Importance and sensitivity analysis in dynamic reliability

HIGHLIGHTS

  • who: Robert Eymard and collaborators from the (UNIVERSITY) have published the research work: Importance and Sensitivity Analysis in Dynamic Reliability, in the Journal: (JOURNAL)

SUMMARY

    Now, let (It, Xt )t≥0 be a PDMP for which the jump rates a(i, j, x), the jump distribution μ(i, j,x) (dy) and the velocity fields v (i, x) are assumed to depend on some family of parameters P ∈ Rk, where k ∈ N can be quite large. The third point implies (see e_g Cartan 1967) that, for all i ∈ E, the func=v( p) (i . . .

     

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