Stochastic ordering of flows on manifolds
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.
Year of publication: |
1997
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Authors: | Baxter, Laurence A. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 3, p. 259-261
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Publisher: |
Elsevier |
Keywords: | Dynamical map Discrete-time dynamical system Perron-Frobenius operator Flow of probability density functions Stochastic order Sublinear Superlinear |
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