A general class of shock models with dependent inter-arrival times

被引:6
|
作者
Goyal, Dheeraj [1 ]
Hazra, Nil Kamal [1 ,2 ]
Finkelstein, Maxim [3 ,4 ]
机构
[1] Indian Inst Technol Jodhpur, Dept Math, Karwar 342037, Rajasthan, India
[2] Indian Inst Technol Jodhpur, Sch AI & DS, Karwar 342037, Rajasthan, India
[3] Univ Free State, Dept Math Stat & Actuarial Sci, 339, ZA-9300 Bloemfontein, South Africa
[4] Univ Strathclyde, Dept Management Sci, Glasgow, Scotland
关键词
Homogeneous Poisson generalized gamma process; Optimal mission duration; Shock models; Reliability; SYSTEM; LIFE;
D O I
10.1007/s11749-023-00867-w
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We introduce and study a general class of shock models with dependent inter-arrival times of shocks that occur according to the homogeneous Poisson generalized gamma process. A lifetime of a system affected by a shock process from this class is represented by the convolution of inter-arrival times of shocks. This class contains many popular shock models, namely the extreme shock model, the generalized extreme shock model, the run shock model, the generalized run shock model, specific mixed shock models, etc. For systems operating under shocks, we derive and discuss the main reliability characteristics (namely the survival function, the failure rate function, the mean residual lifetime function and the mean lifetime) and study relevant stochastic comparisons. Finally, we provide some numerical examples and illustrate our findings by the application that considers an optimal mission duration policy.
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页码:1079 / 1105
页数:27
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