Ageing first-passage times of Markov processes: A matrix approach

被引：11

作者：

Li, HJ ^{[1
]}

Shaked, M ^{[1
]}

机构：

[1] UNIV ARIZONA,DEPT MATH,TUCSON,AZ 85721

来源：

JOURNAL OF APPLIED PROBABILITY | 1997年 / 34卷 / 01期

关键词：

Stochastic monotonicity; monotone transition matrix; convex transition matrix; first-passage times; life distributions; reliability theory;

D O I：

10.2307/3215169

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using a matrix approach we discuss the first-passage time of a Markov process to exceed a given threshold or for the maximal increment of this process to pass a certain critical value. Conditions under which this first-passage time possesses various ageing properties are studied. Some results previously obtained by Li and Shaked (1995) are extended.

引用

页码：1 / 13

页数：13

共 17 条

[1]

BARLOW RE, 1975, STATISTICAL THEORY R

[2] ON THE 1ST PASSAGE TIME DISTRIBUTION FOR A CLASS OF MARKOV-CHAINS [J].