Nonhomogeneous Poisson processes and logconcavity

Citation
F. Pellerey et al., Nonhomogeneous Poisson processes and logconcavity, PROB ENG I, 14(3), 2000, pp. 353-373
Citations number
28
Categorie Soggetti
Engineering Mathematics
Journal title
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
ISSN journal
02699648 → ACNP
Volume
14
Issue
3
Year of publication
2000
Pages
353 - 373
Database
ISI
SICI code
0269-9648(2000)14:3<353:NPPAL>2.0.ZU;2-H
Abstract
In this article, we identify conditions under which the epoch times and the inter-epoch intervals of a nonhomogeneous Poisson process have logconcave densities. The results are extended to relevation counting processes, We al so study discrete-time counting processes and find conditions under which t he epoch times and the inter-epoch intervals of these discrete-time process es have logconcave discrete probability densities. The results are interpre ted in terms of minimal repair and record values. Several examples illustra te the theory.