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Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)



Properties of a stochastic dominant for discrete distributions and its application for a renewal sequence generated by time-inhomogeneous Markov chain

V. V. Golomoziy

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Abstract: Generalized stochastic dominance when dominating sequence is not neccessary a probability distribution and may have total mass bigger than one is considered in this paper. Dominance of sums of random variables, random sums for both independent and depenedent random variables are investigated. Dominating sequnce for a renewal sequence generated by time-inhomogeneous Markov chain was obtained. Only discrette random variables are considered.

Keywords: Discrete Markov chains, stability of distributions, coupling method, coupling theory

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