Poisson approximation for some point processes in reliability

DOI10.1239/aap/1086957581zbMath1052.60038MaRDI QIDQ4819491

James Ledoux, J. B. Gravereaux

Publication date: 24 September 2004

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

Full work available at URL: https://doi.org/10.1239/aap/1086957581

zbMATH Keywords

software reliability; compensator; doubly stochastic process; Markovian-arrival process

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G44: Martingales with continuous parameter

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

A Poisson Limit Theorem for Reliability Models Based on Markov Chains, Filtering and the EM-Algorithm for the Markovian Arrival Process, Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap, Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process

Cites Work

• Weak and Strong Convergence of the Distributions of Counting Processes
• Some limit theorems for simple point processes (a martingale approach)
• Local poissonification of the markovian arrival process
• Software Reliability Model for Modular Program Structure
• Simple formulae for counting processes in reliability models
• Architecture-based approach to reliability assessment of software systems
• Markov Processes with Homogeneous Second Component, II
• Asymptotic behavior of inhomogeneous poisson flow with conductor function, dependent on a small parameter, controlled by a Markov chain
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