Pure jump shock models in reliability

DOI10.2307/1427307MaRDI QIDQ3729784zbMATH OpenOpenAlexFDO

Authors James W. Drosen

Publication date 1986

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427307

zbMATH Keywords

pure jump processincreasing failure rate averagedamage threshold

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(12)

• Modeling high-frequency financial data by pure jump processes
• scientific article; zbMATH DE number 4020150 (Why is no real title available?)
• On the first passage times for Markov processes with monotone convex transition kernels
• Analysis of reliability for a model of jump processes
• On the first-passage times of pure jump processes
• Optimal replacement and maintenance of systems subject to semi-Markov damage
• Testing for pure-jump processes for high-frequency data
• IFRA Properties of Some Markov Jump Processes with General State Space
• The serial correlation structure for a random process with steps
• scientific article; zbMATH DE number 3879873 (Why is no real title available?)
• Stability for multidimensional jump-diffusion processes
• Activity signature functions for high-frequency data analysis

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