Stochastic monotonicity and realizable monotonicity
type: Item
instance of: scholarly article
title: Stochastic monotonicity and realizable monotonicity
zbMATH Open document ID: 1015.60010
author: James Allen Fill
author: Motoya Machida
published in: The Annals of Probability
publication date: 2003-05-06T00:00:00Z
full work available at URL: https://arxiv.org/abs/math/0005267
review text: The authors explore and relate the notions of stochastic monotonicity and realizable monotonicity, for a system of probability measures on a common finite partially ordered set (poset) \(\mathcal{S}\) when the measures are indexed by another poset \(\mathcal{A}\). They give counterexamples to show that the two notions are not always equivalent. But for various large classes of \(\mathcal{S}\) they present conditions on the poset \(\mathcal{A}\) that are necessary and sufficient for equivalence.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 05C38
zbMATH DE Number: 1906006
zbMATH Keywords: stochastic monotonicity
zbMATH Keywords: realizable monotonicity
zbMATH Keywords: probability measures on a common finite partially ordered set
zbMATH Keywords: counterexamples
reviewed by: Moshe Shaked
MaRDI profile type: Publication
OpenAlex ID: W2040644078
arXiv ID: math/0005267
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DOI: 10.1214/AOP/1008956698
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description: scientific article