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Lifetime Data Anal ; 2(1): 91-112, 1996.
Artigo em Inglês | MEDLINE | ID: mdl-9384651

RESUMO

Many stochastic processes considered in applied probability models, and, in particular, in reliability theory, are processes of the following form: Shocks occur according to some point process, and each shock causes the process to have a random jump. Between shocks the process increases or decreases in some deterministic fashion. In this paper we study processes for which the rate of increase or decrease between shocks depends only on the height of the process. For such processes we find conditions under which the processes can be stochastically compared. We also study 'hybrid' processes in which periods of increase and periods of decrease alternate. A further result yields a stochastic comparison of processes that start with a random jump, rather than processes in which there is at the beginning some random delay time before the first jump.


Assuntos
Tábuas de Vida , Processos Estocásticos , Modelos Estatísticos , Teoria da Probabilidade
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