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Cumulative shock models

  • Allan Gut (a1)

Abstract

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.

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Copyright

Corresponding author

Postal address: Uppsala University, Department of Mathematics, Thunbergsvägen 3, S-752 38 Uppsala, Sweden.

References

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Anderson, K. K. (1988) A note on cumulative shock models. J. Appl. Prob. 25, 220223.
Gut, A. (1988) Stopped Random Walks. Limit Theorems and Applications. Springer-Verlag, New York.
Gut, A. and Janson, S. (1983) The limiting behaviour of certain stopped sums and some applications. Scand. J. Statist. 10, 281292.
Sumita, U. and Shanthikumar, J. G. (1985) A class of correlated cumulative shock models. Adv. Appl. Prob. 17, 347366.

Keywords

Cumulative shock models

  • Allan Gut (a1)

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