| bibtype |
K -
Conference Paper (Czech conference)
|
| ARLID |
0410593 |
| utime |
20240103182225.2 |
| mtime |
20060210235959.9 |
| ISBN |
80-7015-792-5 |
| title
(primary) (eng) |
Statistical models and analysis of cumulated damage processes |
| publisher |
| place |
Praha |
| name |
JČMF |
| pub_time |
2001 |
|
| specification |
|
| serial |
| title
|
ROBUST'2000. Sborník prací jedenácté letní školy JČMF |
| page_num |
357-367 |
| editor |
|
| editor |
|
|
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/98/0742 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009149 |
|
| project |
| project_id |
VS97084 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0025121 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
The contribution deals with a stochastic process which cumulates random increments at random moments. We derive its martingale - compensator decomposition and then we propose the estimator of characteristics of distribution of increments. An application deals with the process of growing damage of a technical device leading to a break of device when cumulated damage exceeds a certain level. We also discuss the problem of prediction of the cumulative process behaviour. |
| action |
| ARLID |
cav_un_auth*0212780 |
| name |
ROBUST 2000. Letní škola JČMF /11./ |
| place |
Nečtiny |
| country |
CZ |
| dates |
11.09.2000-15.09.2000 |
|
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130682 |
| ID_orig |
UTIA-B 20010062 |
| arlyear |
2001 |
| mrcbU10 |
2001 |
| mrcbU10 |
Praha JČMF |
| mrcbU12 |
80-7015-792-5 |
| mrcbU63 |
ROBUST'2000. Sborník prací jedenácté letní školy JČMF 357 367 |
| mrcbU67 |
Antoch J. 340 |
| mrcbU67 |
Dohnal G. 340 |
|