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Communication Dans Un Congrès Année : 2023

On non negative multivariate additive processes in reliability

Résumé

Univariate non negative Lévy processes are widely used for modeling accumulative deterioration in reliability engineering, and there is an on-going growing interest for their multivariate version. In this talk, we will consider some extensions of these multivariate L´evy processes known as additive processes, which can allow to overcome some limitation of Lévy processes for deterioration modeling, and can also be used as hazard rate process in a Bayesian fashion.
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Dates et versions

hal-04117018 , version 1 (05-06-2023)

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  • HAL Id : hal-04117018 , version 1

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Sophie Mercier. On non negative multivariate additive processes in reliability. 12th International Conference on Mathematical Methods in Reliability (MMR2023 - ), Department of Statistics and Operational Research, University of Murcia, May 2023, Murcie, Spain. ⟨hal-04117018⟩
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