Failure rates of regenerative systems with heavy tails

DOI10.1007/BF02365054MaRDI QIDQ1291185zbMATH OpenOpenAlexFDO

Authors Søren Asmussen, Vladimir Kalashnikov

Publication date 22 November 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02365054

zbMATH Keywords

heavy tailsfailure rateintensityregenerative process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Probabilistic Look at the Wiener--Hopf Equation
• Convergence rates for M/G/1 queues and ruin problems with heavy tails
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• Estimation of ruin probabilities by means of hazard rates
• On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1
• Subexponential distributions and dominated-variation tails
• Subexponential distributions and integrated tails
• The class of subexponential distributions
• The failure rate in reliability: Approximations and bounds

Cited in

(3)

• Regenerative process with a rare event
• The regenerative process with rare event appears on the second phase
• Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)

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