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

DOI10.1239/JAP/1101840541zbMATH Open1062.60048arXivmath/0402137OpenAlexW2044686415MaRDI QIDQ4660520FDOQ4660520

Authors: Emilio De Santis, F. Spizzichino 

Publication date: 4 April 2005

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

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.

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

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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)

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Cited In (1)

• Relations between stochastic orderings and generalized stochastic precedence

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