Monotonicity of positive dependence with time for stationary reversible Markov chains

DOI10.1017/S026996480000382XMaRDI QIDQ2805324zbMATHOpenAlexFDO

Authors Taizhong Hu, Harry Joe

Publication date 11 May 2016

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s026996480000382x

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 47283 (Why is no real title available?)
• scientific article; zbMATH DE number 3204642 (Why is no real title available?)
• A stochastic ordering induced by a concept of positive dependence and monotonicity of asymptotic test sizes
• Inequalities for distributions with given marginals
• Parametric families of multivariate distributions with given margins
• Positive dependence in Markov chains
• Some concepts of positive dependence for bivariate interchangeable distributions

Cited in

(7)

• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• scientific article; zbMATH DE number 1420948 (Why is no real title available?)
• Positive dependence in Markov chains
• Dependence analysis of regression models in time series
• A time-reversibility relationship between two Markov chains with exponential stationary distributions
• MONOTONICITY IN LAG FOR NONMONOTONE MARKOV CHAINS
• Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks

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