Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes

Francisco German Badía, Carmen Sangüesa, Ji Hwan Cha

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

In this paper we study stochastic comparisons and dependence properties for the epoch and inter-epoch times of trend renewal processes with different trend functions. These results extend some of the results on the non-homogeneous Poisson process in Belzunce et al. (2001, 2003) to trend renewal processes. Some applications of the results to a shock model, a repair process, and a specific class of intermediate order statistics are provided.

Original languageEnglish
Pages (from-to)174-184
Number of pages11
JournalJournal of Multivariate Analysis
Volume168
DOIs
StatePublished - Nov 2018

Keywords

  • Multivariate dependence
  • Multivariate stochastic orders
  • Trend renewal
  • order statistics

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