Association in time of a finite semi-Markov process

Madhuri Kuber and Avinash Dharmadhikari

Statistics & Probability Letters, 1996, vol. 26, issue 2, 125-133

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.

Keywords: Associated; random; variables; Product; integrals; Semi-Markov; processes; (SMP) (search for similar items in EconPapers)
Date: 1996
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