Stochastic ordering of flows on manifolds

Laurence A. Baxter

Statistics & Probability Letters, 1997, vol. 33, issue 3, 259-261

Abstract: Consider the flow of probability density functions generated by the sequence of iterations of a dynamical map on a differentiable manifold. It is shown that, under a simple condition on the dynamical map, the corresponding sequence of random variables is stochastically monotone for any initial distribution of points on the manifold.

Keywords: Dynamical; map; Discrete-time; dynamical; system; Perron-Frobenius; operator; Flow; of; probability; density; functions; Stochastic; order; Sublinear; Superlinear (search for similar items in EconPapers)
Date: 1997
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