Shock models under policy N

• Autorzy: Pérez-Ocón R. , Montoro-Cazorla D. , Segovia M. C.
• Języki publikacji: EN

Abstrakty

EN

We present the life distribution of a device subject to shocks governed by phase-type distributions. The probability of failures after shock follows discrete phase-type distribution. Lifetimes between shocks are affected by the number of cumulated shocks and they follow continuous phase-type distributions. The device can support a maximum of N shocks. We calculate the distribution of the lifetime of the device and illustrate the calculations by means of a numerical application. Computational aspects are introduced. This model extends other previously considered in the literature.

Słowa kluczowe

EN

phase type distribution; shock model; reliability; survival function

• Wydawca: Polskie Towarzystwo Bezpieczeństwa i Niezawodności
• Czasopismo: Journal of Polish Safety and Reliability Association
• Rocznik: 2008
• Tom: Vol. 2
• Strony: 295--298
• Opis fizyczny: Bibliogr. 6 poz., wykr.

Twórcy

autor

Pérez-Ocón R.

• Universidad de Granada, Granada, Spain

autor

Montoro-Cazorla D.

• Universidad de Jaen, Jaen, Spain

autor

Segovia M. C.

• Universidad de Granada, Granada, Spain

Bibliografia

• [1] Bellman, R. (1970). Introduction to matrix analysis. Mac-Graw Hill, New York.
• [2] Esary, J. D., Marshall, A. W., & Proschan, F. (1973). Shock Models and Wear Processes. Annals of Probability, 1, 627-649.
• [3] Manoharan, M., Singh, H., & Misra, N. (1992). Preservation of phase-type distributions under Poisson shock models. Advances in Applied Probability, 24, 223-225.
• [4] Neuts, M. F. (1981). Matrix-Geometric Solutions in Stochastic Models-An Algorithm Approach. John Hopkins University Press, Baltimore.
• [5] Neuts, M. F., & Bhattacharjee, M. C. (1981). Shock models with phase type survival and shock resistance. Naval Research Logistic, 28, 213-219.
• [6] Neuts, F., Pérez-Ocón, R., Torres-Castro, I. (2000). Repairable models with operating and repair times governed by phase type distributions. Advances in Applied Probability, 34, 468-479.