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Association in time of a finite semi-Markov process

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  • Kuber, Madhuri
  • Dharmadhikari, Avinash

Abstract

We derive three equivalent sufficient conditions for association in time of a finite state semi-Markov process in terms of transition probabilities and crude hazard rates. This result generalizes the earlier results of Esary and Proschan (1970), for a binary Markov process and Hjort et al. (1985), for a multistate Markov process.

Suggested Citation

  • Kuber, Madhuri & Dharmadhikari, Avinash, 1996. "Association in time of a finite semi-Markov process," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 125-133, February.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:125-133
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    References listed on IDEAS

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    1. Keilson, Julian & Kester, Adri, 1977. "Monotone matrices and monotone Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 5(3), pages 231-241, July.
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    Cited by:

    1. Dharamadhikari, A.D. & Dewan, Isha, 2006. "Association in time of a vector valued process," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1147-1155, June.

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