Nonhomogeneous Poisson processes and logconcavity

被引:46
|
作者
Pellerey, F
Shaked, M
Zinn, J
机构
[1] Politecn Torino, Dipartimento Matemat, I-10129 Turin, Italy
[2] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
[3] Texas A&M Univ, Dept Math, College Stn, TX 77843 USA
关键词
D O I
10.1017/S0269964800143062
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this article, we identify conditions under which the epoch times and the inter-epoch intervals of a nonhomogeneous Poisson process have logconcave densities. The results are extended to relevation counting processes, We also study discrete-time counting processes and find conditions under which the epoch times and the inter-epoch intervals of these discrete-time processes have logconcave discrete probability densities. The results are interpreted in terms of minimal repair and record values. Several examples illustrate the theory.
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页码:353 / 373
页数:21
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