On a cumulative damage process and resulting first passages times

DOI10.1002/ASMB.511zbMath1051.60090OpenAlexW2054122222MaRDI QIDQ4827968

Waltraud Kahle, Heide Wendt

Publication date: 24 November 2004

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.511

zbMATH Keywords

marked point processdoubly stochastic Poisson processfirst-passage timeshock modelposition-dependent marking

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

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