MULTIVARIATE SURVIVAL DISTRIBUTIONS OF AGE AND RESIDUAL LIFETIME PROCESSES IN NONHOMOGENEOUS POISSON PROCESS

作     者：叶尔骅 华就昆 

作者机构：Nanjing University of Aeronautics and Astronautics Nanjing 210016 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：1993年第8卷第2期

页      面：198-210页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported partly by Aeronautical Science Foundation of China 

主　　题：Nonhomogeneous Poisson Process Age Process. Residual Lifetime Process SurvivalDistribution Function. Lebesgue Decomposition. 

摘      要：Let {V(t),t≤0} be the nonhomogeneous Poisson process with cumulative intensituy parameter A(t). |δ,t≥0 the, age process, and y, t≥0} the residual lifetime process. In the present-paper the expressions of n-dimensional survival distribution functions of the processes {δ and γ, and their Lebesgue decompositions are derived.