Results 241 to 250 of about 2,359,967 (297)

Solving constraints within a graph based dependency model by digitising a new process of incrementally casting concrete structures

openaire   +1 more source

Remaining Useful Life Prediction for Degradation Processes With Dependent and Nonstationary Increments

IEEE Transactions on Instrumentation and Measurement, 2021
Remaining useful life (RUL) prediction is critical for health management of industrial equipment. It has been widely noted that degradation modeling is a core step for RUL prediction where the Brownian motion (BM)-based models attract much attention. However, the existing BM-based degradation models still have some impractical assumptions, where the ...
Hanwen Zhang, Chao Jia, Maoyin Chen
semanticscholar   +4 more sources

Asymptotic ruin probabilities for risk processes with dependent increments

Insurance: Mathematics and Economics, 2001
In this paper, we derive a Lundberg type result for asymptotic ruin probabilities in the case of a risk process with dependent increments. We only assume that the probability generating functions exist, and that their logarithmic average converges. Under these assumptions we present an elementary proof of the Lundberg limiting result, which only uses ...
Alfred Müller, Georg Ch. Pflug
semanticscholar   +4 more sources

Some Remarks on a General Class of Markov Processes with Discrete Time Parameter and Dependent Increments

Technometrics, 1970
In this paper we consider a general class of Markov processes with discrete time parameter {X n : n = 0, 1, 2, …}, where the transitions from one state to another are determined by: The functions h j (·) are strictly increasing, and in general the Markov processes have dependent increments.
R. P. Adriaanse, P. van der Laan
semanticscholar   +5 more sources

A New Class of Markovian Processes for Deteriorating Units With State Dependent Increments and Covariates

IEEE Transactions on Reliability, 2015
We present a new class of increasing, continuous Markovian degradation processes, called transformed gamma processes, where the distribution of the degradation increment in a future time interval depends both on the current age and the current degradation level.
Massimiliano Giorgio, Maurizio Guida, Gianpaolo Pulcini   +2 more
semanticscholar   +5 more sources

Parameter Estimation in Damage Processes: Dependent Observation of Damage Increments and First Passage Time

, 1998
In this paper we describe statistical methods for estimating the parameters of damage processes if in one realization both process increments and a failure time are observable. The likelihood function for such observations is developed and point estimates are compared with those for other models.
Waltraud Kahle, Axel Lehmann
semanticscholar   +4 more sources

A Perturbed Markovian process with state‐dependent increments and measurement uncertainty in degradation modeling

Computer-Aided Civil and Infrastructure Engineering, 2021
AbstractIn structural reliability, the Markovian cumulative damage approaches such as Gamma process seem promising to model a nonreversible deterioration that involves gradually over time with small time increments. However, in many degradation phenomena, its evolution depends on the level of the degradation rather than the increments of time. Further,
Mestapha Oumouni, Franck Schoefs
openalex   +4 more sources

The probability of ruin in a process with dependent increments

Insurance: Mathematics and Economics, 1991
Abstract We generalize some results of Gerber concerned with the probability of ruin in a linear model. In particular, we remove the boundedness restriction for the underlying distribution, allow for a weaker convergence condition for the coefficients in the infinite order case, and relax the stationarity requirement of the model.
S. David Promislow
openalex   +3 more sources

CONVERGENCE TO A PROCESS WITH INDEPENDENT INCREMENTS IN A SCHEME OF INCREASING SUMS OF DEPENDENT RANDOM VARIABLES

Mathematics of the USSR-Sbornik, 1974
This article derives conditions under which a sequence of random set functions on subsets of a finite-dimensional space constructed in terms of increasing sums of dependent nonnegative random variables converges (in the sense of convergence of finite-dimensional distributions) to a random set function with independent increments which have infinitely ...
V G Mihaĭlov
openalex   +3 more sources