The Annals of Probability

Stochastic Monotonicity and Realizable Monotonicity

James Allen Fill and Motoya Machida
Source: Ann. Probab. Volume 29, Number 2 (2001), 938-978.

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) $\mathcal{S}$ when the measures are indexed by another poset $\mathcal{A}$. We give counterexamples to show that the two notions are not always equivalent, but for various large classes of $\mathcal{S}$ we also present conditions on the poset $\mathcal{A}$ that are necessary and sufficient for equivalence. When $\mathcal{A} = \mathcal{S}$ , the condition that the cover graph of $\mathcal{S}$ 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.

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Primary Subjects: 60E05
Secondary Subjects: 06A06, 60J10, 05C38
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1008956698
Digital Object Identifier: doi:10.1214/aop/1008956698
Mathematical Reviews number (MathSciNet): MR1849183
Zentralblatt MATH identifier: 1015.60010

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Project Euclid: euclid.aoap/1027961037
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The Annals of Probability

The Annals of Probability