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Ageing first-passage times of Markov processes: a matrix approach
Part of
- Special processes
Haijun Li, Moshe Shaked
Journal:

Journal of Applied Probability / Volume 34 / Issue 1 / March 1997

Published online by Cambridge University Press:

14 July 2016, pp. 1-13

Print publication:

March 1997
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Using a matrix approach we discuss the first-passage time of a Markov process to exceed a given threshold or for the maximal increment of this process to pass a certain critical value. Conditions under which this first-passage time possesses various ageing properties are studied. Some results previously obtained by Li and Shaked (1995) are extended.

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Ageing first-passage times of Markov processes: a matrix approach