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

DOI10.1017/S026996480000005XzbMath1133.60309MaRDI QIDQ3415846

Shaked, Moshe, J. George Shanthikumar

Publication date: 19 January 2007

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

Moment Inequalities for Discrete Ageing Families, Branching processes. II, Characterizations of the IFR and DFR aging notions by means of the dispersive order, Comparing first-passage times for semi-Markov skip-free processes, Stochastic comparisons of spacings of record values from one or two sample sequences, Stochastic comparisons for time transformed exponential models, Characterizations of Aging Classes in Terms of Spacings Between Record Values, Ordering New Conditional Residual Lifetimes ofk-out-of-nSystems, Preservation of some likelihood ratio stochastic orders by order statistics, Likelihood ratio order of \(m\)-spacings for two samples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the first passage time distribution for a class of Markov chains
• A note on first passage times in birth and death and nonnegative diffusion processes
• First-passage times with PF_r densities
• Reliability interpretations of some concepts from economics
• Uniform stochastic ordering and related inequalities
• Total Positivity, Absorption Probabilities and Applications