Lévy processes and their applications in reliability and storage

DOI10.1007/978-3-642-40075-9MaRDI QIDQ370997zbMATH OpenOpenAlexFDO

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

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)

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• A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process
• Extended Kalman filtering for remaining useful lifetime prediction of a pipeline in a two-tank system
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
• Multiple subordinated modeling of asset returns: implications for option pricing

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