Mixed shock models

被引：80

作者：

Gut, A ^{[1
]}

机构：

[1] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden

来源：

BERNOULLI | 2001年 / 7卷 / 03期

关键词：

convergence; cumulative shock model; extreme shock model; first passage times; intershock time; mixed shock model; moments; renewal theory; stopped random walk; uniform integrability;

D O I：

10.2307/3318501

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Traditionally, shock models are of two kinds. The failure (of a system) is related either to the cumulative effect of a (large) number of shocks or it is caused by a shock which is larger than some critical level. The present paper is devoted to a mixed model, in which the system is supposed to break down either because of one (very) large shock, or as a result of many smaller ones.

引用

页码：541 / 555

页数：15

共 12 条

[1] LIMIT-THEOREMS FOR GENERAL SHOCK-MODELS WITH INFINITE-MEAN INTERSHOCK TIMES [J].