On the First Passage Time Distribution for a Class of Markov Chains.

Abstract

Consider a stochastically monotone Markov chain with monotone paths on a partially ordered countable set S. Let C be an increasing subset of S with finite complement. Then the first passage time from an element of S to C is shown to be IFRA (increasing failure rate on the average). Several applications are presented including coherent systems, shockmodels, and convolutions of IFRA distributions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA088111

Entities

People

  • C. N. Rao
  • Mark O. Brown

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Convolution
  • Discrete Distribution
  • Markov Chains
  • Markov Processes
  • Mathematics
  • New York
  • Numbers
  • Probability
  • Random Variables
  • Random Walk
  • Real Numbers
  • Sampling
  • Sequences
  • Stochastic Processes
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.