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

DOI10.1239/JAP/1134587811MaRDI QIDQ5476143zbMATHOpenAlexWikidataFDO

Authors 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)

Recommendations

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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?)
• Comparison methods for stochastic models and risks
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• Stochastic Comparisons for Non-Markov Processes
• Stochastic ordering for continuous-time processes
• The detection of words and an ordering for Markov chains

Cited in

(8)

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

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