Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents

نویسندگان
چکیده

منابع مشابه

Fluctuations for mean-field interacting age-dependent Hawkes processes

The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +∞) being granted by the study performed in [9], the aim of the present paper is to prove the resulting functional central limit theorem. It involves the study of a measure-valued process describing the fluctuations (at scale n) of the em...

متن کامل

Nonparametric Estimation of the Jump Rate for Non-homogeneous Marked Renewal Processes

This paper is devoted to the nonparametric estimation of the jump rate and the cumulative rate for a general class of non-homogeneous marked renewal processes, defined on a separable metric space. In our framework, the estimation needs only one observation of the process within a long time. Our approach is based on a generalization of the multiplicative intensity model, introduced by Aalen in t...

متن کامل

Brain, music, and non-Poisson renewal processes.

In this paper we show that both music composition and brain function, as revealed by the electroencephalogram (EEG) analysis, are renewal non-Poisson processes living in the nonergodic dominion. To reach this important conclusion we process the data with the minimum spanning tree method, so as to detect significant events, thereby building a sequence of times, which is the time series to analyz...

متن کامل

Residence time statistics for N renewal processes.

We present a study of residence time statistics for N renewal processes with a long tailed distribution of the waiting time. Such processes describe many nonequilibrium systems ranging from the intensity of N blinking quantum dots to the residence time of N Brownian particles. With numerical simulations and exact calculations, we show sharp transitions for a critical number of degrees of freedo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Annals of Actuarial Science

سال: 2014

ISSN: 1748-4995,1748-5002

DOI: 10.1017/s1748499514000220