For two semi-Markov positive skip-free processes on N, conditions are given such that the first-passage times from the reflecting state 0 to a preassigned threshold are ordered according to Laplace and to increasing linear orderings. A comparison of first-passage times is performed via the new notion of 'dual weak likelihood ratio ordering'. An application to life times of devices subject to shocks and repairs is finally provided.
Comparing first-passage times for semi-Markov skip-free processes
DI CRESCENZO, Antonio;
1996-01-01
Abstract
For two semi-Markov positive skip-free processes on N, conditions are given such that the first-passage times from the reflecting state 0 to a preassigned threshold are ordered according to Laplace and to increasing linear orderings. A comparison of first-passage times is performed via the new notion of 'dual weak likelihood ratio ordering'. An application to life times of devices subject to shocks and repairs is finally provided.File in questo prodotto:
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