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Stochastic ordering of random processes with an imbedded point process
| Content Provider | Scilit |
|---|---|
| Author | Baccelli, François |
| Copyright Year | 1991 |
| Description | We introduce multivariate partial orderings related with the Palm and time-stationary probabilities of a point process. Using these orderings, we give conditions for the monotonicity of a random sequence, with respect to some integral stochastic ordering, to be inherited with a continuous time process in which this sequence is imbedded. This type of inheritance is also discussed for the property of association. |
| Related Links | https://hal.inria.fr/inria-00075270/file/RR-1289.pdf https://www.cambridge.org/core/services/aop-cambridge-core/content/view/1E129EC7677345F1FC6AA068C3440739/S0021900200042418a.pdf/div-class-title-stochastic-ordering-of-random-processes-with-an-imbedded-point-process-div.pdf |
| Ending Page | 567 |
| Page Count | 15 |
| Starting Page | 553 |
| ISSN | 00219002 |
| e-ISSN | 14756072 |
| DOI | 10.1017/s0021900200042418 |
| Journal | Journal of applied probability |
| Issue Number | 03 |
| Volume Number | 28 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 1991-09-01 |
| Access Restriction | Open |
| Subject Keyword | Journal of applied probability Applied Mathematics Integral Stochastic Ordering Palm Probabilities Stochastic Processes WITH AN Imbedded Point Process Association OF Random Variables |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |