On a New Shot Noise Process and the Induced Survival Model
- 주제(키워드) Failure rate , Generalized Polya process , History-dependent residual lifetime , Poisson process , Shot noise process
- 등재 SCIE, SCOPUS
- 발행기관 Springer New York LLC
- 발행년도 2017
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000141754
- 본문언어 영어
- Published As http://dx.doi.org/10.1007/s11009-017-9550-y
- 저작권 이화여자대학교 논문은 저작권에 의해 보호받습니다.
초록/요약
Traditionally, in applications, the shot noise processes have been studied under the assumption that the underlying arrival point process (shock process) is the homogeneous (or nonhomogeneous) Poisson process. However, most of the real life shock processes do not possess the independent increments property and the Poisson assumption is made just for simplicity. Recently, in the literature, a new point process, the generalized Polya process (GPP), has been proposed and characterized. The GPP is defined via the stochastic intensity that depends on the number of events in the previous interval and, therefore, does not possess the independent increments property. In this paper, we consider the GPP as an underlying shock process for the shot noise process. The corresponding survival model is considered and the survival probability and its failure rate are derived and thoroughly analyzed. Furthermore, a new concept, the history-dependent residual life time, is defined and discussed. © 2017 Springer Science+Business Media New York
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