We study the property of dependence in lag for Markov chains on countable partially ordered state spaces and give conditions which ensure that a process is monotone in lag. In case of linearly ordered state spaces proofs are based on the Lorentz inequality. However, we show that on partially ordered spaces Lorentz inequality is only true under additional assumptions. By using supermodular-type stochastic orders we derive comparison inequalities which compare the internal dependence structure of processes with that of their speeding-down versions. Applications of the results are presented for degradable exponential networks in which the nodes are subject to random breakdowns and repairs. We obtain comparison results for the breakdown process...
International audienceWe analyze transient and stationary behaviors of multidimensional Markov chain...
International audienceQuality of performance measure bounds is crucial for an accurate dimensioning ...
AbstractLet {Xn} be a ∅-irreducible Markov chain on an arbitrary space. Sufficient conditions are gi...
Let Y = (Y (t), t ≥ 0) be a stationary homogeneous Markov process with partially ordered state space...
In this paper we introduce isotone differences stochastic ordering of Markov processes on lattice or...
In this paper we characterize supermodular dependence ordering of Markov processes on partially orde...
Results and conditions that quantify the decrease in dependence with lag for stationary Markov chain...
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f(J1...
International audienceWe consider a repairable system with a finite state space which evolves in tim...
We consider a discrete-time ergodic Markov chain on a partially ordered state space and study the st...
When evaluating quantitative measures of complex systems using Markov models, a major drawback is th...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
AbstractWe analyze transient and stationary behaviors of multidimensional Markov chains defined on l...
Bounds for the reliability of multistate systems with partially ordered state spaces and stochastica...
International audienceWe study queueing networks similar to Jackson networks, modelled by a multidim...
International audienceWe analyze transient and stationary behaviors of multidimensional Markov chain...
International audienceQuality of performance measure bounds is crucial for an accurate dimensioning ...
AbstractLet {Xn} be a ∅-irreducible Markov chain on an arbitrary space. Sufficient conditions are gi...
Let Y = (Y (t), t ≥ 0) be a stationary homogeneous Markov process with partially ordered state space...
In this paper we introduce isotone differences stochastic ordering of Markov processes on lattice or...
In this paper we characterize supermodular dependence ordering of Markov processes on partially orde...
Results and conditions that quantify the decrease in dependence with lag for stationary Markov chain...
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f(J1...
International audienceWe consider a repairable system with a finite state space which evolves in tim...
We consider a discrete-time ergodic Markov chain on a partially ordered state space and study the st...
When evaluating quantitative measures of complex systems using Markov models, a major drawback is th...
International audienceStochastic monotonicity is one of the sufficient conditions for stochastic com...
AbstractWe analyze transient and stationary behaviors of multidimensional Markov chains defined on l...
Bounds for the reliability of multistate systems with partially ordered state spaces and stochastica...
International audienceWe study queueing networks similar to Jackson networks, modelled by a multidim...
International audienceWe analyze transient and stationary behaviors of multidimensional Markov chain...
International audienceQuality of performance measure bounds is crucial for an accurate dimensioning ...
AbstractLet {Xn} be a ∅-irreducible Markov chain on an arbitrary space. Sufficient conditions are gi...