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On a hazard (failure) rate process with delays after shocks

Title
On a hazard (failure) rate process with delays after shocks
Authors
Hazra N.K.Finkelstein M.Cha J.H.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2022
Journal Title
Statistics and Probability Letters
ISSN
0167-7152JCR Link
Citation
Statistics and Probability Letters vol. 181
Keywords
Failure rateHazard rate processNonhomogeneous Poisson processStochastic intensity
Publisher
Elsevier B.V.
Indexed
SCIE; SCOPUS WOS scopus
Document Type
Article
Abstract
Distinct from conventional shock models when a failure of a system or accumulation of the corresponding damage occurs immediately after a shock, we consider a setting when these consequences appear with a random delay. In our model, a shock acts directly upon the failure rate of a system. This, after a random time, can result either in a failure or in the increase in the failure rate by a random amount. We derive expressions for survival probability and the failure rate for a system. Asymptotic behavior of the failure rate is also studied in detail. © 2021 Elsevier B.V.
DOI
10.1016/j.spl.2021.109276
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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