Comparisons of dependence for stationary Markov processes (Q2709775)
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scientific article; zbMATH DE number 1586972
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| English | Comparisons of dependence for stationary Markov processes |
scientific article; zbMATH DE number 1586972 |
Statements
3 December 2001
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supermodular ordering
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concordance ordering
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Comparisons of dependence for stationary Markov processes (English)
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Many dependence orderings have been developed to compare the strength of dependence between two random vectors. It is reasonable to assume that the dependence decreases with time for a stationary homogeneous Markov process (SHMP). The authors investigate the conditions which quantify the decrease for an SHMP and also enable one to compare two SHMPs with respect to the supermodular dependence ordering or the concordance ordering. Some applications of the main results are also given. The monotonicity results of the statinary waiting time in the MR/GI/1 queue and the stationary workload in a Markov-modulated queue are established.
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