Skip to Main content Skip to Navigation
Reports

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.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00075270
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 5:51:19 PM
Last modification on : Saturday, January 27, 2018 - 1:31:04 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 10:12:38 PM

Identifiers

  • HAL Id : inria-00075270, version 1

Collections

Citation

François Baccelli. Stochastic ordering of random processes with an imbedded point process. [Research Report] RR-1289, INRIA. 1990, pp.19. ⟨inria-00075270⟩

Share

Metrics

Record views

147

Files downloads

141