Ageing first-passage times of Markov processes: a matrix approach-Reference-Cited by-同舟云学术

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

Published:1997-03 Issue:1 Volume:34 Page:1-13
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Li Haijun,Shaked Moshe

Abstract

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.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference17 articles.

1. IFRA Properties of Some Markov Jump Processes with General State Space

2. On the first-passage times of pure jump processes

3. A cumulative damage shock model with imperfect preventive maintenance

4. Pure jump shock models in reliability

5. Shock Models and Wear Processes

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