Gamma processes and peaks-over-threshold distributions for time-dependent reliability

Reliability Engineering and System Safety

Volumn 92, Issue 12, 2007, Pages 1651-1658

  van Noortwijk, J M ^a,b   van der Weide, J A M ^b   Kallen, M J ^a,b   Pandey, M D ^c  

^a HKV CONSULTANTS   (Netherlands)

^b Delft University of Technology ^*  (Netherlands)

^c UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Deterioration; Gamma process; Kac functional equation; Load; Peaks over threshold distribution; Poisson process

Indexed keywords

GAMMA DISTRIBUTION; GAMMA PROCESSES; KAC FUNCTIONAL EQUATION; PEAKS OVER THRESHOLD DISTRIBUTIONS; TIME-DEPENDENT RELIABILITY;

DETERIORATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; POISSON DISTRIBUTION; RANDOM PROCESSES; STRESS ANALYSIS;

RELIABILITY THEORY;

EID: 34447638363     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2006.11.003     Document Type: Article

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