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

DOI10.1016/j.spl.2006.06.004zbMath1111.60011WikidataQ59323898 ScholiaQ59323898MaRDI QIDQ871032

António Pacheco, Fátima Ferreira

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

simulation; Markov chains; stochastic ordering; semi-Markov processes; coupling; integral stochastic orders; level-crossing ordering

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60K15: Markov renewal processes, semi-Markov processes

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

The crossing barrier of a non-homogeneous semi-Markov chain

Cites Work

• 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
• Comparing Semi-Markov Processes
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• Stochastic ordering for continuous-time processes
• 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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