On the first passage time distribution for a class of Markov chains

DOI10.1214/AOP/1176993448MaRDI QIDQ787587zbMATH OpenOpenAlexFDO

Authors Mark Brown, N. Rao Chaganty

Publication date 1983

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993448

zbMATH Keywords

first passage timecoherent systemsshock modelsincreasing failure ratestochastically monotone Markov chain

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited in

(13)

• TP₂-Orderings and the IFR Property with Applications
• A note on the aging properties of the run length of Markov-type control charts
• Association of multivariate phase-type distributions, with applications to shock models.
• On the discrimination problem for a class of stochastic processes with ordered first-passage times
• On the first passage times for Markov processes with monotone convex transition kernels
• On stochastic ordering and control charts for traffic intensity
• On first-passage times in increasing Markov processes
• Association of probability measures on partially ordered spaces
• Remarks of the sojourn times of a semi-Markov process
• Characterization of Some First Passage Times Using Log-Concavity and Log-Convexity as Aging Notions
• Supervisory control to maximize mean time to failure in discrete event systems
• Shock models with MIFRA time to failure distributions
• Temporal stochastic convexity and concavity

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