Stochastic ordering for continuous-time processes

DOI10.1239/JAP/1053003549MaRDI QIDQ4435679zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Level-crossing ordering of semi-Markov processes and markov chains
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• Comparison of level-crossing times for Markov and semi-Markov processes
• The detection of words and an ordering for Markov chains
• Stochastic ordering of random processes with an imbedded point process

Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 54039 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Comparing first-passage times for semi-Markov skip-free processes
• Stochastically monotone Markov Chains
• The detection of words and an ordering for Markov chains

Cited in

(14)

• Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
• When are intermediate processes of the same stochastic order?
• Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
• Level-crossing ordering of semi-Markov processes and markov chains
• Stochastic ordering of random processes with an imbedded point process
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• scientific article; zbMATH DE number 5243902 (Why is no real title available?)
• State space truncation with quantified errors for accurate solutions to discrete chemical master equation
• Comparison of level-crossing times for Markov and semi-Markov processes
• Optimal liquidation in a level-I limit order book for large-tick stocks
• Optimal ordering rule for a stochastic sequencing model
• Stochastic ordering for birth-death processes with killing
• Stochastic ordering for hitting times of fractional Brownian motions
• Accurate chemical master equation solution using multi-finite buffers

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