Order relations of measures when avoiding decreasing sets

Pierre Collet, F. Javier López and Servet Martínez

Statistics & Probability Letters, 2003, vol. 65, issue 3, 165-175

Abstract: We consider a discrete-time ergodic Markov chain on a partially ordered state space and study the stochastic comparison between its invariant measure and some measures related with the behaviour of the chain conditioned to avoid a decreasing subset of the state space. We also study the situation when several decreasing sets are avoided.

Keywords: Markov; chain; Stochastic; comparison; Quasistationary; measure (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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