Univariate Lévy processes have become quite common in the reliability literature for modelling accumulative deterioration. In case of correlated deterioration indicators, several possibilities have been suggested for modelling their dependence. The point of this study is the analysis and comparison of three different dependence models considered in the most recent literature: 1. Use of a...
In the context of semiconductor reliability, predictive maintenance and calculation of residual useful life are important topics under the greater umbrella of prognostics and health management.
Especially in automotive applications, with higher expected usage times of self-driving autonomous vehicles, it becomes more and more important to recognize degradation processes early, so that...
Let $\boldsymbol{X}=(X_t)_{t\ge 0}$ be a process behaving as a general increasing Lévy process (subordinator) prior to hitting a given unknown level $m_0$, then behaving as another different subordinator once this threshold is crossed. We address the detection of this unknown threshold $m_0\in [0,+\infty]$ from an observed trajectory of the process. These kind of model and issue are...