STOCHASTIC COMPARISONS OF NONHOMOGENEOUS PROCESSES
نویسندگان
چکیده
منابع مشابه
Stochastic Comparisons for Non-Markov Processes
A technique is developed for comparing a non-Markov process to a Markov process on a general state space with many possible stochastic orderings. Two such comparisons with a common Markov process yield a comparison between two non-Markov processes. The technique, which is based on stochastic monotonidty of the Markov process, yields stochastic comparisons of the limiting distributions and the m...
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ژورنال
عنوان ژورنال: Probability in the Engineering and Informational Sciences
سال: 2001
ISSN: 0269-9648
DOI: 10.1017/s0269964801152058