Stochastic ordering of random processes with an imbedded point process

Autor: Baccelli, François
Přispěvatelé: Modeling of Computer Systems and Telecommunication Networks : Research and Software Development (MISTRAL), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), INRIA
Jazyk: angličtina
Rok vydání: 1990
Předmět:
Zdroj: [Research Report] RR-1289, INRIA. 1990, pp.19
Popis: 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 by a continuous time process in which this sequence is imbedded. This type of inheritance is also discussed for the property of association.
Databáze: OpenAIRE