English

Monotonicity equivalence and synchronizability for a system of probability distributions

Probability 2024-08-21 v1

Abstract

A system (Pα:αA)(P_\alpha: \alpha\in\mathcal{A}) of probability distributions on a partially ordered set (poset) S\mathcal{S} indexed by another poset A\mathcal{A} can be realized by a system of S\mathcal{S}-valued random variables XαX_\alpha's marginally distributed as PαP_\alpha. It is called realizably monotone if XαXβX_\alpha\le X_\beta in S\mathcal{S} whenever αβ\alpha\le\beta in A\mathcal{A}. Such a system necessarily is stochastically monotone, that is, it satisfies PαPβP_\alpha\preceq P_\beta in stochastic ordering whenever αβ\alpha \le \beta. It has been known exactly when these notions of monotonicity are equivalent except for a certain subclass of acyclic posets, called Class W. In this paper we introduce inverse probability transforms and synchronizing bijections recursively when S\mathcal{S} is a poset of Class W and A\mathcal{A} is synchronizable, and validate monotonicity equivalence by constructing (Xα:αA)(X_\alpha: \alpha\in\mathcal{A}) explicitly. We also show that synchronizability is necessary for monotonicity equivalence when S\mathcal{S} is in Class W.

Keywords

Cite

@article{arxiv.2408.10896,
  title  = {Monotonicity equivalence and synchronizability for a system of probability distributions},
  author = {Motoya Machida},
  journal= {arXiv preprint arXiv:2408.10896},
  year   = {2024}
}

Comments

25 pages, 6 figures