IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v40y1998i1p93-102.html
   My bibliography  Save this article

Stochastic comparisons and couplings for interacting particle systems

Author

Listed:
  • Javier López, F.
  • Sanz, Gerardo

Abstract

In this work we show, for a general class of interacting particle systems where the set of values each particle can take is not totally ordered, the equivalence of the existence of increasing Markovian couplings of two processes and their stochastic ordering, thus solving an open problem posed by Forbes and François (1997). Theory of network flows is used to prove that equivalence. We also give explicit forms of such couplings.

Suggested Citation

  • Javier López, F. & Sanz, Gerardo, 1998. "Stochastic comparisons and couplings for interacting particle systems," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 93-102, September.
    • Handle: RePEc:eee:stapro:v:40:y:1998:i:1:p:93-102
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00112-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Forbes, Florence & François, Olivier, 1997. "Stochastic comparison for Markov processes on a product of partially ordered sets," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 309-320, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida Germana, 2010. "Realizable monotonicity for continuous-time Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 959-982, June.
    2. López, F. Javier & Sanz, Gerardo, 2000. "Stochastic comparisons for general probabilistic cellular automata," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 401-410, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida Germana, 2010. "Realizable monotonicity for continuous-time Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 959-982, June.
    2. López, F. Javier & Sanz, Gerardo, 2000. "Stochastic comparisons for general probabilistic cellular automata," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 401-410, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:40:y:1998:i:1:p:93-102. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.