Closure and monotonicity properties of nonhomogeneous poisson processes and record values
Probability in the Engineering and Informational Sciences
Interconnections between occurrence times of nonhomogeneous Poisson processes, record values, minimal repair times, and the relevation transform are explained. A number of properties of the distributions of occurrence times and interoccurrence times of a nonhomogeneous Poisson process are proved when the mean-value function of the process is convex, starshaped, or superadditive. The same results hold for upper record values of independently identically distributed random variables from IFR, IFRA, and NBU distributions. © 1988, Cambridge University Press. All rights reserved.
Original Publication Date
DOI of published version
Gupta, Ramesh C., "Closure and monotonicity properties of nonhomogeneous poisson processes and record values" (1988). Faculty Publications. 4672.