15 February 2017
Generalized Renewal Process - Theory and Applications
Various characteristics can be observed on the systems and the quality of "operation" of the system can be established by evaluating indexes that expose how reliable is determined system for your assignment. The system vulnerability can also be evaluated in order to establish optimal conditions to ensure states probabilistically protocols corrective or preventive measures. Models that take into account the "virtual age" of the system, initially developed to add an aging/rejuvenation factor including operating time of the interference fractions before interventions in the systems and processes of renewal are called generalized renewal processes (GRPs).
Studying GRPs plays the key role in understanding, modeling and maintenance of dynamic systems in several areas of knowledge. They deal with the challenge of restoration using stochastic modeling. For this, a GRP generalizes a family of probability distributions, adding whole parameters rejuvenation parameter dedicated primarily to reflect the renewal imposed by the interventions in the system.
The aim of the Claudio Cristino’s post-doctoral project is to develop models of generalized renewal processes based on generalized extreme value distribution with applications in analytical studies of times between rare events and their consequences in formalizing risk of systems. More specifically, the interaction with the IIASA groups allows the formulation of sub-models especially applied to those problems that are targets groups: rare phenomena models (for example, floods and droughts); models of natural catastrophic events with or without environmental or social consequences such as earthquakes, landslides, or agricultural pests; vulnerability and risk of financial networks.
Postdoctoral research at IIASA
International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313