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Article Dans Une Revue Journal of Applied Probability Année : 2021

STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS

Résumé

Extended gamma processes have been seen to be a flexible extension of standard gamma processes in the recent reliability literature, for cumulative deterioration modeling purpose. The probabilistic properties of the standard gamma process have been well explored since the 1970's, whereas those of its extension remain largely unexplored. In particular, stochastic comparisons between degradation levels modeled by standard gamma processes and aging properties for the corresponding level-crossing times are nowadays well understood. The aim of this paper is to explore similar properties for extended gamma processes and see which ones can be widen to this new context. As a by-product, new stochastic comparisons for convolutions of gamma random variables are also obtained.
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Dates et versions

hal-02894591 , version 1 (09-07-2020)

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Zeina Al Masry, Sophie Mercier, Ghislain Verdier. STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS. Journal of Applied Probability, 2021, 58 (1), pp.140-163. ⟨10.1017/jpr.2020.74⟩. ⟨hal-02894591⟩
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