Level-crossing ordering of semi-Markov processes and Markov chains

Journal of Applied Probability

Volumn 42, Issue 4, 2005, Pages 989-1002

  Ferreira, Fátima ^a   Pacheco, António ^b,c  

^a UNIVERSITY OF TRÁS OS MONTES AND ALTO DOURO   (Portugal)

^b UTL   (Portugal)

^c INSTITUTO SUPERIOR TÉCNICO   (Portugal)

Author keywords

Integral stochastic order; Level crossing ordering; Markov chain; Sample path; Semi Markov process; Simulation; Stochastic ordering

Indexed keywords

EID: 33645360625     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1134587811     Document Type: Article

References (9)

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