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STOCHASTIC ORDERINGS OF DISCRETE-TIME PROCESSES AND DISCRETE RECORD VALUES

Published online by Cambridge University Press:  01 June 2006

Félix Belzunce ,
Eva-María Ortega  and
José M. Ruiz
Félix Belzunce
Affiliation:
Departamento Estadística e Investigación Operativa, Universidad de Murcia, Campus de Espinardo, 30100 Espinardo, Murcia, Spain, E-mail: belzunce@um.es
Eva-María Ortega
Affiliation:
Departamento Estadística, Matemáticas e Informática, Centro de Investigación Operativa, Universidad Miguel Hernández, Campus de Orihuela, 03312 Orihuela, Alicante, Spain, E-mail: evamaria@umh.es
José M. Ruiz
Affiliation:
Departamento Estadística e Investigación Operativa, Universidad de Murcia, Campus de Espinardo, 30100 Espinardo, Murcia, Spain, E-mail: jmruizgo@um.es
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Abstract

Recently, Pellerey, Shaked, and Zinn [6] introduced a discrete-time analogue of the nonhomogeneous Poisson process. The purpose of this article is to provide some results for stochastic comparisons of the epoch times and the interepoch times of those processes. Also, we show the relationships between these processes and discrete record values and we provide several results for discrete weak record values.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 20 , Issue 3 , July 2006 , pp. 447 - 464
Copyright
© 2006 Cambridge University Press

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References

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