Artículo
Ferrari, P.A.; Rolla, L.T. "Yaglom limit via Holley inequality" (2015) Brazilian Journal of Probability and Statistics. 29(2):413-426
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Abstract:
Let S be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S ∪ {0} absorbed at 0 with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the minimal state is stochastically dominated by the trajectory of the chain starting from any probability on S, when both are conditioned to nonabsorption until a certain time. Moreover, the Yaglom limit corresponding to this deterministic initial condition is the unique minimal quasi-stationary distribution in the sense of stochastic order. As an application, we provide new proofs to classical results in the field. © Brazilian Statistical Association, 2015.
Registro:
| Documento: | Artículo |
| Título: | Yaglom limit via Holley inequality |
| Autor: | Ferrari, P.A.; Rolla, L.T. |
| Filiación: | Departamento de Matemática, Universidad de Buenos Aires, Pabellón 1, Ciudad Universitaria, Ciudad de Buenos Aires, 1428, Argentina |
| Palabras clave: | Holley inequality; Quasi-limiting distributions; Quasi-stationary distributions; Yaglom limit |
| Año: | 2015 |
| Volumen: | 29 |
| Número: | 2 |
| Página de inicio: | 413 |
| Página de fin: | 426 |
| DOI: | http://dx.doi.org/10.1214/14-BJPS269 |
| Título revista: | Brazilian Journal of Probability and Statistics |
| Título revista abreviado: | Braz. J. Prob. Stat. |
| ISSN: | 01030752 |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01030752_v29_n2_p413_Ferrari |
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Citas:
---------- APA ----------
Ferrari, P.A. & Rolla, L.T. (2015) . Yaglom limit via Holley inequality. Brazilian Journal of Probability and Statistics, 29(2), 413-426.http://dx.doi.org/10.1214/14-BJPS269
---------- CHICAGO ----------
Ferrari, P.A., Rolla, L.T. "Yaglom limit via Holley inequality" . Brazilian Journal of Probability and Statistics 29, no. 2 (2015) : 413-426.http://dx.doi.org/10.1214/14-BJPS269
---------- MLA ----------
Ferrari, P.A., Rolla, L.T. "Yaglom limit via Holley inequality" . Brazilian Journal of Probability and Statistics, vol. 29, no. 2, 2015, pp. 413-426.http://dx.doi.org/10.1214/14-BJPS269
---------- VANCOUVER ----------
Ferrari, P.A., Rolla, L.T. Yaglom limit via Holley inequality. Braz. J. Prob. Stat. 2015;29(2):413-426.http://dx.doi.org/10.1214/14-BJPS269
