Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process
DOI10.1239/JAP/1402578631zbMATH Open1298.65019OpenAlexW2056402083MaRDI QIDQ5169732FDOQ5169732
Authors: Sheldon M. Ross
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578631
Recommendations
- scientific article; zbMATH DE number 1132871
- Analysis of a complex system modelled by a marked point process and assuming vacations for a repairman
- Modeling lifetimes by a stochastic process hitting a critical point
- scientific article; zbMATH DE number 5235569
- Estimation of lifetime distributions from a record of failures and follow-ups: a simulation study
- Mathematical modelling of maintained systems using point processes
- A point process model for the reliability of a maintained system subject to general repair
- Non-Parametric Estimation of Component Life Time Distributions of a Parallel System
- scientific article
renewal processsimulationvariance reductionmarked point processHawkes processconditional expectationpoissonization
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic models in economics (91B70) Renewal theory (60K05)
Cites Work
- An Introduction to the Theory of Point Processes
- Probability approximations via the Poisson clumping heuristic
- Shock models and wear processes
- Simulation.
- On Birthday, Collectors', Occupancy and Other Classical Urn Problems
- Improving the Asmussen–Kroese-Type Simulation Estimators
- Improved algorithms for rare event simulation with heavy tails
- Computing the moments of order statistics from nonidentically distributed Erlang variables
- Quota sampling for multinomial via Dirichlet
This page was built for publication: Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5169732)