Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity

DOI10.1239/JAP/1101840541MaRDI QIDQ4660520zbMATH OpenOpenAlexFDO

Authors Emilio De Santis, F. Spizzichino

Publication date 4 April 2005

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0402137

zbMATH Keywords

Change pointload-sharing modelconditionally pure birth processrandom change of time-scale

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We analyze several aspects of a class of simple counting processes, that can emerge in some fields of applications where the presence of a change-point occurs. Under simple conditions we, in particular, prove a significant inequality for the stochastic intensity.

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Cites work

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Cited in

(1)

• Relations between stochastic orderings and generalized stochastic precedence

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