Article contents
MONOTONICITY IN LAG FOR NONMONOTONE MARKOV CHAINS
Published online by Cambridge University Press: 01 October 2004
Abstract
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f (J1),g(Jn)] is decreasing if f and g are increasing. We prove this property for a special subclass of nonmonotone double stochastic Markov chains.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 18 , Issue 4 , October 2004 , pp. 485 - 492
- Copyright
- © 2004 Cambridge University Press
References
REFERENCES
- 1
- Cited by