## Almost sure ordering of some continuous time stochastic processes with applications |

### What people are saying - Write a review

We haven't found any reviews in the usual places.

### Contents

ALMOST SURE COMPARISON OF A CLASS OF LEVY PROCESSES | 25 |

APPLICATION TO STORAGE MODELS | 58 |

ALMOST SURE COMPARISON OF BIRTH AND DEATH PROCESSES | 87 |

2 other sections not shown

### Common terms and phrases

A.j and A2 A(ds,du A2 respectively birth and death bounded variation compound Poisson process conclude considered dam is empty death parameters death processes Definition distribution function enables event epoch sequence functionals of interest gives the construction Hence homogeneous Levy processes I2 in dist implies inequalities inf{t infinite capacity input process insurance risk interval 0,t jump rate jump size distribution Lebesgue measure lemma Levy measures A.j M/G/l queueing systems Markov chain Markov processes mean measure monotone monotone functionals number of jumps partially ordered Poisson distribution Poisson random measure Polish space probability space n,F,P process with Levy process with parameter Proof queueing models random point measure random variables s+ms sample functions satisfy the conditions server steady state distribution stochastic ordering stochastic process X(t storage model strong Markov subordinators Suppose supremum sure comparison sure ordering surely larger Theorem 2.2 virtual waiting weak ordering x e R1 X.j and X2 X2(s+ms yield the result