Stochastic ordering of flows on manifolds

✍ Scribed by Laurence A. Baxter

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 145 KB
• Volume: 33
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00135-6

✦ Synopsis

Consider the flow of probability density functions generated by the sequence of iterations of a dynamical map on a differentiable manifold. It is shown that, under a simple condition on the dynamical map, the corresponding sequence of random variables is stochastically monotone for any initial distribution of points on the manifold.