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

DOI10.1002/ASMB.2177zbMATH Open1406.60103OpenAlexW2396882166MaRDI QIDQ4624945FDOQ4624945

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

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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)

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
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• Stochastic comparison of queueing networks
• On hitting times and fastest strong stationary times for skip-free and more general chains
• Hitting time distribution for skip-free Markov chains: a simple proof
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Stochastic ordering and dependence in applied probability
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• The detection of words and an ordering for Markov chains
• Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders

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
• A stochastic model of cyber attacks with imperfect detection

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