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Stochastic Monotonicity and Realizable Monotonicity

Stochastic monotonicity and realizable monotonicity
Authors: Fill, James Allen; Machida, Motoya;

Stochastic Monotonicity and Realizable Monotonicity

Abstract

We explore and relate two notions of monotonicity, stochastic and realizable, for a system of probability measures on a common finite partially ordered set (poset) S when the measures are indexed by another poset A. We give counterexamples to show that the two notions are not always equivalent, but for various large classes of S we also present conditions on the poset A that are necessary and sufficient for equivalence. When A = S, the condition that the cover graph of S have no cycles is necessary and sufficient for equivalence. This case arises in comparing applicability of the perfect sampling algorithms of Propp and Wilson and the first author of the present paper.

40 pages. See also http://www.mts.jhu.edu/~fill/ and http://www.mts.jhu.edu/~machida/ . Accepted (subject to revision); will appear in either Annals of Probability or Annals of Applied Probability

Related Organizations
Keywords

partially ordered set, FOS: Mathematics, Strassen's theorem, Inequalities; stochastic orderings, Mathematics - Combinatorics, 60E05, counterexamples, cycle, realizable monotonicity, Probability (math.PR), inverse probability transform, perfect sampling, Realizable monotonicity, 05C38, 06A06, stochastic monotonicity, probability measures on a common finite partially ordered set, marginal problem, 60J10, monotonicity equivalence, rooted tree, Combinatorics (math.CO), Paths and cycles, Mathematics - Probability, 60E05 (primary), 06A06, 60J10, 05C38 (secondary)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
26
Top 10%
Top 10%
Average
Green
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