Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains

DOI10.1239/JAP/1110381370MaRDI QIDQ5312840zbMATHOpenAlexWikidataFDO

Authors A. Pacheco, Fátima Ferreira

Publication date 25 August 2005

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

Full work available at URL https://doi.org/10.1239/jap/1110381370

zbMATH Keywords

stochastic orderingbirth-death process with catastropheM/M/\(s/c\) system

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

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• Comparison of level-crossing times for Markov and semi-Markov processes
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Cites work

• scientific article; zbMATH DE number 54039 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 846904 (Why is no real title available?)
• scientific article; zbMATH DE number 1416627 (Why is no real title available?)
• A continuous-time Markov chain under the influence of a regulating point process and applications in stochastic models with catastrophes
• Birth, immigration and catastrophe processes
• Comparison methods for stochastic models and risks
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• Preservation of some partial orderings under Poisson shock models
• Stochastic ordering for continuous-time processes
• TRANSIENT ANALYSIS OF IMMIGRATION BIRTH–DEATH PROCESSES WITH TOTAL CATASTROPHES
• The detection of words and an ordering for Markov chains

Cited in

(4)

• Comparison of level-crossing times for Markov and semi-Markov processes
• Stochastic ordering for continuous-time processes
• Level-crossing ordering of \(M/M/c\) retrial queues
• Level-crossing ordering of semi-Markov processes and markov chains

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