52 citations · 119 across the 24 of their papers we have counts for
Showing 2024 · math.PRShow all
3 papers · 2 filters
math.PR2024
A Unified Stability Theory for Classical and Monotone Markov Chains
Takashi Kamihigashi, John Stachurski
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results…
math.PR2024
Partial Stochastic Dominance via Optimal Transport
Takashi Kamihigashi, John Stachurski
In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by…
math.PR2024
Quantitative Convergence Rates for Stochastically Monotone Markov Chains
Takashi Kamihigashi, John Stachurski
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability an…