Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
2005 ◽
Vol 42
(01)
◽
pp. 52-60
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Keyword(s):
As proposed by Irle and Gani in 2001, a processXis said to be slower in level crossing than a processYif it takesXstochastically longer to exceed any given level than it doesY. In this paper, we extend a result of Irle (2003), relative to the level crossing ordering of uniformizable skip-free-to-the-right continuous-time Markov chains, to derive a new set of sufficient conditions for the level crossing ordering of these processes. We apply our findings to birth-death processes with and without catastrophes, and M/M/s/csystems.
2005 ◽
Vol 42
(1)
◽
pp. 52-60
◽
Keyword(s):
1998 ◽
Vol 35
(3)
◽
pp. 545-556
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Keyword(s):
2000 ◽
Vol 32
(4)
◽
pp. 1064-1076
◽
2002 ◽
Vol 39
(01)
◽
pp. 197-212
◽
1993 ◽
Vol 7
(4)
◽
pp. 529-543
◽
1975 ◽
Vol 12
(S1)
◽
pp. 325-345
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Keyword(s):
2002 ◽
Vol 39
(1)
◽
pp. 197-212
◽