The DFR Property for Counting Processes Stopped at an Independent Random Time

DOI10.1239/JAP/1437658616MaRDI QIDQ2949855zbMATH OpenOpenAlexFDO

Authors F. G. Badía, C. Sangüesa

Publication date 2 October 2015

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

Full work available at URL https://arxiv.org/abs/1201.2545, https://projecteuclid.org/euclid.jap/1437658616

zbMATH Keywords

associationcounting processdecreasing failure rateLittle's lawrenewal processstochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Abstract: In the present paper we consider general counting processes stopped at a random time $T$, independent of the process. Provided that $T$ has the decreasing failure rate (DFR) property, we give sufficient conditions on the arrival times so that the number of events occurring before $T$ preserves the DFR property of $T$. In particular, when the interarrival times are independent, we consider applications concerning the DFR property of the stationary number of customers waiting in queue for specific queuing models.

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Cited in

(9)

• DFR property of first-passage times and its preservation under geometric compounding
• Stochastic ordering for populations of manufactured items
• Negative ageing properties for counting processes arising in virtual age models
• Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models
• Hazard Rate Properties of a General Counting Process Stopped at an Independent Random Time
• A record-values property of a renewal process with random inspection time
• Quantifying the Inspection Paradox with Random Time
• Limit theorems for renewal processes with infinite mean interarrival time under random inspection
• Asymptotic behavior of renewal processes with random time

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