Stochastic comparisons and couplings for interacting particle systems (Q1807924)
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scientific article; zbMATH DE number 1368765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic comparisons and couplings for interacting particle systems |
scientific article; zbMATH DE number 1368765 |
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Stochastic comparisons and couplings for interacting particle systems (English)
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21 June 2000
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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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interacting particle systems
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coupling
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network flow
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