New better than used processes

1983 ◽  
Vol 15 (3) ◽  
pp. 601-615 ◽  
Author(s):  
Albert W. Marshall ◽  
Moshe Shared
Keyword(s):  
First Passage Time ◽  
Waiting Times ◽  
Random Variables ◽  
Passage Time ◽  
Renewal Processes ◽  
Recovery Processes ◽  
Strong Markov ◽  
New Better Than Used ◽  
Better Than ◽  
Quantities Of Interest

A stochastic process , such that P{Z(0) = 0} = 1, is said to be new better than used (NBU) if, for every x, the first-passage time Tx = inf {t: Z(t) > x} satisfies P{TX > s + t} for everys . In this paper it is shown that many useful processes are NBU. Examples of such processes include processes with shocks and recovery, processes with random repair-times, various Gaver–Miller processes and some strong Markov processes. Applications in reliability theory, queueing, dams, inventory and electrical activity of neurons are indicated. It is shown that various waiting times for clusters of events and for short and wide gaps in some renewal processes are NBU random variables. The NBU property of processes and random variables can be used to obtain bounds on various probabilistic quantities of interest; this is illustrated numerically.

New better than used processes

1983 ◽  
Vol 15 (03) ◽  
pp. 601-615 ◽  
Author(s):  
Albert W. Marshall ◽  
Moshe Shared
Keyword(s):  
First Passage Time ◽  
Waiting Times ◽  
Random Variables ◽  
Passage Time ◽  
Renewal Processes ◽  
Recovery Processes ◽  
Strong Markov ◽  
New Better Than Used ◽  
Better Than ◽  
Quantities Of Interest

A stochastic process , such that P{Z(0) = 0} = 1, is said to be new better than used (NBU) if, for every x, the first-passage time Tx = inf {t: Z(t) > x} satisfies P{TX > s + t} for everys . In this paper it is shown that many useful processes are NBU. Examples of such processes include processes with shocks and recovery, processes with random repair-times, various Gaver–Miller processes and some strong Markov processes. Applications in reliability theory, queueing, dams, inventory and electrical activity of neurons are indicated. It is shown that various waiting times for clusters of events and for short and wide gaps in some renewal processes are NBU random variables. The NBU property of processes and random variables can be used to obtain bounds on various probabilistic quantities of interest; this is illustrated numerically.

A class of correlated cumulative shock models

1985 ◽  
Vol 17 (2) ◽  
pp. 347-366 ◽  
Author(s):  
Ushio Sumita ◽  
J. George Shanthikumar
Keyword(s):  
Failure Time ◽  
Asymptotic Properties ◽  
Sufficient Conditions ◽  
Random Variables ◽  
System Failure ◽  
Shock Models ◽  
The Times ◽  
New Better Than Used ◽  
Better Than

In this paper we define and analyze a class of cumulative shock models associated with a bivariate sequence {Xn, Yn}∞n=0 of correlated random variables. The {Xn} denote the sizes of the shocks and the {Yn} denote the times between successive shocks. The system fails when the cumulative magnitude of the shocks exceeds a prespecified level z. Two models, depending on whether the size of the nth shock is correlated with the length of the interval since the last shock or with the length of the succeeding interval until the next shock, are considered. Various transform results and asymptotic properties of the system failure time are obtained. Further, sufficient conditions are established under which system failure time is new better than used, new better than used in expectation, and harmonic new better than used in expectation.

scholarly journals New better than used in expectation processes

1992 ◽  
Vol 29 (01) ◽  
pp. 116-128 ◽  
Author(s):  
C. Y. Teresa Lam
Keyword(s):  
Sufficient Conditions ◽  
Markov Renewal Process ◽  
Queueing Models ◽  
Renewal Processes ◽  
First Passage ◽  
Markov Renewal Processes ◽  
New Better Than Used ◽  
Repair Models ◽  
Better Than ◽  
Passage Times

In this paper, we study the new better than used in expectation (NBUE) and new worse than used in expectation (NWUE) properties of Markov renewal processes. We show that a Markov renewal process belongs to a more general class of stochastic processes encountered in reliability or maintenance applications. We present sufficient conditions such that the first-passage times of these processes are new better than used in expectation. The results are applied to the study of shock and repair models, random repair time processes, inventory, and queueing models.

Comparing sums of exchangeable Bernoulli random variables

1996 ◽  
Vol 33 (02) ◽  
pp. 285-310 ◽  
Author(s):  
Claude Lefèvre ◽  
Sergey Utev
Keyword(s):  
Iterative Procedure ◽  
First Passage Time ◽  
Random Variables ◽  
Passage Time ◽  
Partial Sums ◽  
First Passage ◽  
Sampling Schemes ◽  
Bernoulli Random Variables ◽  
Discrete Random Variables ◽  
Comparison Results

The paper is first concerned with a comparison of the partial sums associated with two sequences of n exchangeable Bernoulli random variables. It then considers a situation where such partial sums are obtained through an iterative procedure of branching type stopped at the first-passage time in a linearly decreasing upper barrier. These comparison results are illustrated with applications to certain urn models, sampling schemes and epidemic processes. A key tool is a non-standard hierarchical class of stochastic orderings between discrete random variables valued in {0, 1,· ··, n}.

scholarly journals Generalized Variability Orderings among Nonnegative Fuzzy Random Variables

2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
S. Ramasubramanian ◽  
P. Mahendran
Keyword(s):  
Distribution Function ◽  
Integral Inequality ◽  
Random Variables ◽  
Fuzzy Random Variables ◽  
Equivalent Conditions ◽  
New Better Than Used ◽  
Better Than ◽  
Fuzzy Random

The variability ordering for more and less variables of fuzzy random variables in terms of its distribution function is defined. A property of new better than used in expectation (NBUE) and new worse than used in expectation (NWUE) is derived as an application to the variability ordering of fuzzy random variables. The concept of generalized variability orderings of nonnegative fuzzy random variables representing lifetime of components is introduced. The<Pdomination is a generalized variability ordering. We proposed an integral inequality to the case of fuzzy random variables using<Pordering. The results included equivalent conditions which justify the generalized variability orderings.

Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion

1969 ◽  
Vol 6 (01) ◽  
pp. 218-223
Author(s):  
M.T. Wasan
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
First Passage Time ◽  
Sufficient Conditions ◽  
Passage Time ◽  
Kolmogorov Equation ◽  
First Passage ◽  
State Variable ◽  
Strong Markov ◽  
Passage Times

In this paper we assign a set of conditions to a strong Markov process and arrive at a differential equation analogous to the Kolmogorov equation. However, in this case the duration variable is the net distance travelled and the state variable is a time, a situation precisely opposite to that of Brownian motion. Solving this differential equation under certain boundary conditions produces the density function of the first passage times of Brownian motion with positive drift (see [1]), with the aid of which we define a new stochastic process.

A note on stochastic comparisons of excess lifetimes of renewal processes

2001 ◽  
Vol 38 (03) ◽  
pp. 747-753 ◽  
Author(s):  
Félix Belzunce ◽  
Eva M. Ortega ◽  
José M. Ruiz
Keyword(s):  
Laplace Transform ◽  
Renewal Process ◽  
Renewal Processes ◽  
Stochastic Comparisons ◽  
The Laplace Transform ◽  
Interarrival Times ◽  
Laplace Transform Order ◽  
Series Systems ◽  
New Better Than Used ◽  
Better Than

In this paper we provide new results about stochastic comparisons of the excess lifetime at different times of a renewal process when the interarrival times belong to several ageing classes. We also provide a preservation result for the new better than used in the Laplace transform order ageing class for series systems.

Comparing sums of exchangeable Bernoulli random variables

1996 ◽  
Vol 33 (2) ◽  
pp. 285-310 ◽  
Author(s):  
Claude Lefèvre ◽  
Sergey Utev
Keyword(s):  
Iterative Procedure ◽  
First Passage Time ◽  
Random Variables ◽  
Passage Time ◽  
Partial Sums ◽  
First Passage ◽  
Sampling Schemes ◽  
Bernoulli Random Variables ◽  
Discrete Random Variables ◽  
Comparison Results

The paper is first concerned with a comparison of the partial sums associated with two sequences of n exchangeable Bernoulli random variables. It then considers a situation where such partial sums are obtained through an iterative procedure of branching type stopped at the first-passage time in a linearly decreasing upper barrier. These comparison results are illustrated with applications to certain urn models, sampling schemes and epidemic processes. A key tool is a non-standard hierarchical class of stochastic orderings between discrete random variables valued in {0, 1,· ··, n}.

A class of correlated cumulative shock models

1985 ◽  
Vol 17 (02) ◽  
pp. 347-366 ◽  
Author(s):  
Ushio Sumita ◽  
J. George Shanthikumar
Keyword(s):  
Failure Time ◽  
Asymptotic Properties ◽  
Sufficient Conditions ◽  
Random Variables ◽  
System Failure ◽  
Shock Models ◽  
The Times ◽  
New Better Than Used ◽  
Better Than

In this paper we define and analyze a class of cumulative shock models associated with a bivariate sequence {Xn , Yn }∞ n =0 of correlated random variables. The {Xn } denote the sizes of the shocks and the {Yn } denote the times between successive shocks. The system fails when the cumulative magnitude of the shocks exceeds a prespecified level z. Two models, depending on whether the size of the nth shock is correlated with the length of the interval since the last shock or with the length of the succeeding interval until the next shock, are considered. Various transform results and asymptotic properties of the system failure time are obtained. Further, sufficient conditions are established under which system failure time is new better than used, new better than used in expectation, and harmonic new better than used in expectation.

Comparison results for M/G/1 queues with waiting and sojourn time deadlines

2019 ◽  
Vol 56 (2) ◽  
pp. 524-532 ◽  
Author(s):  
Yoshiaki Inoue
Keyword(s):  
Performance Measures ◽  
Time Distribution ◽  
Waiting Times ◽  
Loss Probability ◽  
The Other ◽  
Service Time Distribution ◽  
Impatient Customers ◽  
Comparison Results ◽  
New Better Than Used ◽  
Better Than

AbstractThis paper considers two variants of M/G/1 queues with impatient customers, which are denoted by M/G/1+Gw and M/G/1+Gs. In the M/G/1+Gw queue customers have deadlines for their waiting times, and they leave the system immediately if their services do not start before the expiration of their deadlines. On the other hand, in the M/G/1+Gs queue customers have deadlines for their sojourn times, where customers in service also immediately leave the system when their deadlines expire. In this paper we derive comparison results for performance measures of these models. In particular, we show that if the service time distribution is new better than used in expectation, then the loss probability in the M/G/1+Gs queue is greater than that in the M/G/1+Gw queue.

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