Aging Renewal Point Processes and Exchangeability of Event Times
Description:
In this article the authors investigate the impact of latency aging on exchangeable (invariant under permutation of indices) inter-arrival times arising from mixed renewal point processes (statistical mixtures of point processes with renewal inter-arrival times) and explore the implications for reliability and survival analysis. The authors' data analysis, which includes both surrogate data and a Bayesian approach to high-frequency currency exchange-rate data, shows how aging impacts key surviv…
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Date:
May 14, 2024
Creator:
Vanni, Fabio & Lambert, David
Item Type:
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Partner:
UNT College of Science