Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

On Ageing Properties of First-Passage Times of Increasing Markov Processes

Félix Belzunce, Eva-María Ortega and José M. Ruiz
Advances in Applied Probability
Vol. 34, No. 1 (Mar., 2002), pp. 241-259
Stable URL: http://www.jstor.org/stable/1428381
Page Count: 19
  • Read Online (Free)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On Ageing Properties of First-Passage Times of Increasing Markov Processes
Preview not available

Abstract

The purpose of this paper is to study ageing properties of first-passage times of increasing Markov chains. We extend the literature to some new ageing classes, such as the IFR(2), NBU(2), DRLLt and NBULt classes. We also give sufficient conditions in the finite case, that are more efficient computationally, just in terms of the transition matrix K, in the discrete case, or the generator matrix Q, in the continuous case. For the uniformizable, continuous-time Markov processes, we derive conditions in terms of the discrete uniformized Markov chain for the NBU(2) and the NBULt classes. In the last section, a review of the main results in this direction in the literature is given, and we compare some of the conditions stated in this paper with others given in the literature about some other ageing classes. Some examples where these results are applied are given.

Page Thumbnails

  • Thumbnail: Page 
241
    241
  • Thumbnail: Page 
242
    242
  • Thumbnail: Page 
243
    243
  • Thumbnail: Page 
244
    244
  • Thumbnail: Page 
245
    245
  • Thumbnail: Page 
246
    246
  • Thumbnail: Page 
247
    247
  • Thumbnail: Page 
248
    248
  • Thumbnail: Page 
249
    249
  • Thumbnail: Page 
250
    250
  • Thumbnail: Page 
251
    251
  • Thumbnail: Page 
252
    252
  • Thumbnail: Page 
253
    253
  • Thumbnail: Page 
254
    254
  • Thumbnail: Page 
255
    255
  • Thumbnail: Page 
256
    256
  • Thumbnail: Page 
257
    257
  • Thumbnail: Page 
258
    258
  • Thumbnail: Page 
259
    259