Piecewise deterministic Markov processes applied to fatigue crack growth modelling

DOI10.1016/j.jspi.2008.05.034zbMath1156.62071MaRDI 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 estimation; fatigue crack growth; Markov renewal process; averaging principle; piecewise deterministic Markov process

Mathematics Subject Classification ID

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

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

Cites Work

• 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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item