An Alternate Proof of a Correlation Inequality of Harris
Cox, J. Theodore
Ann. Probab., Tome 12 (1984) no. 4, p. 272-273 / Harvested from Project Euclid
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.
Publié le : 1984-02-14
Classification:  Correlation inequality,  partial order,  Markov,  60B99,  60K35
@article{1176993391,
     author = {Cox, J. Theodore},
     title = {An Alternate Proof of a Correlation Inequality of Harris},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 272-273},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993391}
}
Cox, J. Theodore. An Alternate Proof of a Correlation Inequality of Harris. Ann. Probab., Tome 12 (1984) no. 4, pp.  272-273. http://gdmltest.u-ga.fr/item/1176993391/