On the comparison of pure jump processes

On the comparison of pure jump processes

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Article ID: iaor19941242
Country: France
Volume: 26
Issue: 1
Start Page Number: 41
End Page Number: 55
Publication Date: Jan 1992
Journal: RAIRO Operations Research
Authors: ,
Abstract:

The authors define some orderings on the class of pure jump processes and they study their mutual implications, in general and for some relevant subclasses of processes, such as compound Poisson. Some of these orderings are extensions of known orderings for point processes, while some others are new and take explicitly into account the variable magnitude of jumps. Preservation of these orderings under superposition and thinning is studied.

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