Comparison of level-crossing times for Markov and semi-Markov processes

DOI10.1016/J.SPL.2006.06.004zbMath1111.60011OpenAlexW2037964288WikidataQ59323898 ScholiaQ59323898MaRDI QIDQ871032

Fátima Ferreira, António Pacheco

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.06.004

zbMATH Keywords

simulationMarkov chainsstochastic orderingsemi-Markov processescouplingintegral stochastic orderslevel-crossing ordering

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)

Related Items (2)

Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains ⋮ The crossing barrier of a non-homogeneous semi-Markov chain

Cites Work

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• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• Level-crossing ordering of semi-Markov processes and markov chains

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