Nonhomogeneous Poisson processes and logconcavity

Nonhomogeneous Poisson processes and logconcavity

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Article ID: iaor20011477
Country: United States
Volume: 14
Issue: 3
Start Page Number: 353
End Page Number: 373
Publication Date: Jan 2000
Journal: Probability in the Engineering and Informational Sciences
Authors: , ,
Abstract:

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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