Level crossing problems and drift reliability

Mathematical Methods of Operations Research

Volumn 45, Issue 3, 1997, Pages 347-354

  Pieper, Volkmar ^a   Dominé, Marco ^a   Kurth, Petra ^a  

^a OTTO VON GUERICKE UNIVERSITY   (Germany)

Author keywords

Diffusion Process; First Exit Time Distribution; Lifetime Distribution; Maximum Likelihood Estimation

Indexed keywords

ESTIMATION; FAILURE ANALYSIS; MATHEMATICAL MODELS; RANDOM PROCESSES;

DRIFT PROCESS; DRIFT RELIABILITY; FIRST EXIT TIME DISTRIBUTION; LEVEL CROSSING PROBLEMS; LIFETIME DISTRIBUTION;

RELIABILITY;

EID: 0030659279     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01194784     Document Type: Article

References (9)

1. Darling DA, Siegert AJF (1953) The first passage problem for a continuous Markov process. Annals of Mathematical Statistics 24:624-639
2. Doksum KA, Hoyland A (1992) Models for variable-stress accelerated life testing experiments based on Wiener processes and the Inverse Gaussian distribution. Technometrics 34, 1:74-82
3. Dominé M, Pieper V (1993) First passage time distribution of a two dimensional Wienerprocess with drift. Probability in the Engineering and Informational Sciences 7:545-555
4. Dominé (1996) First passage time distribution of a Wiener process with drift concerning two elastic barriers. Journal of Applied Probability 33:164-175
5. Dominé (1995) Moments of the first passage time of a Wiener process with drift between two elastic barriers. Journal of Applied Probability 32:1007-1013
6. Feller W (1952) The parabolic differential equations and the associated semi-groups of transformations. Annals of Mathematics 55:468-519
7. Kurth P, Pieper V (1989) Zuverlässigkeitsuntersuchungen auf der Grundlage von Niveauüberschreitungsmodellen. Wissenschaftliche Zeitschrift der TU Otto-von-Guericke Magdeburg 33:78-83
8. Pieper V (1989) Zuverlässigkeitsmodelle auf der Grundlage von Niveauüberschreitungsuntersuchungen bei stochastischen Prozessen und der Modellierung von Abnutzungsvorgängen. Dissertation B, TU Magdeburg
9. Pieper V, Tiedge J (1983) Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleißprozessen. Mathematische Operationsforschung und Statistik, Ser. Statistics 14:485-502