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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 735–742 (Mi tvp1517)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Semiordering of the probabilities of the first passage time for Markov processes

G. I. Kalmykov

Moscow
Full-text PDF (487 kB) Citations (1)
Abstract: Let $\{\xi(t),\ t\in T\}$ bе a real Markov process. Let $c(t)$ be a real function and $\widehat\tau_\xi(s,c(t))$ $(\tau_\xi(s,c(t)))$ denote the first time, after $s$, of the crossing (the contact) of the curve $x=c(t)$.
Two real Markov processes $\{\xi_1(t),t\in T\}$ and $\{\xi_2(t),t\in T\}$ with conditional probabilities $\mathbf P_{s,x}^{(1)}\{B\}$ and $\mathbf P_{s,x}^{(2)}\{B\}$ being considered, sufficient conditions for the inequality
\begin{gather*} \mathbf P_{s,x}^{(1)}\{\widehat\tau_{\xi_1}(s,a(t))\le\min(t,\widehat\tau_{\xi_1}(s,b(t))\}\le \\ \le\mathbf P_{s,x}^{(2)}\{\widehat\tau_{\xi_2}(s,a(t))\le\min(t,\widehat\tau_{\xi_2}(s,b(t))\} \end{gather*}
are obtained. Here $a(t)$ and $b(t)$ are real functions satisfying $a(t)<x<b(t)$.
The analogous results are obtained for $\tau_{\xi_1}$ and $\tau_{\xi_2}$.
Received: 16.02.1967
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 4, Pages 704–710
DOI: https://doi.org/10.1137/1114089
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. I. Kalmykov, “Semiordering of the probabilities of the first passage time for Markov processes”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 735–742; Theory Probab. Appl., 14:4 (1969), 704–710
Citation in format AMSBIB
\Bibitem{Kal69}
\by G.~I.~Kalmykov
\paper Semiordering of the probabilities of the first passage time for Markov processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 4
\pages 735--742
\mathnet{http://mi.mathnet.ru/tvp1517}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=273682}
\zmath{https://zbmath.org/?q=an:0204.51001|0188.23602}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 4
\pages 704--710
\crossref{https://doi.org/10.1137/1114089}
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  • https://www.mathnet.ru/eng/tvp/v14/i4/p735
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    This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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