Monotone and associated Markov chains, with applications to reliability theory

Author:

Lindqvist Bo Henry

Abstract

We study monotone and associated Markov chains on finite partially ordered state spaces. Both discrete and continuous time, and both time-homogeneous and time-inhomogeneous chains are considered. The results are applied to binary and multistate reliability theory.

Publisher

Cambridge University Press (CUP)

Subject

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

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