Temporal stochastic convexity and concavity

DOI10.1016/0304-4149(87)90002-0MaRDI QIDQ1093262zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convexity and concavity in reliability theoryrecord valuestemporal convexity and concavity

Mathematics Subject Classification ID

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

Recommendations

• Stochastic Convexity and Concavity of Markov Processes
• Time stochastic s-convexity of claim processes
• Parametric stochastic convexity and concavity of stochastic processes
• Stochastic convexity on general space
• scientific article; zbMATH DE number 4209229

Cites work

• Bilateral phase-type distributions
• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 3562235 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• IFRA Properties of Some Markov Jump Processes with General State Space
• Inequalities: theory of majorization and its applications
• Markov chain models - rarity and exponentiality
• Monotone matrices and monotone Markov processes
• On the first passage time distribution for a class of Markov chains
• Shock models and wear processes
• Stochastic convexity and its applications
• Stochastic majorization of random variables by proportional equilibrium rates
• Stochastically monotone Markov Chains
• The Optimal Input Rates To A System Of Manufacturing Cells
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• Theory of Maintained Systems: Distribution of Time to First System Failure
• Transient behavior of the M/M/1 queue: Starting at the origin
• Unimodality preservation in Markov chains

Cited in

(17)

• Design of manufacturing systems using queueing models
• On the first passage times for Markov processes with monotone convex transition kernels
• Stochastic convexity on general space
• Some Extensions of Preinvexity for Stochastic Processes
• Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains
• Integration of Discrete-Time Correlated Markov Processes in a TDM System
• Monotonicity of the Loss Probabilities of Single Server Finite Queues with Respect to Convex Order of Arrival or Service Processes
• Spatiotemporal Convexity of Stochastic Processes and Applications
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• scientific article; zbMATH DE number 5574999 (Why is no real title available?)
• Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives
• Processes with associated increments
• Stochastic Convexity and Concavity of Markov Processes
• Multivariate higher-degree stochastic increasing convexity
• When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?
• Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
• Parametric stochastic convexity and concavity of stochastic processes

This page was built for publication: Temporal stochastic convexity and concavity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1093262)