Temporal stochastic convexity and concavity

DOI10.1016/0304-4149(87)90002-0zbMATH Open0628.60095OpenAlexW1976396286MaRDI QIDQ1093262FDOQ1093262

Authors: Moshe Shaked, J. George Shanthikumar 

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90002-0

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zbMATH Keywords

record valuesconvexity and concavity in reliability theorytemporal convexity and concavity

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sample path properties (60G17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited In (17)

• Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives
• Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
• Design of manufacturing systems using queueing models
• Monotonicity of the Loss Probabilities of Single Server Finite Queues with Respect to Convex Order of Arrival or Service Processes
• Processes with associated increments
• Stochastic convexity on general space
• Integration of Discrete-Time Correlated Markov Processes in a TDM System
• Title not available (Why is that?)
• On the first passage times for Markov processes with monotone convex transition kernels
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• Spatiotemporal Convexity of Stochastic Processes and Applications
• Some Extensions of Preinvexity for Stochastic Processes
• When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?
• Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains
• Multivariate higher-degree stochastic increasing convexity
• Parametric stochastic convexity and concavity of stochastic processes
• Stochastic Convexity and Concavity of Markov Processes

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