Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154943 | Statistics & Probability Letters | 2007 | 7 Pages |
Abstract
We derive sufficient conditions for the level-crossing ordering of continuous-time Markov chains (CTMCs) and semi-Markov processes (SMPs). The former ones constitute a relaxation of Kirstein's conditions for stochastic ordering of CTMCs in the usual sense, whereas the latter ones are an extension of conditions established by Di Crescenzo and Ricciardi and Irle for skip-free-to-the-right SMPs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fátima Ferreira, António Pacheco,