A note on the comparison of stationary laws of Markov processes

DOI10.1016/0167-7152(91)90044-RMaRDI QIDQ805075zbMATH OpenWikidataFDO

Authors Georg Ch. Pflug

Publication date 1991

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

zbMATH Keywords

stochastic orderingMarkov chainsunique stationary distributionsautoregression functionsconparison theoremdegree of concentration

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• A Note on Comparisons of Markov Processes
• COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES
• On the Partial Ordering of One-Dimensional Markov Processes
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

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