","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q805075$13259F6E-333A-4786-92C9-02A742482590","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:805075","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:805075"}}}}}