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Stochastic comparisons and couplings for interacting particle systems

✍ Scribed by F. Javier López; Gerardo Sanz

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
556 KB
Volume
40
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this work we show, for a general class of interacting particle systems where the set of values each particle can take is not totally ordered, the equivalence of the existence of increasing Markovian couplings of two processes and their stochastic ordering, thus solving an open problem posed by Forbes and Franqois (1997). Theory of network flows is used to prove that equivalence. We also give explicit forms of such couplings. (~) 1998 Elsevier Science B.V. All fights reserved

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