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On some properties of shock processes in a 'natural' scale

Title
On some properties of shock processes in a 'natural' scale
Authors
Cha, Ji HwanFinkelstein, Maxim
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2016
Journal Title
RELIABILITY ENGINEERING & SYSTEM SAFETY
ISSN
0951-8320JCR Link1879-0836JCR Link
Citation
vol. 145, pp. 104 - 110
Keywords
Shock processPoisson processRenewal processDiscrete distributionShot-noise processSignature
Publisher
ELSEVIER SCI LTD
Indexed
SCI; SCIE; SCOPUS WOS scopus
Abstract
We consider shocks modeling in a 'natural' scale which is a discrete scale of natural numbers. A system is subject to the shock process and its survival probability and other relevant characteristics are studied in this scale. It turns out that all relations for the probabilities of interest become much easier in the new scale as compared with the conventional chronological time scale. Furthermore, it does not matter what type of the point process of shocks is considered. The shock processes with delays and the analog of a shot-noise process are discussed. Another example of the application of this concept is presented for systems with finite number of components described by signatures. (C) 2015 Elsevier Ltd. All rights reserved.
DOI
10.1016/j.ress.2015.09.009
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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