Ergodic theorems for stress release processes
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Publication:809482
DOI10.1016/0304-4149(91)90045-EzbMATH Open0733.60094MaRDI QIDQ809482FDOQ809482
Authors: Xiaogu Zheng 
Publication date: 1991
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
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- Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes
- On the moments of a self-correcting process
- Inference for earthquake models: A self-correcting model
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Cited In (11)
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- Hypotheses testing: Poisson versus stress-release
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Title not available (Why is that?)
- Hitting times and the running maximum of Markovian growth-collapse processes
- On level crossings for a general class of piecewise-deterministic Markov processes
- Ergodicity of a stress release point process seismic model with aftershocks
- On a piece-wise deterministic Markov process model
- Explicit formulae for stationary distributions of stress release processes
- TCP and iso-stationary transformations
- Ergodicity properties of stress release, repairable system and workload models
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