We show that for every fixed time $t\geq 0$ the marginal of the classical integrated telegrapher's process increases in the convex order if the rate of the undelying Poisson process decreases.
Convex ordering of integrated telegrapher's processes
DI CRESCENZO, Antonio;
2002
Abstract
We show that for every fixed time $t\geq 0$ the marginal of the classical integrated telegrapher's process increases in the convex order if the rate of the undelying Poisson process decreases.File in questo prodotto:
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