Approximating IMRL distributions by exponential distributions, with applications to first passage times

DOI10.1214/aop/1176993607zbMath0519.62015OpenAlexW2008588307MaRDI QIDQ1054404

Mark Brown

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993607

zbMATH Keywords

inequalitiesMarkov processesreliability theoryasymptotic exponentialityIMRL distributionsincreasing mean residual life distribution, first passage times

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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