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

Permalink: http://www.nusl.cz/ntk/nusl-34848


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers