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20172026
most citedOn the Euler discretization error of Brownian motion about random times

3 citations · 8 across the 6 of their papers we have counts for

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math.PR2026

Simple repair policies and decompositions for semi-coherent systems with simultaneous failures

Guido Lagos, Jorge Navarro, Hector Olivero

We consider semi-coherent binary systems that are subject to simultaneous failures of its components. These are systems whose components can be either working or failed; the system…

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★ 3 cited

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…

math.PR2017

A Dichotomy for Sampling Barrier-Crossing Events of Random Walks with Regularly Varying Tails

Ton Dieker, Guido Lagos

We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly v…