Transforming stochastic matrices for stochastic comparison with the st-order
RAIRO - Operations Research - Recherche Opérationnelle, Tome 37 (2003) no. 2, pp. 85-97.

We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.

DOI : https://doi.org/10.1051/ro:2003015
Mots clés : Markov processes, probability distributions, stochastic ordering, st-order
@article{RO_2003__37_2_85_0,
     author = {Dayar, Tu\u{g}rul and Fourneau, Jean-Michel and Pekergin, Nihal},
     title = {Transforming stochastic matrices for stochastic comparison with the st-order},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {85--97},
     publisher = {EDP-Sciences},
     volume = {37},
     number = {2},
     year = {2003},
     doi = {10.1051/ro:2003015},
     zbl = {1036.60063},
     mrnumber = {2010414},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ro:2003015/}
}
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Dayar, Tuğrul; Fourneau, Jean-Michel; Pekergin, Nihal. Transforming stochastic matrices for stochastic comparison with the st-order. RAIRO - Operations Research - Recherche Opérationnelle, Tome 37 (2003) no. 2, pp. 85-97. doi : 10.1051/ro:2003015. http://www.numdam.org/articles/10.1051/ro:2003015/

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