Comparison of level-crossing times for Markov and semi-Markov processes
- Author
- FERREIRA, Fatima1 ; PACHECO, Antonio2
[1] UTAD, Departamento de Matemática and CEMAT, Quinta dos Prudos. Apartado 1013, 5001-911 Vila Real, Portugal
[2] Instituto Superior Técnico. Departamento de Matemática and CEMAT. Av. Rovisco Pais, 1049-001 Lisboa, Portugal - Source
Statistics & probability letters. 2007, Vol 77, Num 2, pp 151-157, 7 p ; ref : 14 ref
- CODEN
- SPLTDC
- ISSN
- 0167-7152
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- 60E15 60J10 60J27 60K 15 68U20 Coupling Integral stochastic orders Level-crossing ordering Markov chains Semi-Markov processes Simulation Stochastic ordering
- Keyword (fr)
- Chaîne Markov Condition suffisante Couplage Croisement niveau Intégrale stochastique Méthode statistique Processus semi markovien Relation ordre Relaxation Simulation Temps continu Théorie probabilité Ordre stochastique
- Keyword (en)
- Markov chain Sufficient condition Coupling Level crossing Stochastic integral Statistical method Semimarkovian process Ordering Relaxation Simulation Continuous time Probability theory Stochastic order
- Keyword (es)
- Cadena Markov Condición suficiente Acoplamiento Cruce nivel Integral estocástica Método estadístico Proceso semi markoviano Relación orden Relajación Simulación Tiempo continuo Teoría probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01K Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications)
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18411413
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.spl.2006.06.004 
https://dx.doi.org/10.1016/j.spl.2006.06.004
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