一类广义的相关运行冲击模型

IF 0.8 Q4 STATISTICS & PROBABILITY

Dependence Modeling Pub Date : 2018-06-28 DOI:10.1515/demo-2018-0008

Femin Yalçin, S. Eryilmaz, Ali Riza Bozbulut

{"title":"一类广义的相关运行冲击模型","authors":"Femin Yalçin, S. Eryilmaz, Ali Riza Bozbulut","doi":"10.1515/demo-2018-0008","DOIUrl":null,"url":null,"abstract":"Abstract In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ... over time, let the random variables Y1, Y2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = ∑Nt=1 Yt , where N is a stopping time for the sequence {Xi}i≤1 and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {Xi, 1≤i≤ N}. Distributions of T and M are investigated when N has a phase-type distribution.","PeriodicalId":43690,"journal":{"name":"Dependence Modeling","volume":"6 1","pages":"131 - 138"},"PeriodicalIF":0.8000,"publicationDate":"2018-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/demo-2018-0008","citationCount":"4","resultStr":"{\"title\":\"A generalized class of correlated run shock models\",\"authors\":\"Femin Yalçin, S. Eryilmaz, Ali Riza Bozbulut\",\"doi\":\"10.1515/demo-2018-0008\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ... over time, let the random variables Y1, Y2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = ∑Nt=1 Yt , where N is a stopping time for the sequence {Xi}i≤1 and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {Xi, 1≤i≤ N}. Distributions of T and M are investigated when N has a phase-type distribution.\",\"PeriodicalId\":43690,\"journal\":{\"name\":\"Dependence Modeling\",\"volume\":\"6 1\",\"pages\":\"131 - 138\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2018-06-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1515/demo-2018-0008\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dependence Modeling\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/demo-2018-0008\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dependence Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/demo-2018-0008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 4

摘要

摘要本文定义并研究了一类与相关随机变量的二元序列{（Xi，Yi）}i≥1相关的广义运行冲击模型。对于经受随机幅度X1、X2、…的冲击的系统。。。随着时间的推移，让随机变量Y1，Y2。。。表示连续冲击到达之间的时间。该类下系统的寿命通过一个复合随机变量T=∑Nt=1 Yt来定义，其中N是序列的停止时间{Xi}i≤1，表示导致系统故障的冲击次数。另一个感兴趣的随机变量是高达N的最大冲击大小，即M=max｛Xi，1≤i≤N｝。当N具有相型分布时，研究了T和M的分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A generalized class of correlated run shock models

Abstract In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ... over time, let the random variables Y1, Y2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = ∑Nt=1 Yt , where N is a stopping time for the sequence {Xi}i≤1 and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {Xi, 1≤i≤ N}. Distributions of T and M are investigated when N has a phase-type distribution.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Dependence Modeling STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 weeks

期刊介绍： The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):　 -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations