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On the dependence structure of hitting times of multivariate processes

Published online by Cambridge University Press:  14 July 2016

Nader Ebrahimi  and
T. Ramallingam
Nader Ebrahimi
Affiliation:
Northern Illinois University
T. Ramallingam*
Affiliation:
Northern Illinois University
*
∗ Postal address for both authors: Division of Statistics, Department of Mathematical Sciences, Northern Illinois University, De Kalb, IL 60115, USA.
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Abstract

A direct approach to derive dependence properties among the hitting times of bivariate processes has been initiated by Ebrahimi (1987) and explored further by Ebrahimi and Ramallingam (1988). In this paper, new results are obtained for multivariate processes, which help us to identify positive and negative dependence structures among the hitting times of the processes. Applications of our theorems to reliability of systems are given.

Keywords

PODNODMTP2MRR2BROWNIAN MOTIONBROWNIAN BRIDGENON-HOMOGENEOUS POISSON PROCESSCUMULATIVE DAMAGE SHOCK MODELHITTING TIMES
Type
Research Papers
Information
Journal of Applied Probability , Volume 26 , Issue 2 , June 1989 , pp. 287 - 295
Copyright
Copyright © Applied Probability Trust 1989 

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