Original title:
Statistical models and analysis of cumulated damage processes
Authors:
Volf, Petr Document type: Papers Conference/Event: ROBUST 2000. Letní škola JČMF /11./, Nečtiny (CZ), 2000-09-11 / 2000-09-15
Year:
2001
Language:
eng Abstract:
The contribution deals with a stochastic process which cumulates random increments at random moments. We derive its martingale - compensator decomposition and then we propose the estimator of characteristics of distribution of increments. An application deals with the process of growing damage of a technical device leading to a break of device when cumulated damage exceeds a certain level. We also discuss the problem of prediction of the cumulative process behaviour. Project no.: AV0Z1075907 (CEP), GA402/98/0742 (CEP), VS97084 (CEP) Funding provider: GA ČR, GA MŠk Host item entry: ROBUST'2000. Sborník prací jedenácté letní školy JČMF
Institution: Institute of Information Theory and Automation AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: http://hdl.handle.net/11104/0130682