Stochastic processes and reliability of systems
failureMarkov processesmartingalespoint processesreliabilitystochastic processessystems theorytextbook
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Reliability, availability, maintenance, inspection in operations research (90B25)
Prepared for advanced undergraduate-graduate courses, this theoretically oriented textbook integrates mathematical/statistical results on stochastic processes with basic elements of systems reliability. Its aim is to show the benefice of using stochastic processes in this applied field. The book starts with a preliminary chapter devoted to the fundamental reliability notions (Chapter 1). The remaining text is divided into two parts which are more or less independent. Part I concerns statistical analysis of failures. The chapters included are paired: Poisson processes (Chapter 2) and Poisson processes and reliability (Chapter 3); point processes and martingales (Chapter 4) and point processes and reliability (Chapter 5). In Part II renewal theory is essentially used; an entire chapter (Chapter 6) is devoted to it. Next, the following subjects are dealt with: some models for systems structure (Chapter 7), Markov jump processes (Chapter 8), Markov processes and reliability (Chapter 9), semi-Markov processes (Chapter 10). A very few number of exercises are accompanying each chapter. The book presupposes a very good knowledge of probability and statistics. In this sense seven appendices, added at the end of the text, may help out the reader. In conclusion, a useful addition to the literature written in French on stochastic processes and reliability.
- Stochastic processes in reliability
- scientific article; zbMATH DE number 1304825
- Stochastic processes with applications to reliability theory
- scientific article; zbMATH DE number 3932154
- scientific article; zbMATH DE number 4092942
- Stochastic models of reliability
- scientific article; zbMATH DE number 4155621
- Stochastic models in reliability
- Stochastic Models in Reliability
- Exact simulation of the jump times of a class of piecewise deterministic Markov processes
- A preventive maintenance policy with sequential checking procedure for a Markov deteriorating system
- Reliability-based measures and prognostic analysis of a K-out-of-N system in a random environment
- Is perfect repair always perfect?
- Bounds and approximations for continuous-time Markovian transition probabilities and large systems
- Monitoring and condition-based maintenance with abrupt change in a system's deterioration rate
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence
- Analysis of reliability for a model of jump processes
- Confidence Intervals for the Scale Parameter of the Power-Law Process
- Mathematical models for systems reliability.
- Asymptotic properties of imperfect repair models and estimation of repair efficiency
- scientific article; zbMATH DE number 3932154 (Why is no real title available?)
- Application of a dynamic market inverse elasticity law with linear and log-linear demand models
- scientific article; zbMATH DE number 42761 (Why is no real title available?)
- scientific article; zbMATH DE number 48884 (Why is no real title available?)
- scientific article; zbMATH DE number 125777 (Why is no real title available?)
- Stochastic Models in Reliability
- Linear diffusion with stationary switching regime
- scientific article; zbMATH DE number 194484 (Why is no real title available?)
- scientific article; zbMATH DE number 1834012 (Why is no real title available?)
- Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
- Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems
- Stochastic processes with applications to reliability theory
- Age-based preventive maintenance for passive components submitted to stress corrosion cracking
- Discrete random bounds for general random variables and applications to reliability
- MUT of a one out of two system with preventive maintenance
- Provisioning against borrowers default risk
- Numerical bounds for semi-Markovian quantities and application to reliability
- Comparisons and bounds for expected lifetimes of reliability systems
This page was built for publication: Stochastic processes and reliability of systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1369894)
