论文信息 - Cumulative shock models

Cumulative shock models

We show that a theory for stopped two-dimensional random walks is well suited to describe cumulative shock models. Limit theorems for the lifetime/failure time of a system are provided.

Allan Gut

[1] Kevin K. Anderson. A note on cumulative shock models , 1988 .

[2] J. Shanthikumar,et al. A class of correlated cumulative shock models , 1985 .

[3] Svante Janson,et al. The limiting behaviour of certain stopped sums and some applications , 1983 .

[4] A. Gut. Stopped Random Walks: Limit Theorems and Applications , 1987 .