Systems weakend by failures

Ilkka Norros

Stochastic Processes and their Applications, 1985, vol. 20, issue 2, 181-196

Abstract: The ideas of a dynamic approach to the analysis of multivariate life length distributions, introduced in Arjas (1981a) and Arjas and Norros (1984), are developed further. Basic definitions are given in terms of prediction processes. Properties of martingales jumping downwards at failure times are studied. Finally, the spaecial case of a general multivariate exponential distribution is considered.

Keywords: prediction; process; martingale; association; stochastic; order; marked; point; process; multivariate; exponential; weakened; by; failures (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (9)

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