Stochastic Ordering of Semi-Markov Processes
Ferreira, Fátima; Pacheco, António
Lecture Notes in Computer Science, 5233 (2011), 393-422
In this tutorial we address the stochastic ordering of semi-Markov processes in the usual and level-crossing stochastic ordering senses. We highlight the sample-path approach for the comparison of semi-Markov processes and for the simulation of processes with a given distribution.