Stochastic Comparisons for Non-Markov Processes

DOI10.1287/MOOR.11.4.608MaRDI QIDQ3749847zbMATH OpenOpenAlexFDO

Authors Ward Whitt

Publication date 1986

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/63184276262fe500e747125c46f2a0452e7560b4

zbMATH Keywords

blocking in multi-server service facilitiesinequality in traffic theorystochastic comparisonsstochastic monotonicity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) General theory of stochastic processes (60G07) Stochastic processes (60G99) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(24)

• A formal proof for the insensitivity of simple bounds for finite multi- server non-exponential tandem queues based on monotonicity results
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Stochastic comparison for Markov processes on a product of partially ordered sets
• Expected utility theory without the completeness axiom.
• A coupling technique for stochastic comparison of functions of Markov processes
• Time stochastic s-convexity of claim processes
• Weak stochastic ordering for multidimensional Markov chains
• Error bounds for state space truncation of finite Jackson networks
• Supermodular functions on finite lattices
• Monotonicity results for portfolios with heterogeneous claims arrival processes
• Spatiotemporal Convexity of Stochastic Processes and Applications
• Markov Repairable Systems with History-Dependent Up and Down States
• Generalized increasing convex and directionally convex orders
• Stochastic orderings of multivariate elliptical distributions
• scientific article; zbMATH DE number 6027069 (Why is no real title available?)
• scientific article; zbMATH DE number 2193370 (Why is no real title available?)
• Level-crossing ordering of semi-Markov processes and markov chains
• A Note on Time Monotonicity for Performability Models
• scientific article; zbMATH DE number 958364 (Why is no real title available?)
• The reference interval in higher-order stochastic dominance
• On convex order and supermodular order without finite mean
• Robust stochastic orders and applications to elliptical distributions under parametric ambiguity
• Comparison of level-crossing times for Markov and semi-Markov processes
• Stochastic relations of random variables and processes

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