On the First Passage Times of Pure Jump Processes.

Abstract

Let T sub x be the time it for a pure jump process, which starts at O, to cross a threshold x > O. Sufficient conditions on the parameters of this process under which T sub x has increasing failure rate average, increasing failure rate or logconcave density are identified.

Document Details

Document Type
Technical Report
Publication Date
Aug 25, 1986
Accession Number
ADA174534

Entities

People

  • J. G. Shanthikumar
  • Moshe Shaked

Organizations

  • University of Arizona

Tags

Communities of Interest

  • Materials and Manufacturing Processes

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  • Business Administration
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Readers

  • Statistical inference.
  • Theoretical Analysis.