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Stochastic ordering of random processes with an imbedded point process
Published online by Cambridge University Press: 14 July 2016
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 with 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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- Copyright © Applied Probability Trust 1991
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