Weak stochastic ordering for multidimensional Markov chains

Weak stochastic ordering for multidimensional Markov chains

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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:
Abstract:

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.

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