{
  "id": "1201.1199",
  "version": "v1",
  "published": "2012-01-05T15:46:20.000Z",
  "updated": "2012-01-05T15:46:20.000Z",
  "title": "Passage times of perturbed subordinators with application to reliability",
  "authors": [
    "Christian Paroissin",
    "Landy Rabehasaina"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider a wide class of increasing L\\'evy processes perturbed by an independent Brownian motion as a degradation model. Such family contains almost all classical degradation models considered in the literature. Classically failure time associated to such model is defined as the hitting time or the first-passage time of a fixed level. Since sample paths are not in general increasing, we consider also the last-passage time as the failure time following a recent work by Barker and Newby. We address here the problem of determining the distribution of the first-passage time and of the last-passage time. In the last section we consider a maintenance policy for such models.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-01-05T15:46:20.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "passage times",
      "perturbed subordinators",
      "application",
      "reliability",
      "last-passage time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1201.1199P"
    }
  }
}