Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Multivariate survival distributions of age and residual lifetime processes in nonhomogenous poisson process

Multivariate survival distributions of age and residual lifetime processes in nonhomogenous... Abstract Let {N(t), t≥0} be the nonhomogenous Poisson process with cumulative intensity parameter Ν (t), {δt,t ⩾ 0} the age process, and {γt,t ⩾ 0} the residual lifetime process. In the present paper the expression of n-dimensional survival distribution functions of the processes {δt} and {γt}, and their Lebesgue decompositions are derived. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics-A Journal of Chinese Universities Springer Journals

Multivariate survival distributions of age and residual lifetime processes in nonhomogenous poisson process

Download PDF
13 pages

Loading next page...
 
/lp/springer-journals/multivariate-survival-distributions-of-age-and-residual-lifetime-sO01UZA4SX
Publisher
Springer Journals
Copyright
1993 Editorial Committee of Applied Mathematics-A Journal of Chinese Universities
ISSN
1005-1031
eISSN
1993-0445
DOI
10.1007/BF02662003
Publisher site
See Article on Publisher Site

Abstract

Abstract Let {N(t), t≥0} be the nonhomogenous Poisson process with cumulative intensity parameter Ν (t), {δt,t ⩾ 0} the age process, and {γt,t ⩾ 0} the residual lifetime process. In the present paper the expression of n-dimensional survival distribution functions of the processes {δt} and {γt}, and their Lebesgue decompositions are derived.

Journal

Applied Mathematics-A Journal of Chinese Universities – Springer Journals

Published: Dec 1, 1993

References

  • Probability Theory
    H. Teicher
  • Measure Theory
    P. R. Halmos
  • A First Course in Stochastic Processes
    H. M. Taylor
  • A Second Course in Stochastic Processes
    H. M. Taylor
  • Stochastic Processes
    S. M. Ross