期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2015
卷号：29
期号：2
页码：413-426
DOI：10.1214/14-BJPS269
语种：English
出版社：Brazilian Statistical Association
摘要：Let ${S}$ be a countable set provided with a partial order and a minimal element. Consider a Markov chain on $S\cup\{0\}$ absorbed at $0$ with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the minimal state is stochastically dominated by the trajectory of the chain starting from any probability on ${S}$, when both are conditioned to nonabsorption until a certain time. Moreover, the Yaglom limit corresponding to this deterministic initial condition is the unique minimal quasi-stationary distribution in the sense of stochastic order. As an application, we provide new proofs to classical results in the field.
