Stochastic relations of random variables and processes (Q975329)

The author presents a systematic study of stochastic relations, which naturally extends the notion of stochastic orders to relations between random variables and processes that may take values in different state spaces. The author obtains a functional characterization of the stochastic relations, some necessary and sufficient conditions for the preservation of the stochastic relations, and an algorithm for finding subrelations that are preserved by probability kernels. Included are applications to hidden Markov processes, population processes, and queueing systems.