메뉴 건너뛰기




Volumn 74, Issue 2, 2005, Pages 187-204

Realistic variation of shock models

Author keywords

Convergence; First passage times; Intershock time; Moments; Renewal theory; Shock; Stopped random walk

Indexed keywords


EID: 23044499539     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.043     Document Type: Article
Times cited : (89)

References (21)
  • 1
    • 0023351307 scopus 로고
    • Limit theorems for general shock models with infinite mean intershock times
    • K.K. Anderson Limit theorems for general shock models with infinite mean intershock times J. Appl. Probab. 24 1987 449-456
    • (1987) J. Appl. Probab. , vol.24 , pp. 449-456
    • Anderson, K.K.1
  • 2
    • 1342340995 scopus 로고
    • A note on cumulative shock models
    • K.K. Anderson A note on cumulative shock models J. Appl. Probab. 25 1988 220-223
    • (1988) J. Appl. Probab. , vol.25 , pp. 220-223
    • Anderson, K.K.1
  • 3
    • 84959600617 scopus 로고
    • Large-sample theory of sequential estimation
    • F.J. Anscombe Large-sample theory of sequential estimation Proc. Cambridge Philos. Soc. 48 1952 600-607
    • (1952) Proc. Cambridge Philos. Soc. , vol.48 , pp. 600-607
    • Anscombe, F.J.1
  • 4
    • 84968512234 scopus 로고
    • Convergence rates in the law of large numbers
    • L.E. Baum M. Katz Convergence rates in the law of large numbers Trans. Amer. Math. Soc. 120 1965 108-123
    • (1965) Trans. Amer. Math. Soc. , vol.120 , pp. 108-123
    • Baum, L.E.1    Katz, M.2
  • 5
    • 0001364167 scopus 로고
    • General optimal stopping theorems for semi-Markov processes
    • F.A. Boshuizen J.M. Gouweleeuw General optimal stopping theorems for semi-Markov processes Adv. Appl. Probab. 24 1993 825-846
    • (1993) Adv. Appl. Probab. , vol.24 , pp. 825-846
    • Boshuizen, F.A.1    Gouweleeuw, J.M.2
  • 6
    • 0001022654 scopus 로고
    • Delayed sums and Borel summability of independent, identically distributed random variables
    • Y.S. Chow Delayed sums and Borel summability of independent, identically distributed random variables Bull. Inst. Math. Acad. Sinica 1 1973 207-220
    • (1973) Bull. Inst. Math. Acad. Sinica , vol.1 , pp. 207-220
    • Chow, Y.S.1
  • 7
    • 0001538235 scopus 로고
    • Improved Erdos-Rényi and strong approximation laws for increments of partial sums
    • M. Csörgo J. Steinebach Improved Erdos-Rényi and strong approximation laws for increments of partial sums Ann. Probab. 9 1981 988-996
    • (1981) Ann. Probab. , vol.9 , pp. 988-996
    • Csörgo, M.1    Steinebach, J.2
  • 9
    • 0042377649 scopus 로고
    • Cumulative shock models
    • A. Gut Cumulative shock models Adv. Appl. Prob. 22 1990 504-507
    • (1990) Adv. Appl. Prob. , vol.22 , pp. 504-507
    • Gut, A.1
  • 10
    • 23044461878 scopus 로고    scopus 로고
    • Mixed shock models
    • A. Gut Mixed shock models Bernoulli 7 2001 541-555
    • (2001) Bernoulli , vol.7 , pp. 541-555
    • Gut, A.1
  • 11
    • 0041609372 scopus 로고    scopus 로고
    • Extreme shock models
    • A. Gut J. Hüsler Extreme shock models Extremes 2 1999 293-305
    • (1999) Extremes , vol.2 , pp. 293-305
    • Gut, A.1    Hüsler, J.2
  • 12
    • 0000638015 scopus 로고
    • The limiting behaviour of certain stopped sums and some applications
    • A. Gut S. Janson The limiting behaviour of certain stopped sums and some applications Scand. J. Statist. 10 1983 281-292
    • (1983) Scand. J. Statist. , vol.10 , pp. 281-292
    • Gut, A.1    Janson, S.2
  • 13
    • 23044461414 scopus 로고
    • On the law of large numbers
    • D.L. Hanson R.P. Russo On the law of large numbers Ann. Probab. 9 1981 513-519
    • (1981) Ann. Probab. , vol.9 , pp. 513-519
    • Hanson, D.L.1    Russo, R.P.2
  • 14
    • 0003129058 scopus 로고
    • Complete convergence and the law of large numbers
    • P.L. Hsu H. Robbins Complete convergence and the law of large numbers Proc. Nat. Acad. Sci. USA 33 1947 25-31
    • (1947) Proc. Nat. Acad. Sci. USA , vol.33 , pp. 25-31
    • Hsu, P.L.1    Robbins, H.2
  • 15
    • 0000400695 scopus 로고
    • Limit theorem for delayed sums
    • T.L. Lai Limit theorem for delayed sums Ann. Probab. 2 1974 432-440
    • (1974) Ann. Probab. , vol.2 , pp. 432-440
    • Lai, T.L.1
  • 16
    • 0000389404 scopus 로고
    • On the first passage times for Markov processes with monotone convex transition kernels
    • H. Li M. Shaked On the first passage times for Markov processes with monotone convex transition kernels Stoch. Proc. Appl. 58 1995 205-216
    • (1995) Stoch. Proc. Appl. , vol.58 , pp. 205-216
    • Li, H.1    Shaked, M.2
  • 17
    • 0031082734 scopus 로고    scopus 로고
    • Ageing first-passage times of Markov processes: A matrix approach
    • H. Li M. Shaked Ageing first-passage times of Markov processes: A matrix approach J. Appl. Probab. 34 1997 1-13
    • (1997) J. Appl. Probab. , vol.34 , pp. 1-13
    • Li, H.1    Shaked, M.2
  • 18
    • 0035640351 scopus 로고    scopus 로고
    • Shocks, runs and random sums
    • F. Mallor E. Omey Shocks, runs and random sums J. Appl. Probab. 38 2001 438-448
    • (2001) J. Appl. Probab. , vol.38 , pp. 438-448
    • Mallor, F.1    Omey, E.2
  • 19
    • 0020814437 scopus 로고
    • General shock models associated with correlated renewal sequences
    • J.G. Shanthikumar U. Sumita General shock models associated with correlated renewal sequences J. Appl. Probab. 20 1983 600-614
    • (1983) J. Appl. Probab. , vol.20 , pp. 600-614
    • Shanthikumar, J.G.1    Sumita, U.2
  • 20
    • 23044449465 scopus 로고
    • Some remarks on strong approximations and the Hanson-Russo law of large numbers
    • J. Steinebach Some remarks on strong approximations and the Hanson-Russo law of large numbers Statist. Decisions 4 1986 237-249
    • (1986) Statist. Decisions , vol.4 , pp. 237-249
    • Steinebach, J.1
  • 21
    • 1342277441 scopus 로고
    • A class of correlated cumulative shock models
    • U. Sumita J.G. Shanthikumar A class of correlated cumulative shock models Adv. Appl. Probab. 17 1985 347-366
    • (1985) Adv. Appl. Probab. , vol.17 , pp. 347-366
    • Sumita, U.1    Shanthikumar, J.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.