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
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页码:52 / 60
页数:9
相关论文
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[11]
Shaked M., 1994, Stochastic Orders and Their Applications