A martingale approach to reliability theory: on the role of filtration in the model specification

DOI10.5186/AASFM.1988.1310MaRDI QIDQ3833396zbMATH OpenOpenAlexFDO

Authors Elja Arjas, Ilkka Norros

Publication date 1988

Published in Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5186/aasfm.1988.1310

zbMATH Keywords

conditional distributionsincreasing failure rateminimal repairweakened by failuresmartingale approach to reliablity problems

Mathematics Subject Classification ID

Reliability and life testing (62N05) Martingales with discrete parameter (60G42) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• Filtering and tracking survival propensity (reconsidering the foundations of reliability)
• Pattern's reliability importance under dependence condition and different information levels
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