Comparison of level-crossing times for Markov and semi-Markov processes
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Publication:871032
DOI10.1016/j.spl.2006.06.004zbMath1111.60011WikidataQ59323898 ScholiaQ59323898MaRDI QIDQ871032
António Pacheco, Fátima Ferreira
Publication date: 15 March 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.06.004
simulation; Markov chains; stochastic ordering; semi-Markov processes; coupling; integral stochastic orders; level-crossing ordering
60E15: Inequalities; stochastic orderings
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60K15: Markov renewal processes, semi-Markov processes
60J27: Continuous-time Markov processes on discrete state spaces
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Cites Work
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