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Reliability assessment of system under a generalized run shock model
- Source :
- Journal of Applied Probability. 55:1249-1260
- Publication Year :
- 2018
- Publisher :
- Cambridge University Press (CUP), 2018.
-
Abstract
- In this paper we are concerned with modelling the reliability of a system subject to external shocks. In a run shock model, the system fails when a sequence of shocks above a threshold arrive in succession. Nevertheless, using a single threshold to measure the severity of a shock is too critical in real practice. To this end, we develop a generalized run shock model with two thresholds. We employ a phase-type distribution to model the damage size and the inter-arrival time of shocks, which is highly versatile and may be used to model many quantitative features of random phenomenon. Furthermore, we use the Markovian property to construct a multi-state system which degrades with the arrival of shocks. We also provide a numerical example to illustrate our results.
- Subjects :
- Statistics and Probability
Sequence
021103 operations research
Markov chain
General Mathematics
0211 other engineering and technologies
Markov process
02 engineering and technology
Measure (mathematics)
Shock (mechanics)
symbols.namesake
Distribution (mathematics)
Control theory
0202 electrical engineering, electronic engineering, information engineering
symbols
020201 artificial intelligence & image processing
Phase-type distribution
Statistics, Probability and Uncertainty
Reliability (statistics)
Mathematics
Subjects
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 55
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi...........78c7ea4bcac73cc99c3603c8f45791b9