Time and Palm stationarity of repairable systems

Authors
Citation
G. Last et R. Szekli, Time and Palm stationarity of repairable systems, STOCH PR AP, 79(1), 1999, pp. 17-43
Citations number
21
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
79
Issue
1
Year of publication
1999
Pages
17 - 43
Database
ISI
SICI code
0304-4149(19990101)79:1<17:TAPSOR>2.0.ZU;2-I
Abstract
In this paper we study asymptotic behaviour of marked point processes descr ibing failure processes of repairable systems in which repair decisions dep end on the past. Under natural conditions on system parameters such process es admit unique time stationary distributions and are ergodic. Convergence of moments and mean number of failures as well as central limit theorems wi ll be established. The methods used in this paper combine classical Palm-ma rtingale calculus for marked point processes with stability results for Har ris recurrent Markov processes. (C) 1999 Elsevier Science B.V. All rights r eserved.