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

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

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Cited in

(9)

• A Fourier-cosine method for finite-time ruin probabilities
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
• Self-standardized central limit theorems for trimmed Lévy processes
• A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process
• Stochastic differential game for management of non-renewable fishery resource under model ambiguity
• Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics
• 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
• Evaluating the performance and robustness of PIR and QIR maintenance strategies using Monte Carlo method

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