A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
DOI10.1016/j.spl.2007.12.016zbMath1190.60065MaRDI QIDQ945770
Nikolaos Limnios, Julien Chiquet
Publication date: 17 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.016
survival analysis; reliability function; renewal equation; piecewise deterministic Markov process (PDMP); Markov renewal process (MRP); Monte Carlo estimator
60J22: Computational methods in Markov chains
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
62N05: Reliability and life testing
60J35: Transition functions, generators and resolvents
Related Items
Cites Work