Stochastic ordering of semi-markov processes

Authors:
Fátima Ferreira;António Pacheco
Affiliations:
University of Trás-os-Montes and Alto Douro, Mathematics Department and CM-UTAD, Vila Real, Portugal;Instituto Superior Tcnico - Technical University of Lisbon, CEMAT and Mathematics Department, Lisbon, Portugal
Venue:
Network performance engineering
Year:
2011

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Abstract

In this tutorial we address the stochastic ordering of semi-Markov processes in the usual and level-crossing stochastic ordering senses. We highlight the sample-path approach for the comparison of semi-Markov processes and for the simulation of processes with a given distribution.