Stochastic ordering of random processes with an imbedded point process

Abstract : 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.
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Rapport
[Research Report] RR-1289, INRIA. 1990, pp.19
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https://hal.inria.fr/inria-00075270
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Soumis le : mercredi 24 mai 2006 - 17:51:19
Dernière modification le : samedi 27 janvier 2018 - 01:31:04
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François Baccelli. Stochastic ordering of random processes with an imbedded point process. [Research Report] RR-1289, INRIA. 1990, pp.19. 〈inria-00075270〉

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