Stochastic ordering for continuous-time processes

Journal of Applied Probability

Volumn 40, Issue 2, 2003, Pages 361-375

  Irle, A ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Level crossing; Semi Markov processes; Stochastic order; Wiener processes

Indexed keywords

EID: 0042413691     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1053003549     Document Type: Article

References (6)

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2. DI CRESCENZO, A. AND RICCIARDI, L. M. (1996). Comparing first-passage times for semi-Markov skip-free processes. Statist. Prob. Lett. 30, 247-256.
3. IRLE, A. AND GANI, J. (2001). Stochastic ordering and the detection of words. In Probability, Statistics and Seismology (J. Appl. Prob. Spec. Vol. 38A), ed. D. J. Daley, Applied Probability Trust, Sheffield, pp. 66-77.
4. RESNICK, S. (1992). Adventures in Stochastic Processes. Birkhäuser, Boston, MA.
5. SHARED, M. AND SHANTHIKUMAR, J. G. (1994). Stochastic Orders and Their Applications. Academic Press, Boston, MA.
6. STOYAN, D. (1983). Comparison Methods for Queues and Other Stochastic Models. John Wiley, Chichester.