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자연과학대학
통계학전공
Journal papers
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Stochastic survival models with events triggered by external shocks
Title
Stochastic survival models with events triggered by external shocks
Authors
Cha J.H.
;
Finkelstein M.
Ewha Authors
차지환
SCOPUS Author ID
차지환
Issue Date
2012
Journal Title
Probability in the Engineering and Informational Sciences
ISSN
0269-9648
Citation
Probability in the Engineering and Informational Sciences vol. 26, no. 2, pp. 183 - 195
Indexed
SCIE; SCOPUS
Document Type
Article
Abstract
In most conventional settings, the events caused by an external shock are initiated at the moments of its occurrence. In this paper, we study the new classes of shock models: (i) When each shock from a nonhomogeneous Poisson processes can trigger a failure of a system not immediately, as in classical extreme shock models, but with delay of some random time. (ii) When each shock from a nonhomogeneous Poisson processes results not in an 'immediate' increment of wear, as in classical accumulated wear models, but triggers its own increasing wear process. The wear from different shocks is accumulated and the failure of a system occurs when it reaches a given boundary. We derive the corresponding survival and failure rate functions. Furthermore, we study the limiting behavior of the failure rate function where it is applicable. © Copyright Cambridge University Press 2012.
DOI
10.1017/S0269964811000325
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