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Monotone Markov processes with respect to the reversed hazard rate ordering: an application to reliability
2001
Journal of Applied Probability
We consider a repairable system with a finite state space which evolves in time according to a Markov process as long as it is working. We assume that this system is getting worse and worse while running: if the up-states are ranked according to their degree of increasing degradation, this is expressed by the fact that the Markov process is assumed to be monotone with respect to the reversed hazard rate and to have an upper triangular generator. We study this kind of process and apply the
doi:10.1017/s002190020001860x
fatcat:wrhq6hh6l5c3zikqaxpicwmbxa