Stochastic ordering for continuous-time processes

DOI10.1239/jap/1053003549zbMath1031.60016OpenAlexW2032515283MaRDI QIDQ4435679

Albrecht Irle

Publication date: 17 November 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1053003549

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

State space truncation with quantified errors for accurate solutions to discrete chemical master equation ⋮ Accurate Chemical Master Equation Solution Using Multi-Finite Buffers ⋮ Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks ⋮ Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains ⋮ Comparison of level-crossing times for Markov and semi-Markov processes ⋮ Stochastic ordering for birth–death processes with killing ⋮ Level-crossing ordering of semi-Markov processes and markov chains

Cites Work

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• Comparing first-passage times for semi-Markov skip-free processes
• The detection of words and an ordering for Markov chains
• Stochastically monotone Markov Chains

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