Temporal stochastic convexity and concavity

DOI10.1016/0304-4149(87)90002-0zbMath0628.60095OpenAlexW1976396286MaRDI QIDQ1093262

J. George Shanthikumar, Shaked, Moshe

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90002-0

zbMATH Keywords

record valuesconvexity and concavity in reliability theorytemporal convexity and concavity

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sample path properties (60G17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

On the first passage times for Markov processes with monotone convex transition kernels, Some Extensions of Preinvexity for Stochastic Processes, CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS, Multivariate higher-degree stochastic increasing convexity, Design of manufacturing systems using queueing models, When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?, Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains, Integration of Discrete-Time Correlated Markov Processes in a TDM System, Monotonicity of the Loss Probabilities of Single Server Finite Queues with Respect to Convex Order of Arrival or Service Processes, Spatiotemporal Convexity of Stochastic Processes and Applications, Parametric stochastic convexity and concavity of stochastic processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the first passage time distribution for a class of Markov chains
• Transient behavior of the M/M/1 queue: Starting at the origin
• Monotone matrices and monotone Markov processes
• Unimodality preservation in Markov chains
• Markov chain models - rarity and exponentiality
• Shock models and wear processes
• Bilateral phase-type distributions
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• The Optimal Input Rates To A System Of Manufacturing Cells
• IFRA Properties of Some Markov Jump Processes with General State Space
• Stochastic majorization of random variables by proportional equilibrium rates
• Stochastic convexity and its applications
• Theory of Maintained Systems: Distribution of Time to First System Failure
• Stochastically monotone Markov Chains
• Inequalities: theory of majorization and its applications