Stochastic comparisons and couplings for interacting particle systems

DOI10.1016/S0167-7152(98)00112-6MaRDI QIDQ1807924zbMATH OpenOpenAlexFDO

Authors F. Javier López, Gerardo Sanz

Publication date 21 June 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00112-6

zbMATH Keywords

couplinginteracting particle systemsnetwork flow

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic network models in operations research (90B15)

Review text

Consider two interacting particle systems with countable number of particles taking values in a partially ordered set. It is shown that the existence of the increasing Markovian coupling for these systems is equivalent to their stochastic ordering [a corresponding problem was posed by \textit{F. Forbes} and \textit{O. François}, ibid. 33, No. 3, 309-320 (1997; Zbl 0904.60076)]. Explicit construction of the coupling is given. The theory of network flows is essentially used in the proof of the main result.

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Cites work

• A simple coupling of renewal processes
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Cited in

(12)

• Comparison techniques for competing Brownian particles
• Stochastic comparisons for general probabilistic cellular automata
• On the structure of quasi-stationary competing particle systems
• Stochastic monotonicity from an Eulerian viewpoint
• Increasing coupling of probabilistic cellular automata
• Couplings for multicomponent systems
• Coupling, concentration inequalities, and stochastic dynamics
• scientific article; zbMATH DE number 4088693 (Why is no real title available?)
• scientific article; zbMATH DE number 475312 (Why is no real title available?)
• Couplages croissants pour les systèmes de particles interactives
• Local conditions for the stochastic comparison of particle systems
• Realizable monotonicity for continuous-time Markov processes

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