A note on the comparison of stationary laws of Markov processes

DOI10.1016/0167-7152(91)90044-RzbMath0728.60071WikidataQ59255195 ScholiaQ59255195MaRDI QIDQ805075

Georg Ch. Pflug

Publication date: 1991

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

zbMATH Keywords

Markov chainsstochastic orderingunique 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

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• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES
• A Note on Comparisons of Markov Processes
• On the Partial Ordering of One-Dimensional Markov Processes

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