First and Last Passage Times of Spectrally Positive Lévy Processes with Application to Reliability
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9360-9 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-013-9360-9 | ||
| 245 | 0 | 0 | |a First and Last Passage Times of Spectrally Positive Lévy Processes with Application to Reliability |h [Elektronische Daten] |c [Christian Paroissin, Landy Rabehasaina] |
| 520 | 3 | |a We consider a wide class of increasing Lévy processes perturbed by an independent Brownian motion as a degradation model. Such family contains almost all classical degradation models considered in the literature. Classically failure time associated to such model is defined as the hitting time or the first-passage time of a fixed level. Since sample paths are not in general increasing, we consider also the last-passage time as the failure time following a recent work by Barker and Newby (Reliab Eng Syst Saf 94:33-43, 2009). We address here the problem of determining the distribution of the first-passage time and of the last-passage time. In the last section we consider a maintenance policy for such models. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a First-passage time |2 nationallicence | |
| 690 | 7 | |a Last-passage time |2 nationallicence | |
| 690 | 7 | |a Scale function |2 nationallicence | |
| 690 | 7 | |a Failure time |2 nationallicence | |
| 690 | 7 | |a Lévy process |2 nationallicence | |
| 690 | 7 | |a Gamma process |2 nationallicence | |
| 690 | 7 | |a Compound Poisson process |2 nationallicence | |
| 690 | 7 | |a Brownian motion with drift |2 nationallicence | |
| 700 | 1 | |a Paroissin |D Christian |u Laboratoire de Mathématiques et de leurs Applications - UMR CNRS 5142, Université de Pau et des Pays de l'Adour, Avenue de l'Université, 64013, Pau cedex, France |4 aut | |
| 700 | 1 | |a Rabehasaina |D Landy |u Laboratoire de Mathématiques - UMR CNRS 6623, Université de Franche-Comté, 16 Route de Gray, 25030, Besançon cedex, France |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 351-372 |x 1387-5841 |q 17:2<351 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-013-9360-9 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9360-9 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Paroissin |D Christian |u Laboratoire de Mathématiques et de leurs Applications - UMR CNRS 5142, Université de Pau et des Pays de l'Adour, Avenue de l'Université, 64013, Pau cedex, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Rabehasaina |D Landy |u Laboratoire de Mathématiques - UMR CNRS 6623, Université de Franche-Comté, 16 Route de Gray, 25030, Besançon cedex, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/2(2015-06-01), 351-372 |x 1387-5841 |q 17:2<351 |1 2015 |2 17 |o 11009 | ||