When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?

DOI10.1017/S0269964800004666MaRDI QIDQ5488534zbMATH OpenFDO

Authors James D. Lynch

Publication date 22 September 2006

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

Full work available at URL https://doi.org/10.1017/S0269964800004666

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• DFR property of first-passage times and its preservation under geometric compounding
• scientific article; zbMATH DE number 3776657 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• On the first-passage times of pure jump processes
• Parametric stochastic convexity and concavity of stochastic processes
• Partial orderings under cumulative damage shock models
• Polya Type Distributions of Convolutions
• Stochastic convexity and its applications
• Temporal stochastic convexity and concavity
• Uniform stochastic orderings and total positivity

Cited in

(4)

• A sufficient condition for association of a renewal process
• Some monotonicity properties of the delayed renewal function
• The correlation parameter of renewal processes and structures with positive and negative periodicity
• On the concavity of the infinitesimal renewal function

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