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Reports (Research Report) Year : 1990

Stochastic ordering of random processes with an imbedded point process

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 by a continuous time process in which this sequence is imbedded. This type of inheritance is also discussed for the property of association.
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Dates and versions

inria-00075270 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00075270 , version 1

Cite

François Baccelli. Stochastic ordering of random processes with an imbedded point process. [Research Report] RR-1289, INRIA. 1990, pp.19. ⟨inria-00075270⟩
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