Association in time of a finite semi-Markov process
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.
Year of publication: |
1996
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Authors: | Kuber, Madhuri ; Dharmadhikari, Avinash |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 125-133
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Publisher: |
Elsevier |
Keywords: | Associated random variables Product integrals Semi-Markov processes (SMP) |
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