Stochastic ordering of random processes with an imbedded point process

François Baccelli (1)

1 MISTRAL - Modeling of Computer Systems and Telecommunication Networks : Research and Software Development

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.

Mots clés: integral stochastic ordering; palm probabilities; stochastic processes with an embedded point process; association of random variables

Domaines: Autre [cs.OH]

François Baccelli. Stochastic ordering of random processes with an imbedded point process. [Research Report] RR-1289, INRIA. 1990, pp.19. ⟨inria-00075270⟩