Title of article
Dependence orderings for some functionals of multivariate point processes
Author/Authors
Kulik، نويسنده , , Rafa? and Szekli، نويسنده , , Ryszard، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
29
From page
145
To page
173
Abstract
We study dependence orderings for functionals of k-variate point processes Φ and Ψ. We view the first process as a collection of counting measures, whereas the second as the sequences of interpoint distances. Subsequently, we establish regularity properties of stationary sequences which generalize known results for iid case. The theoretical results are illustrated by many special cases including comparison of multivariate sums and products, comparison of multivariate shock models and queueing systems.
Keywords
Supermodular order , Ordering of point process , dependence ordering , Directionally convex order , Comparison of workload , multivariate shock models
Journal title
Journal of Multivariate Analysis
Serial Year
2005
Journal title
Journal of Multivariate Analysis
Record number
1558067
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