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On the First Passage Time Distribution for a Class of Markov Chains

机译：关于一类马氏链的第一次通过时间分布

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Consider a stochastically monotone Markov chain with monotone paths on a partially ordered countable set S. Let C be an increasing subset of S with finite complement. Then the first passage time from an element of S to C is shown to be IFRA (increasing failure rate on the average). Several applications are presented including coherent systems, shockmodels, and convolutions of IFRA distributions. (Author)

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作者
Brown, M.; Rao, C. N.;
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年度 1980
页码 p.1-17
总页数 17
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Markov processes; Reliability; Coherence; Convolution; Theorems; Random variables; Vector spaces; Poisson equation; Sampling; Life expectancy; Failure;

机译：马尔可夫过程;可靠性;一致性;卷积;定理;随机变量;向量空间;泊松方程;抽样;预期寿命;失效;

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2. Stationary distributions and mean first passage times of perturbed Markov chains [J] . Hunter JJ Linear Algebra and its Applications . 2005,第0期

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3. Efficient computation of passage time densities and distributions in Markov chains using Laguerre method [J] . Kulatunga H., Knottenbelt W.J. Electronics Letters . 2008,第15期

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4. Bounding Mean First Passage Times in Population Continuous-Time Markov Chains [C] . Michael Backenkoehler, Luca Bortolussi, Verena Wolf International Conference on Quantitative Evaluation of Systems . 2020

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6. Estimating first‐passage time distributions from weighted ensemble simulations and non‐Markovian analyses [O] . Ernesto Suárez, Adam J. Pratt, Lillian T. Chong, 2016

机译：从加权总体模拟和非马尔可夫分析估计首次通过时间分布
7. Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains [O] . Hunter Jeffrey J. 2016

机译：准确计算固定分布和平均第一次通过时间在markov Renewal processes和markov 链

On the First Passage Time Distribution for a Class of Markov Chains

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