Association in time of a finite semi-Markov process (Q1914294): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Association in time of a finite semi-Markov process |
scientific article |
Statements
Association in time of a finite semi-Markov process (English)
0 references
11 December 1996
0 references
Recall the definition: A stochastic process \(X(t)\), \(t \geq 0\) is associated in time, if for any \(n\) and \(t_1 < \dots < t_n\) and non-decreasing functions \(f\) and \(g\), we have \(\text{Cov} (f(T), g(T)) \geq 0\), where \(T = (X(t_1),\dots, X(t_n))\) and it is assumed that \(Ef(T)\), \(Eg(T)\), \(E[f(T)g(T)]\) exist. It is known that for complex repairable systems the assumption that the underlying stochastic process is associated in time allows to obtain the bounds for reliability of the system. So the problem of formulating corresponding sufficient condition arises. For the semi-Markov process with finite state space three equivalent conditions for association in time are given. They are expressed in terms of transition probabilities and crude hazard rates. Some examples are also considered.
0 references
association in time
0 references
semi-Markov process
0 references
reliability
0 references
complex repairable systems
0 references