Approximate simulation techniques and distribution of an extended gamma process

DOI10.1007/s11009-015-9474-3zbMath1360.60161OpenAlexW2239731529MaRDI QIDQ518865

Zeina Al Masry, Ghislain Verdier, Sophie Bloch-Mercier

Publication date: 30 March 2017

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-015-9474-3

zbMATH Keywords

simulationreliabilityinverse Laplace transformseries representationdegradationindependent incrementsPost-Widder formulaweighted gamma process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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