A note on the comparison of stationary laws of Markov processes

DOI10.1016/0167-7152(91)90044-RzbMATH Open0728.60071WikidataQ59255195 ScholiaQ59255195MaRDI QIDQ805075FDOQ805075

Authors: Georg Ch. Pflug 

Publication date: 1991

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

Recommendations

• Limit theorems for a random walk in a random environment
• scientific article; zbMATH DE number 3854116
• scientific article; zbMATH DE number 3928044
• scientific article; zbMATH DE number 1537597
• Local limit theorems on the convergence of Markov chains to diffusion processes
• scientific article; zbMATH DE number 3062439
• The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
• scientific article; zbMATH DE number 721876

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)

Cites Work

• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Title not available (Why is that?)
• COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES
• A Note on Comparisons of Markov Processes
• On the Partial Ordering of One-Dimensional Markov Processes

This page was built for publication: A note on the comparison of stationary laws of Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q805075)