Article ID: | iaor1997661 |
Country: | Netherlands |
Volume: | 18 |
Issue: | 3 |
Start Page Number: | 121 |
End Page Number: | 126 |
Publication Date: | Oct 1995 |
Journal: | Operations Research Letters |
Authors: | Ridder Ad |
This paper studies weak stochastic ordering on multidimensional lattices. The main objective of the present study is to derive comparison of multidimensional marginal distributions of two Markov chains. It is able to prove this when the matrices of transition probabilities satisfy monotonicity and comparability properties.