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.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference4 articles.
1. A class of correlated cumulative shock models
2. The limiting behaviour of certain stopped sums and some applications;Gut;Scand. J. Statist.,1983
3. A note on cumulative shock models
4. Stopped Random Walks
Cited by
101 articles.
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