On the First Passage Time Distribution for a Class of Markov Chains
The Annals of ProbabilityPublished 1 November 1983
Mark Brown, N. Rao Chaganty
Citations64
SJR quartileQ1
SJR score3.33
SNIP2.20
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Abstract
Consider a stochastically monotone 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 i ∈ S to C is shown to be IFRA (increasing failure rate on the,av;rage). Several applications are presented including coherent systems, shock models, and convolutions of IFRA distributions.
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