In this paper we characterize supermodular dependence ordering of Markov processes on partially ordered state space both in discrete and continuous time. A characterization is given in terms of infinitesimal generators. As a special case it allows us to obtain correlation-in-time inequality for Markov processes. We applied our results for a comparison of a transient behavior of standard Jackson networks and Jackson networks which are subject to breakdowns and repairs. 1
International audienceWe consider a repairable system with a finite state space which evolves in tim...
Multiclass queueing networks (McQNs) extend the classical concept of the Jackson network by allowing...
International audienceEnd to end QoS (Quality of Service) is crucial in computer networks, but very ...
In this paper we introduce isotone differences stochastic ordering of Markov processes on lattice or...
We study the property of dependence in lag for Markov chains on countable partially ordered state sp...
Let Y = (Y (t), t ≥ 0) be a stationary homogeneous Markov process with partially ordered state space...
International audienceQuality of performance measure bounds is crucial for an accurate dimensioning ...
Structural properties of generalised semi-Markov processes (GSMP) have been successfully studied in ...
International audienceWe study queueing networks similar to Jackson networks, modelled by a multidim...
Queueing networks, states of which are described by a markovian process with continuous time and no ...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
Dynamic systems under action of small random disturbances, spectral analysis on the base of graph th...
Abstract: Order-preserving couplings are elegant tools for obtaining robust estimates of the time-de...
International audienceThe probabilistic model checking provides a precise formalism for the performa...
Performance evaluation of complex systems is a critical issue and bounds computation provides confid...
International audienceWe consider a repairable system with a finite state space which evolves in tim...
Multiclass queueing networks (McQNs) extend the classical concept of the Jackson network by allowing...
International audienceEnd to end QoS (Quality of Service) is crucial in computer networks, but very ...
In this paper we introduce isotone differences stochastic ordering of Markov processes on lattice or...
We study the property of dependence in lag for Markov chains on countable partially ordered state sp...
Let Y = (Y (t), t ≥ 0) be a stationary homogeneous Markov process with partially ordered state space...
International audienceQuality of performance measure bounds is crucial for an accurate dimensioning ...
Structural properties of generalised semi-Markov processes (GSMP) have been successfully studied in ...
International audienceWe study queueing networks similar to Jackson networks, modelled by a multidim...
Queueing networks, states of which are described by a markovian process with continuous time and no ...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
Dynamic systems under action of small random disturbances, spectral analysis on the base of graph th...
Abstract: Order-preserving couplings are elegant tools for obtaining robust estimates of the time-de...
International audienceThe probabilistic model checking provides a precise formalism for the performa...
Performance evaluation of complex systems is a critical issue and bounds computation provides confid...
International audienceWe consider a repairable system with a finite state space which evolves in tim...
Multiclass queueing networks (McQNs) extend the classical concept of the Jackson network by allowing...
International audienceEnd to end QoS (Quality of Service) is crucial in computer networks, but very ...