Dependencies in Markovian networks

Citation
H. Daduna, et R. Szekli,, Dependencies in Markovian networks, Advances in applied probability , 27(1), 1995, pp. 226-254
ISSN journal
00018678
Volume
27
Issue
1
Year of publication
1995
Pages
226 - 254
Database
ACNP
SICI code
Abstract
Monotonicity and correlation results for queueing network processes, generalized birth.death processes and generalized migration processes are obtained with respect to various orderings of the state space. We prove positive (e.g. association) and negative (e.g. negative association) correlations in space and positive correlations in time for different situations, in steady state as well as in the transient phase of the system. This yields exact bounds for joint probabilities in terms of their independent versions.