NBUE and NWUE properties of increasing Markov processes

NBUE and NWUE properties of increasing Markov processes

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Article ID: iaor1990633
Country: Israel
Volume: 26
Issue: 4
Start Page Number: 1
End Page Number: 7
Publication Date: Dec 1989
Journal: Journal of Applied Probability
Authors: ,
Abstract:

Consider a device that deteriorates in time according to an increasing Markov process so that it fails as soon as a critical threshold is exceeded. NBUE and NWUE properties of the lifetime of the device are identified to extend the existing literature on the PFr, IFR, IFRA, and NBU cases. In particular, it is shown that NBUE and NWUE characterizations can be made through a monotonicity property on the potential operator of the Markov process.

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