Yaglom limit via Holley inequality

Autores
Ferrari, Pablo Augusto; Trivellato Rolla, Leonardo
Año de publicación
2015
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Let SS be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S∪{0}S∪{0} absorbed at 00 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 SS, 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.
Fil: Ferrari, Pablo Augusto. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Trivellato Rolla, Leonardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Materia
Yaglom Limit
Holley Inequality
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/19357
Acceder
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spelling Yaglom limit via Holley inequalityFerrari, Pablo AugustoTrivellato Rolla, LeonardoYaglom LimitHolley Inequalityhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1Let SS be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S∪{0}S∪{0} absorbed at 00 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 SS, 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.Fil: Ferrari, Pablo Augusto. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaFil: Trivellato Rolla, Leonardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaBrazilian Statistical Association2015info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/19357Ferrari, Pablo Augusto; Trivellato Rolla, Leonardo; Yaglom limit via Holley inequality; Brazilian Statistical Association; Brazilian Journal Of Probability And Statistics; 29; 2; -1-2015; 413-4230103-0752CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1214/14-BJPS269info:eu-repo/semantics/altIdentifier/url/http://projecteuclid.org/euclid.bjps/1429105595info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:34:37Zoai:ri.conicet.gov.ar:11336/19357instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:34:37.484CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Yaglom limit via Holley inequality
title Yaglom limit via Holley inequality
spellingShingle Yaglom limit via Holley inequality
Ferrari, Pablo Augusto
Yaglom Limit
Holley Inequality
title_short Yaglom limit via Holley inequality
title_full Yaglom limit via Holley inequality
title_fullStr Yaglom limit via Holley inequality
title_full_unstemmed Yaglom limit via Holley inequality
title_sort Yaglom limit via Holley inequality
dc.creator.none.fl_str_mv Ferrari, Pablo Augusto
Trivellato Rolla, Leonardo
author Ferrari, Pablo Augusto
author_facet Ferrari, Pablo Augusto
Trivellato Rolla, Leonardo
author_role author
author2 Trivellato Rolla, Leonardo
author2_role author
dc.subject.none.fl_str_mv Yaglom Limit
Holley Inequality
topic Yaglom Limit
Holley Inequality
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv Let SS be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S∪{0}S∪{0} absorbed at 00 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 SS, 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.
Fil: Ferrari, Pablo Augusto. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Trivellato Rolla, Leonardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
description Let SS be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S∪{0}S∪{0} absorbed at 00 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 SS, 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.
publishDate 2015
dc.date.none.fl_str_mv 2015
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/19357
Ferrari, Pablo Augusto; Trivellato Rolla, Leonardo; Yaglom limit via Holley inequality; Brazilian Statistical Association; Brazilian Journal Of Probability And Statistics; 29; 2; -1-2015; 413-423
0103-0752
CONICET Digital
CONICET
url http://hdl.handle.net/11336/19357
identifier_str_mv Ferrari, Pablo Augusto; Trivellato Rolla, Leonardo; Yaglom limit via Holley inequality; Brazilian Statistical Association; Brazilian Journal Of Probability And Statistics; 29; 2; -1-2015; 413-423
0103-0752
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1214/14-BJPS269
info:eu-repo/semantics/altIdentifier/url/http://projecteuclid.org/euclid.bjps/1429105595
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Brazilian Statistical Association
publisher.none.fl_str_mv Brazilian Statistical Association
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.070432

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