Level crossing ordering of skip-free-to-the-right continuous-time Markov chains

被引:3
作者
Ferreira, R
Pacheco, A
机构
[1] Univ Tras Montes & Alto Douro, Dept Matemat, P-5001911 Vila Real, Portugal
[2] Univ Tecn Lisboa, Inst Super Tecn, Dept Matemat, P-1049001 Lisbon, Portugal
关键词
birth-death process with catastrophe; continuous-time Markov chain; level crossing ordering; M/M/s/c system; stochastic ordering;
D O I
10.1239/jap/1110381370
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
As proposed by Irle and Gani in 2001, a process X is said to be slower in level crossing than a process Y if it takes X stochastically longer to exceed any given level than it does Y. In this paper, we extend a result of Irle (2003), relative to the level crossing ordering of uniformizable skip-free-to-the-right continuous-time Markov chains, to derive a new set of sufficient conditions for the level crossing ordering of these processes. We apply our findings to birth-death processes with and without catastrophes, and M/M/s/c systems.
引用
收藏
页码:52 / 60
页数:9
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