Title of article
On the first passage times for Markov processes with monotone convex transition kernels
Author/Authors
Li، نويسنده , , Haijun and Shaked، نويسنده , , Moshe، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
12
From page
205
To page
216
Abstract
In this paper we study the first passage time for a damage 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 the NBU, the IFRA or the IFR properties are studied. An application to pure jump shock models is also discussed.
Keywords
NBU , Stochastic monotonicity , IFRA , Monotone and convex transition kernels , First passage times , IFR , Shock models , Reliability theory , 60K10
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575735
Link To Document