STOCHASTIC ORDERING OF RANDOM-PROCESSES WITH AN IMBEDDED POINT PROCESS

被引：2

作者：

BACCELLI, F

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1991年 / 28卷 / 03期

关键词：

INTEGRAL STOCHASTIC ORDERING; PALM PROBABILITIES; STOCHASTIC PROCESSES WITH AN IMBEDDED POINT PROCESS; ASSOCIATION OF RANDOM VARIABLES;

D O I：

10.2307/3214491

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：553 / 567

页数：15

共 9 条

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