NONHOMOGENEOUS POISSON PROCESSES AND LOGCONCAVITY

  • Authors:
  • Franco Pellerey;Moshe Shaked;Joel Zinn

  • Affiliations:
  • Dipartimento di Matematica, Politecnico di Torino, Corso Duca degli Abruzzi, 24, 10129 Torino, Italy;Dipartimento di Matematica, Politecnico di Torino, Corso Duca degli Abruzzi, 24, 10129 Torino, Italy;Dipartimento di Matematica, Politecnico di Torino, Corso Duca degli Abruzzi, 24, 10129 Torino, Italy

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2000

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Abstract

In this article, we identify conditions under which the epoch times and the interepoch intervals of a nonhomogeneous Poisson process have logconcave densities. The results are extended to relevation counting processes. We also study discrete-time counting processes and find conditions under which the epoch times and the interepoch intervals of these discrete-time processes have logconcave discrete probability densities. The results are interpreted in terms of minimal repair and record values. Several examples illustrate the theory.