Closure and monotonicity properties of nonhomogeneous poisson processes and record values

被引:0
|
作者
Gupta, Ramesh C. [1 ]
KlRMANI, S.N.U.A. [2 ]
机构
[1] Department of Mathematics, University of Maine, Orono,ME,04469, United States
[2] Department of Mathematics and Computer Science, University of Northern Iowa, Cedar Falls,IA,50614, United States
关键词
D O I
10.1017/S0269964800000188
中图分类号
O211 [概率论(几率论、或然率论)];
学科分类号
摘要
Interconnections between occurrence times of nonhomogeneous Poisson processes, record values, minimal repair times, and the relevation transform are explained. A number of properties of the distributions of occurrence times and interoccurrence times of a nonhomogeneous Poisson process are proved when the mean-value function of the process is convex, starshaped, or superadditive. The same results hold for upper record values of independently identically distributed random variables from IFR, IFRA, and NBU distributions. Copyright © Cambridge University Press 1988.
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页码:475 / 484
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