Constant rate distributions on partially ordered sets

DOI10.1155/2010/675754MaRDI QIDQ609710zbMATH OpenOpenAlexWikidataFDO

Authors Kyle T. Siegrist

Publication date 1 December 2010

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/0810.2105, https://eudml.org/doc/229422

zbMATH Keywords

distributions with constant rateladder variablesposet

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Discrete-time Markov processes on general state spaces (60J05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Abstract: We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a surprisingly rich theory, including moment results and results concerning ladder variables and point processes. We concentrate mostly on discrete posets, particularly posets whose graphs are rooted trees. We pose some questions on the existence of constant rate distributions for general discrete posets.

Review text

The framework of this paper is that of probability on a partially ordered set (=poset) \((S,\preceq)\), which at the same time is the support of a measure such that every set \(D[x]:=\{t\in S:t\preceq x\}\) is measurable. Several examples are provided. A surprisingly rich theory is presented through the introduction of distribution functions, random variables and stochastic processes, in particular Markov processes. The author studies distributions with constant rates on posets, thus generalizing distributions that have constant failure rate in the usual reliability setting \(([0,+\infty),\leq)\).

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Cited in

(4)

• Renewal processes on partially ordered sets
• Monotone Nonincreasing Random Fields on Partially Ordered Sets. II. Probability Distributions on Polyhedral Cones
• A class of partially ordered sets.
• Monotone nonincreasing random fields on partially ordered sets. I

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