Abstract
We consider the following ordering for stochastic processes as introduced by Irle and Gani (2001). A process (Y
t
)
t
is said to be slower in level crossing than a process (Z
t
)
t
if it takes (Y
t
)
t
stochastically longer than (Z
t
)
t
to exceed any given level. In Irle and Gani (2001), this ordering was investigated for Markov chains in discrete time. Here these results are carried over to semi-Markov processes with particular attention to birth-and-death processes and also to Wiener processes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
10 articles.
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