Characterization of Some First Passage Times Using Log-Concavity and Log-Convexity as Aging Notions

DOI10.1017/S026996480000005XMaRDI QIDQ3415846zbMATH OpenFDO

Authors Moshe Shaked, J. George Shanthikumar

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S026996480000005X

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• A note on first passage times in birth and death and nonnegative diffusion processes
• First-passage times with PF_r densities
• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 3190745 (Why is no real title available?)
• On the first passage time distribution for a class of Markov chains
• Reliability interpretations of some concepts from economics
• Total Positivity, Absorption Probabilities and Applications
• Uniform stochastic ordering and related inequalities

Cited in

(11)

• Comparing first-passage times for semi-Markov skip-free processes
• Characterizations of the IFR and DFR aging notions by means of the dispersive order
• Branching processes. II
• Likelihood ratio order of \(m\)-spacings for two samples
• Ordering new conditional residual lifetimes of k-out-of-n systems
• Stochastic comparisons of spacings of record values from one or two sample sequences
• Characterizations of Aging Classes in Terms of Spacings Between Record Values
• Moment Inequalities for Discrete Ageing Families
• Preservation of some likelihood ratio stochastic orders by order statistics
• Stochastic comparisons for time transformed exponential models
• The time until a random walk exceeds a square root and other barriers

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