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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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