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Stochastic ordering of random processes with an imbedded point process

Published online by Cambridge University Press:  14 July 2016

François Baccelli
François Baccelli*
Affiliation:
INRIA
*
∗ Postal address: INRIA, Sophia-Antipolis, 2004 Rte des Lucioles, 06565 Valbonne Cedex, France.
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Abstract

We introduce multivariate partial orderings related with the Palm and time-stationary probabilities of a point process. Using these orderings, we give conditions for the monotonicity of a random sequence, with respect to some integral stochastic ordering, to be inherited with a continuous time process in which this sequence is imbedded. This type of inheritance is also discussed for the property of association.

Keywords

INTEGRAL STOCHASTIC ORDERINGPALM PROBABILITIESSTOCHASTIC PROCESSES WITH AN IMBEDDED POINT PROCESSASSOCIATION OF RANDOM VARIABLES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 28 , Issue 3 , September 1991 , pp. 553 - 567
Copyright
Copyright © Applied Probability Trust 1991 

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References

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