Piecewise deterministic Markov processes applied to fatigue crack growth modelling

DOI10.1016/J.JSPI.2008.05.034zbMath1156.62071OpenAlexW2013113423MaRDI QIDQ1007421

J. Martínez

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.034

zbMATH Keywords

maximum likelihood estimationfatigue crack growthMarkov renewal processaveraging principlepiecewise deterministic Markov process

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (11)

Optimal control of a class of piecewise deterministic processes ⋮ Reliability measures of semi-Markov systems with general state space ⋮ A stochastic time scale based framework for system reliability under a Markovian dynamic environment ⋮ Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes ⋮ Geometry of iteration stable tessellations: connection with Poisson hyperplanes ⋮ Bayesian prediction of crack growth based on a hierarchical diffusion model ⋮ Discrete-Time Semi-Markov Random Evolutions and their Applications ⋮ A Fokker-Planck control framework for stochastic systems ⋮ A methodology for probabilistic model-based prognosis ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework ⋮ Hidden Markov models in reliability and maintenance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
• Stochastic approach to fatigue: experiments, modelling and reliability estimation
• Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
• A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
• Monte-Carlo methods for the transport and diffusion equations
• A stochastic theory of fatigue crack propagation
• On Nonstationary Cumulative Damage Models
• Asymptotic analysis of transport processes
• The Lindeberg-Levy Theorem for Martingales
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• Semi-Markov processes and reliability

This page was built for publication: Piecewise deterministic Markov processes applied to fatigue crack growth modelling