Transformed Lévy processes as state-dependent wear models
DOI10.1017/APR.2019.21zbMATH Open1427.60184OpenAlexW2964863562MaRDI QIDQ5203944FDOQ5203944
Authors: Ji Hwan Cha, Sophie Mercier
Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2019.21
Recommendations
reliabilitypositive dependencestochastic orderwear processdeterioration modelnonindependent increment
Processes with independent increments; Lévy processes (60G51) Reliability and life testing (62N05) Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Comparison methods for stochastic models and risks
- Some concepts of negative dependence
- Log-concavity property for some well-known distributions
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
- On failure modeling
- Title not available (Why is that?)
- Survival in dynamic environments
- Characterization of the Generalized Pólya Process and its Applications
- An introduction to stochastic orders
- Introduction to probability models
- Estimating degradation by a Wiener diffusion process subject to measurement error
- The Inverse Gaussian Distribution as a Lifetime Model
- A reliability model based on the gamma process and its analytic theory
- Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
- Optimal stopping values and prophet inequalities for some dependent random variables
- Degradation processes in reliability
- A new state-dependent degradation process and related model misidentification problems
Cited In (3)
This page was built for publication: Transformed Lévy processes as state-dependent wear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203944)