Level-crossing ordering of semi-Markov processes and markov chains

DOI10.1239/JAP/1134587811zbMATH Open1106.60070OpenAlexW2038474536WikidataQ59323935 ScholiaQ59323935MaRDI QIDQ5476143FDOQ5476143

A. Pacheco, Fátima Ferreira

Publication date: 29 June 2006

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

Full work available at URL: https://doi.org/10.1239/jap/1134587811

zbMATH Keywords

sojourn timetransition matrics

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Title not available (Why is that?)
• Comparison methods for stochastic models and risks
• Title not available (Why is that?)
• Stochastic ordering for continuous-time processes
• The detection of words and an ordering for Markov chains
• Stochastic Comparisons for Non-Markov Processes
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains

Cited In (6)

• Sequence graph transform (SGT): a feature embedding function for sequence data mining
• Stochastic ordering for continuous-time processes
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• Comparison of level-crossing times for Markov and semi-Markov processes
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• On the Laplace transform of the Pareto distribution

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