On a Terminating Shock Process with Independent Wear Increments
نویسندگان
چکیده
منابع مشابه
On a Markov-Modulated Shock and Wear Process
We present transient and asymptotic reliability indices for a single-unit system that is subject to Markov-modulated shocks and wear. The transient results are derived from the (transform) solution of an integro-differential equation describing the joint distribution of the cumulative degradation process and the state of the modulating process. Additionally, we prove the asymptotic normality of...
متن کاملA Family of Martingales Generated by a Process with Independent Increments
An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of martingales related to the jumps of the process called Teugels martingales.
متن کاملRANDOM WALKS WITH k-WISE INDEPENDENT INCREMENTS
We construct examples of a random walk with pairwise-independent steps which is almost-surely bounded, and for any m and k a random walk with k-wise independent steps which has no stationary distribution modulo m.
متن کاملLimsup behaviors of multi-dimensional selfsimilar processes with independent increments
Laws of the iterated logarithm of “limsup” type are studied for multidimensional selfsimilar processes {X(t)} with independent increments having exponent H . It is proved that, for any positive increasing function g(t) with lim t→∞ g(t) = ∞, there is C ∈ [0,∞] such that lim sup |X(t)|/(tHg(| log t|)) = C a.s. as t → ∞, in addition, as t → 0. A necessary and sufficient condition for the existenc...
متن کاملPreservation of ageing classes in deterioration models with independent increments
*Correspondence: [email protected] 3Department of Statistics, Ewha Womans University, Seoul, 120-750, Korea Full list of author information is available at the end of the article Abstract In the present paper we consider ageing properties in a deterioration model in which the stochastic process measuring deterioration is a process with independent increments. Preservation of increasing and decre...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2009
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200005507