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math.PR2025
Limiting behavior of mixed coherent systems with Lévy-frailty Marshall-Olkin failure times
Guido Lagos, Javiera Barrera, Pablo Romero +1
In this paper we show a limit result for the reliability function of a system -- that is, the probability that the whole system is still operational after a certain given time -- w…
math.PR2018
Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
Javiera Barrera, Guido Lagos
The Marshall-Olkin (MO) distribution has been considered a key model in reliability theory and in risk analysis, where it is used to model the lifetimes of dependent components or…
math.PR2017★ 3 cited
On the Euler discretization error of Brownian motion about random times
A. B. Dieker, Guido Lagos
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation met…