Stochastic relations of random variables and processes

Details Stochastic relations of random variables and processes Stochastic relations of random variables and processes

2008-06-22

arxiv.org/abs/0806.3562v1

Mathematics

Probability

Scientific paper

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov processes, it suffices that the generators of the processes preserve some, not necessarily reflexive or transitive, subrelation of the order relation. The main contributions of the paper are: a functional characterization of stochastic relations, necessary and sufficient conditions for the preservation of stochastic relations, and an algorithm for finding subrelations preserved by probability kernels. The theory is illustrated with applications to hidden Markov processes, population processes, and queueing systems.

Affiliated with

Also associated with

No associations

Rating

Stochastic relations of random variables and processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Stochastic relations of random variables and processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Stochastic relations of random variables and processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-620956