Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity

DOI10.1239/jap/1101840541zbMath1062.60048arXivmath/0402137OpenAlexW2044686415MaRDI QIDQ4660520

Emilio De Santis, Fabio L. Spizzichino

Publication date: 4 April 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0402137

zbMATH Keywords

Change pointload-sharing modelconditionally pure birth processrandom change of time-scale

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE

Cites Work

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• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• NONHOMOGENEOUS BIRTH PROCESSES AND l_∞-SPHERICAL DENSITIES, WITH APPLICATIONS IN RELIABILITY THEORY

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