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Monotone and associated Markov chains, with applications to reliability theory

Published online by Cambridge University Press:  14 July 2016

Bo Henry Lindqvist
Bo Henry Lindqvist*
Affiliation:
The Norwegian Institute of Technology
*
∗Postal address: Division of Mathematical Statistics, The Norwegian Institute of Technology, N-7034 Trondheim-NTH, Norway.
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Abstract

We study monotone and associated Markov chains on finite partially ordered state spaces. Both discrete and continuous time, and both time-homogeneous and time-inhomogeneous chains are considered. The results are applied to binary and multistate reliability theory.

Keywords

NON-HOMOGENEOUS MARKOV CHAINSPARTIALLY ORDERED STATE SPACESSTOCHASTIC MONOTONICITYASSOCIATIONMARKOV MODELINGMULTISTATE SYSTEMSREPAIRABLE SYSTEMS
Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 3 , September 1987 , pp. 679 - 695
Copyright
Copyright © Applied Probability Trust 1987 

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Footnotes

This research is supported by the Royal Norwegian Council for Scientific and Industrial Research.

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