On the first-passage times of pure jump processes

On the first-passage times of pure jump processes

0.00 Avg rating0 Votes
Article ID: iaor1988815
Country: Israel
Volume: 25
Issue: 3
Start Page Number: 501
End Page Number: 509
Publication Date: Sep 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

Let Tx be the time it takes for a pure jump process, which starts at 0, to cross a threshold x>0. Sufficient conditions on the parameters of this process under which Tx has increasing failure rate average (IFRA), increasing failure rate (IFR) or logconcave density (PF2) are identified. The conditons for IFRA are weaker than those of Drosen. Sufficient conditions on the parameter of a pure jump process for Tx to the IFR or PF2 are not available in the literature.

Reviews

Required fields are marked *. Your email address will not be published.