Publication:3996158
From MaRDI portal
zbMath0733.60069MaRDI QIDQ3996158
Publication date: 17 September 1992
point processes; Kolmogorov differential equations; elementary properties; reliability of computer software packages
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
90B25: Reliability, availability, maintenance, inspection in operations research
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
A general framework for optimal stopping problems associated with multivariate point processes, and applications, Control of singularly perturbed Markov chains: A numerical study, A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers, Data-based modeling of the failure rate of repairable equipment, Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion, Functional classification of bitcoin addresses, Bayesian inference for power law processes with applications in repairable systems, On the superposition of overlapping Poisson processes and nonparametric estimation of their intensity function, The conservation and exploitation of vulnerable resources, Parametric estimation of change-points for actual event data in recurrent events models, A cohesive modeling technique for theoretical and experimental estimation of damping in serial robots with rigid and flexible links, A recursive, numerically stable, and efficient simulation algorithm for serial robots with flexible links, Risk analysis techniques and their application to software development, A model for spatial survival., A unified modeling framework incorporating change-point for measuring reliability growth daring software testing, Simple bounds for terminating Poisson and renewal shock processes, On a new class of multivariate prior distributions: theory and application in reliability, On smooth change-point location estimation for Poisson processes, Estimation of the location of a 0-type or ∞-type singularity by Poisson observations, Choice of sample size for testing the P(X>Y)
