COMPARISONS OF DEPENDENCE FOR STATIONARY MARKOV PROCESSES
COMPARISONS OF DEPENDENCE FOR STATIONARY MARKOV PROCESSES
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DOI：
10.1017/s0269964800143025
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发表时间：
2000-07
影响因子：
1.1
通讯作者：
Taizhong Hu;X. Pan
中科院分区：
文献类型：
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作者：
Taizhong Hu;X. Pan
获得了量化静态马尔可夫过程的滞后依赖性的减少并使人们能够比较两个静态马尔可夫过程的依赖性的结果和条件。本文中使用的依赖概念是超模排序和一致性排序。离散时间和连续时间马尔可夫过程都被考虑。给出了主要结果的一些应用。在排队论中，建立了第n个顾客的等待时间以及MR/GI/1队列中的平稳等待时间和马尔可夫调制队列中的平稳工作负载的单调性结果，从而加强了先前的结果，同时简化了它们的推导。本文是 Fang 等人的文章的延续。 [7]以及胡和乔[10]。
Results and conditions which quantify the decrease in dependence with lag for a stationary Markov process and enable one to compare the dependence for two stationary Markov processes are obtained. The notions of dependence used in this article are the supermodular ordering and the concordance ordering. Both discrete-time and continuous-time Markov processes are considered. Some applications of the main results are given. In queueing theory, the monotonicity results of the waiting time of the nth customer as well as the stationary waiting time in an MR/GI/1 queue and the stationary workload in a Markov-modulated queue are established, thus strengthening previous results while simplifying their derivation. This article is a continuation of those by Fang et al. [7] and Hu and Joe [10].