On applications of excess level processes to (N,D)-policy bulk queueing systems.
On applications of Little's formula.
On functionals of a marked Poisson process observed by a renewal process.
On modulated random measures.
On optimal replacement policy
A system with a single activated unit which can be in states is considered. Inspections of the system are carried out at discrete time instants. The process of deterioration of the unit is supposed to be Markovian. The unit by its operation brings an income which is monotonically dependent on its state. A replacement of the unit is associated with certain costs. The paper gives an effective algorithm for finding the replacement strategy maximizing the average income of the system per unit time....
On probability of first order formulas in a given model
On reliability analysis of consecutive -out-of- systems with arbitrarily dependent components
In this paper, we consider the linear and circular consecutive -out-of- systems consisting of arbitrarily dependent components. Under the condition that at least components () of the system are working at time , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive -out-of- systems. In the following, we investigate the inactivity time of the component with lifetime at the system...
On revelation transforms that characterize probability distributions.
On some length biased inequalities for reliability measures.
On some queue length controlled stochastic processes.
On system reliability under random load of elements
On the level crossing of multi-dimensional delayed renewal processes.
On the number of word occurrences in a semi-Markov sequence of letters
Let a finite alphabet Ω. We consider a sequence of letters from Ω generated by a discrete time semi-Markov process We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.
On the survival time of a duplex system: A Sokhotski-Plemelj problem.
On the total working time of a repaired unit
On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
Let be a pair of exchangeable lifetimes whose dependence structure is described by an Archimedean survival copula, and let denotes the corresponding pair of residual lifetimes after time , with . This note deals with stochastic comparisons between and : we provide sufficient conditions for their comparison in usual stochastic and lower orthant orders. Some of the results and examples presented here are quite unexpected, since they show that there is not a direct correspondence between univariate...
Optimal stopping of a 2-vector risk process
The following problem in risk theory is considered. An insurance company, endowed with an initial capital a > 0, receives insurance premiums and pays out successive claims from two kind of risks. The losses occur according to a marked point process. At any time the company may broaden or narrow down the offer, which entails the change of the parameters of the underlying risk process. These changes concern the rate of income, the intensity of the renewal process and the distribution of claims....
Planar anisotropy revisited
The paper concerns estimation of anisotropy of planar fibre systems using the relation between the rose of directions and the rose of intersections. The discussion about the properties of the Steiner compact estimator is based on both theoretical and simulation results. The approach based on the distribution of the Prokhorov distance between the estimated and true rose of directions is developed. Finally the curved test systems are investigated in both Fourier and Steiner compact analysis of anisotropy....
Probe on Network-Based Collaborative Maintenance Mode for After-Sales Equipment
Quantil-artige Ungleichungen für die Systemzuverlässigkeit