English

The DFR property for counting processes stopped at an independent random time

Probability 2016-01-20 v2

Abstract

In the present paper we consider general counting processes stopped at a random time TT, independent of the process. Provided that TT has the decreasing failure rate (DFR) property, we give sufficient conditions on the arrival times so that the number of events occurring before TT preserves the DFR property of TT. In particular, when the interarrival times are independent, we consider applications concerning the DFR property of the stationary number of customers waiting in queue for specific queuing models.

Keywords

Cite

@article{arxiv.1201.2545,
  title  = {The DFR property for counting processes stopped at an independent random time},
  author = {F. G. Badía and C. Sangüesa},
  journal= {arXiv preprint arXiv:1201.2545},
  year   = {2016}
}

Comments

Some changes made in the general results with respect to the previous version. Main result is now Theorem 3.1