Stochastic comparisons and couplings for interacting particle systems

F. Javier López and Gerardo Sanz

Statistics & Probability Letters, 1998, vol. 40, issue 1, 93-102

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.

Keywords: Interacting; particle; systems; Markovian; coupling; Increasing; coupling; Network; flow (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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