Usual and stochastic tail orders between hitting times for two Markov chains

DOI10.1002/ASMB.2177MaRDI QIDQ4624945zbMATH OpenOpenAlexFDO

Authors Emilio De Santis, F. Spizzichino

Publication date 20 February 2019

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.2177

zbMATH Keywords

hitting timesstochastic monotonicitytail orderorderings of stochastic matrices

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Comparison methods for stochastic models and risks
• Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders
• Hitting time distribution for skip-free Markov chains: a simple proof
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Markov Chains
• Markov Chains
• Non-negative matrices and Markov chains. 2nd ed
• On Cox processes and credit risky securities
• On absorption times and Dirichlet eigenvalues
• On hitting times and fastest strong stationary times for skip-free and more general chains
• On times to quasi-stationarity for birth and death processes
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• Stochastic comparison of queueing networks
• Stochastic ordering and dependence in applied probability
• The detection of words and an ordering for Markov chains

Cited in

(8)

• Ranking graphs through hitting times of Markov chains
• Level-crossing ordering of semi-Markov processes and markov chains
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• On relevation redundancy to coherent systems at component and system levels
• The optimal sink and the best source in a Markov chain
• Stochastic precedence and minima among dependent variables
• Reachability and safety objectives in Markov decision processes on long but finite horizons
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