IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v33y1997i3p309-320.html
   My bibliography  Save this article

Stochastic comparison for Markov processes on a product of partially ordered sets

Author

Listed:
  • Forbes, Florence
  • François, Olivier

Abstract

Classical stochastic comparison results for spin systems are generalized to more complex interacting particle systems. The state space of each site is a finite partially ordered set instead of {0,1} and several sites may change status at a time.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:3:p:309-320
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00142-3
    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. William A. Massey, 1987. "Stochastic Orderings for Markov Processes on Partially Ordered Spaces," Mathematics of Operations Research, INFORMS, vol. 12(2), pages 350-367, 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. 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.
    3. 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. Xuefeng Gao & S. J. Deng, 2014. "Hydrodynamic limit of order book dynamics," Papers 1411.7502, arXiv.org, revised Feb 2016.
    2. Okada, Daijiro & Tercieux, Olivier, 2012. "Log-linear dynamics and local potential," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1140-1164.
    3. Lasse Leskelä, 2022. "Ross’s second conjecture and supermodular stochastic ordering," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 213-215, April.
    4. Jing‐Sheng Song & Paul H. Zipkin, 2012. "Newsvendor problems with sequentially revealed demand information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(8), pages 601-612, December.
    5. van Dijk, Nico M., 2008. "Error bounds for state space truncation of finite Jackson networks," European Journal of Operational Research, Elsevier, vol. 186(1), pages 164-181, April.
    6. van Dijk, Nico M. & van der Sluis, Erik, 2006. "Check-in computation and optimization by simulation and IP in combination," European Journal of Operational Research, Elsevier, vol. 171(3), pages 1152-1168, June.
    7. William A. Massey & Emmanuel Ekwedike & Robert C. Hampshire & Jamol J. Pender, 2023. "A transient symmetry analysis for the M/M/1/k queue," Queueing Systems: Theory and Applications, Springer, vol. 103(1), pages 1-43, February.
    8. 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.
    9. Pekergin, Nihal & Dayar, Tugrul & Alparslan, Denizhan N., 2005. "Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering," European Journal of Operational Research, Elsevier, vol. 165(3), pages 810-825, September.
    10. Lasse Leskelä, 2010. "Stochastic Relations of Random Variables and Processes," Journal of Theoretical Probability, Springer, vol. 23(2), pages 523-546, June.
    11. Dominik Karos, 2016. "Coordinated Adoption of Social Innovations," Economics Series Working Papers 797, University of Oxford, Department of Economics.
    12. Youyi Feng & Zhan Pang, 2010. "Dynamic coordination of production planning and sales admission control in the presence of a spot market," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(4), pages 309-329, June.
    13. B. Ycart, 2000. "Stopping Tests for Markov Chain Monte-Carlo Methods," Methodology and Computing in Applied Probability, Springer, vol. 2(1), pages 23-36, April.

    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:33:y:1997:i:3:p:309-320. 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.