Let $(R,m)$ be a Noetherian local ring, $M$ and $N$ finite $R$-modules, $p$ a prime ideal, and $I$ an ideal such that $IM\neq M$.
Definition: The common length of the maximal $M$-sequences in $I$ is called the grade of $I$ on $M$; denoted by $grade(I,M)$.
$grade(m,M)$ is denoted by $depth\ M$. So by $depth\ M_p$, we mean $grade(pR_p,M_p)$.
Assuming $depth\ M\ge depth\ N$, what can one say about $depth\ M_p$ and $depth\ N_p$? Is there any inequality between them?
What if we impose additional assumptions on $M$ and $N$? For example, if $M=R/I$ and $N=R/J$?
Thank you.