The DFR property for counting processes stopped at an independent random time

Abstract

In this paper we consider general counting processes stopped at a random time T, independent of the process. Provided that T has the decreasing failure rate (DFR) property, we present sufficient conditions on the arrival times so that the number of events occurring before T preserves the DFR property of T. In particular, when the interarrival times are independent, we consider applications concerning the DFR property of the stationary number of customers waiting in queue for specific queueing models.