DIFFUSION EQUATION TECHNIQUES IN STOCHASTIC MONOTONICITY AND POSITIVE CORRELATIONS

被引:43
作者
HERBST, I
PITT, L
机构
[1] Department of Mathematics, University of Virginia, Charlottesville, 22903, VA
关键词
D O I
10.1007/BF01312211
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A diffusion equation approach is investigated for the study of stochastic monotonicity, positive correlations and the preservation of Lipschitz functions. Necessary and sufficient conditions are given for diffusion semi-groups to be stochastically monotonic and to preserve the class of positively correlated measures. Applications are given which discuss the shape of the ground state for Schrodinger operators - DELTA + V with FKG potentials V.
引用
收藏
页码:275 / 312
页数:38
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