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December 2014 Characterization of the generalized Pólya process and its applications
Ji Hwan Cha
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Adv. in Appl. Probab. 46(4): 1148-1171 (December 2014). DOI: 10.1239/aap/1418396247

Abstract

In this paper some important properties of the generalized Pólya process are derived and their applications are discussed. The generalized Pólya process is defined based on the stochastic intensity. By interpreting the defined stochastic intensity of the generalized Pólya process, the restarting property of the process is discussed. Based on the restarting property of the process, the joint distribution of the number of events is derived and the conditional joint distribution of the arrival times is also obtained. In addition, some properties of the compound process defined for the generalized Pólya process are derived. Furthermore, a new type of repair is defined based on the process and its application to the area of reliability is discussed. Several examples illustrating the applications of the obtained properties to various areas are suggested.

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Ji Hwan Cha. "Characterization of the generalized Pólya process and its applications." Adv. in Appl. Probab. 46 (4) 1148 - 1171, December 2014. https://doi.org/10.1239/aap/1418396247

Information

Published: December 2014
First available in Project Euclid: 12 December 2014

zbMATH: 1305.60088
MathSciNet: MR3290433
Digital Object Identifier: 10.1239/aap/1418396247

Subjects:
Primary: 60K10
Secondary: 62P30

Rights: Copyright © 2014 Applied Probability Trust

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Vol.46 • No. 4 • December 2014
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