Geometric process

In probability, statistics and related fields, the geometric process is a counting process, introduced by Lam in 1988.[1] It is defined as

The geometric process. Given a sequence of non-negative random variables :, if they are independent and the cdf of is given by for , where is a positive constant, then is called a geometric process (GP).

The GP has been widely applied in reliability engineering [2]

Below are some of its extensions.

  • The α- series process.[3] Given a sequence of non-negative random variables :, if they are independent and the cdf of is given by for , where is a positive constant, then is called an α- series process.
  • The threshold geometric process.[4] A stochastic process is said to be a threshold geometric process (threshold GP), if there exists real numbers and integers such that for each , forms a renewal process.
  • The doubly geometric process.[5] Given a sequence of non-negative random variables :, if they are independent and the cdf of is given by for , where is a positive constant and is a function of and the parameters in are estimable, and for natural number , then is called a doubly geometric process (DGP).
  • The semi-geometric process.[6] Given a sequence of non-negative random variables , if and the marginal distribution of is given by , where is a positive constant, then is called a semi-geometric process

References

  1. Lam, Y. (1988). Geometric processes and replacement problem. Acta Mathematicae Applicatae Sinica. 4, 366–377
  2. Lam, Y. (2007). Geometric process and its applications. World Scientific, Singapore MATH. ISBN 978-981-270-003-2.
  3. Braun, W. J., Li, W., & Zhao, Y. Q. (2005). Properties of the geometric and related processes. Naval Research Logistics (NRL), 52(7), 607–616.
  4. Chan, J.S., Yu, P.L., Lam, Y. & Ho, A.P. (2006). Modelling SARS data using threshold geometric process. Statistics in Medicine. 25 (11): 1826–1839.
  5. Wu, S. (2017). Doubly geometric processes and applications. Journal of the Operational Research Society, 1–13. doi:10.1057/s41274-017-0217-4.
  6. Wu, S., Wang, G. (2017). The semi-geometric process and some properties. IMA J Management Mathematics, 1–13.
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