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Stochastic modeling of quality of systems operating in a heterogeneous environment

Title
Stochastic modeling of quality of systems operating in a heterogeneous environment
Authors
Cha, Ji HwanFinkelstein, Maxim
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2019
Journal Title
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
ISSN
1524-1904JCR Link

1526-4025JCR Link
Citation
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY vol. 35, no. 6, pp. 1344 - 1365
Keywords
mixed Poisson processquality characteristicrandom environmentreliability measureshock process
Publisher
WILEY
Indexed
SCIE; SCOPUS WOS
Document Type
Article
Abstract
We consider systems that are subject to an external mixed Poisson shock process. Each shock can result in a failure of a system with a given probability and is survived with the complementary probability. Each shock additionally decreases the quality function that describes the performance of a system, thus forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and relevant variability characteristics for the stochastic quality function are derived. Some monotonicity properties of the conditional quality function are investigated and the future values of this function are derived.
DOI
10.1002/asmb.2484
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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