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

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  • Badía, Francisco German
  • Sangüesa, Carmen
  • Cha, Ji Hwan

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.

Suggested Citation

  • Badía, Francisco German & Sangüesa, Carmen & Cha, Ji Hwan, 2018. "Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 174-184.
    • Handle: RePEc:eee:jmvana:v:168:y:2018:i:c:p:174-184
    DOI: 10.1016/j.jmva.2018.07.011
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    References listed on IDEAS

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