Lévy processes and their applications in reliability and storage

DOI10.1007/978-3-642-40075-9zbMATH Open1283.60005OpenAlexW614404810MaRDI QIDQ370997FDOQ370997

Authors: Mohamed Abdel-Hameed 

Publication date: 20 September 2013

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-40075-9

Recommendations

• Fluctuations of Lévy processes with applications. Introductory lectures
• Stochastic processes with applications to reliability theory
• Introductory lectures on fluctuations of Lévy processes with applications.
• scientific article; zbMATH DE number 918811
• scientific article; zbMATH DE number 1102528

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Reliability and life testing (62N05) Applications of statistics in engineering and industry; control charts (62P30) Reliability, availability, maintenance, inspection in operations research (90B25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (8)

• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
• Extended Kalman filtering for remaining useful lifetime prediction of a pipeline in a two-tank system
• Multiple subordinated modeling of asset returns: implications for option pricing
• A Fourier-cosine method for finite-time ruin probabilities
• Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics
• Stochastic differential game for management of non-renewable fishery resource under model ambiguity
• A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process
• Self-standardized central limit theorems for trimmed Lévy processes

This page was built for publication: Lévy processes and their applications in reliability and storage

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q370997)