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Multivariate dispersive ordering of epoch times of nonhomogeneous Poisson processes

Published online by Cambridge University Press:  14 July 2016

Felíx Belzunce*
Affiliation:
Universidad de Murcia
José-María Ruiz*
Affiliation:
Universidad de Murcia
*
Postal address: Departmento de Estadística e Investigación Operativa, Campus de Espinardo, 30100 Espinardo, Murcia, Spain.
Postal address: Departmento de Estadística e Investigación Operativa, Campus de Espinardo, 30100 Espinardo, Murcia, Spain.

Abstract

In this paper we find conditions under which the epoch times of two nonhomogeneous Poisson processes are ordered in the multivariate dispersive order. Some consequences and examples of this result are given. These results extend a recent result of Brown and Shanthikumar (1998).

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 2002 

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