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

DOI10.1016/J.SPL.2006.06.004zbMATH Open1111.60011OpenAlexW2037964288WikidataQ59323898 ScholiaQ59323898MaRDI QIDQ871032FDOQ871032

Fátima Ferreira, A. 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

simulationstochastic orderingMarkov chainscouplingsemi-Markov processesintegral 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)

Cites Work

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• Comparison methods for stochastic models and risks
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• Stochastic ordering for continuous-time processes
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• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• Comparing Semi-Markov Processes
• Level-crossing ordering of semi-Markov processes and markov chains
• Comparing first-passage times for semi-Markov skip-free 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)

• Stochastic ordering for continuous-time processes
• Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• Comparing first-passage times for semi-Markov skip-free processes
• The crossing barrier of a non-homogeneous semi-Markov chain
• On level crossings for a general class of piecewise-deterministic Markov processes

   Recommendations

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• On level crossings for a general class of piecewise-deterministic Markov processes 👍 👎
• Comparing first-passage times for semi-Markov skip-free processes 👍 👎
• Level crossing times for certain processes without positive jumps 👍 👎
• Comparison of time-inhomogeneous Markov processes 👍 👎
• Title not available (Why is that?) 👍 👎
• Remarks of the sojourn times of a semi-Markov process 👍 👎

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