Stochastic ordering of random processes with an imbedded point process - Inria - Institut national de recherche en sciences et technologies du numérique
Rapport (Rapport De Recherche) Année : 1990

Stochastic ordering of random processes with an imbedded point process

Résumé

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 et versions

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

Identifiants

  • HAL Id : inria-00075270 , version 1

Citer

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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