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February, 1984 An Alternate Proof of a Correlation Inequality of Harris
J. Theodore Cox
Ann. Probab. 12(1): 272-273 (February, 1984). DOI: 10.1214/aop/1176993391

Abstract

A theorem of Harris states that a monotone Markov process on a finite partially ordered set has positive correlations at time $t$ (assuming positive correlations at time 0) if and only if each jump of the process is either up or down. A new proof of the sufficiency of the jump condition is presented.

Citation

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J. Theodore Cox. "An Alternate Proof of a Correlation Inequality of Harris." Ann. Probab. 12 (1) 272 - 273, February, 1984. https://doi.org/10.1214/aop/1176993391

Information

Published: February, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0536.60095
MathSciNet: MR723747
Digital Object Identifier: 10.1214/aop/1176993391

Subjects:
Primary: 60B99
Secondary: 60K35

Keywords: Correlation inequality , Markov , partial order

Rights: Copyright © 1984 Institute of Mathematical Statistics

Vol.12 • No. 1 • February, 1984
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