‚Degradation process‘ refers to many types of reliability models, which correspond to various kinds of stochastic processes used for deterioration modeling. This book focuses on the case of a univariate degradation model with a continuous set of possible outcomes. The envisioned univariate models have one single measurable quantity which is assumed to be observed over time.
The first three chapters are each devoted to one degradation model. The last chapter illustrates the use of the previously described degradation models on some real data sets. For each of the degradation models, the authors provide probabilistic results and explore simulation tools for sample paths generation. Various estimation procedures are also developed.
Inhaltsverzeichnis
Introduction
1. Wiener Processes
2. Gamma Processes
3. Doubly Stochastic Marked Poisson Processes
4. Model Selection and Application to Real Data Sets
Über den Autor
Waltraud Kahle is Associate Professor in the Mathematics Department of the Otto-von-Guericke University Magdeburg in Germany.
Sophie Mercier is Full Professor in the Laboratory of Mathematics and their Applications of the University of Pau and Pays de l’Adour in France.
Christian Paroissin is Associate Professor in the Laboratory of Mathematics and their Applications of the University of Pau and Pays de l’Adour in France.