A dynamic stress–strength model with stochastically decreasing strength

Ji Hwan Cha, Maxim Finkelstein

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


We consider a dynamic stress–strength model under external shocks. The strength of the system decreases with time and the failure occurs when the strength finally vanishes. Furthermore, there is another cause of the system failure induced by an external shock process. Each shock is characterized by the corresponding stress. If the magnitude of the stress exceeds the current strength, then the system also fails. We assume that the initial strength of the system and its decreasing drift pattern are random. We derive the survival function of the system and interpret the time-dependent dynamic changes of the random quantities which govern the reliability performance of the system.

Original languageEnglish
Pages (from-to)807-827
Number of pages21
Issue number7
StatePublished - 17 Oct 2015


  • External shock process
  • Multivariate stochastic order
  • Nonhomogeneous Poisson process
  • Stress–strength model


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