A generalized class of correlated run shock models
In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ... over time, let the random variables Y1, Y2, ... denote times betwee...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-06-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2018-0008 |