Probability Distributions in Periodic Random Environment and Their Applications

DOI10.1137/S0036139994263847zbMATH Open0869.60008OpenAlexW2082291604MaRDI QIDQ4337650FDOQ4337650

Stefanka Chukova, Boyan Dimitrov, David jun. Green

Publication date: 26 May 1997

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036139994263847

Recommendations

• scientific article
• scientific article; zbMATH DE number 4052741
• Poisson process in the random environment
• On the independent process in random environments
• Renewal theory in a random environment

zbMATH Keywords

reliabilitycounting processeshazard functionrelevation transformcharacterization of probability distributionsnonstationary Poisson processenvironmental modelingfailure-rate functionalmost lack of memory propertyservice with nonreliable server

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (6)

• The BALM copula
• A multimodal skewed extension of normal distribution: its properties and applications
• Extension of the past lifetime and its connection to the cumulative entropy
• Doubly periodic non-homogeneous Poisson models for hurricane data
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Ruin probabilities in multivariate risk models with periodic common shock

This page was built for publication: Probability Distributions in Periodic Random Environment and Their Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337650)