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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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https://hal.inria.fr/inria-00075270
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Submitted on : Wednesday, May 24, 2006 - 5:51:19 PM
Last modification on : Friday, February 4, 2022 - 3:15:35 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 10:12:38 PM

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  • HAL Id : inria-00075270, version 1

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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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