On a Stochastic Survival Model for a System Under Randomly Variable Environment

Ji Hwan Cha; Jie Mi

doi:10.1007/s11009-010-9171-1

On a Stochastic Survival Model for a System Under Randomly Variable Environment

Ji Hwan Cha, Jie Mi

Department of Statistics

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

In many cases, the survival probability of a system depends not only on the intrinsic characteristic of the system itself but also on the randomly variable external environment under which the system is being operated. In this paper we study a stochastic survival model for a system under random shock process which affects the survival of the system in a complicated way. The lifetime distribution of the system is derived, and the effect of environmental factors on the failure process of the system is also investigated.

Original language	English
Pages (from-to)	549-561
Number of pages	13
Journal	Methodology and Computing in Applied Probability
Volume	13
Issue number	3
DOIs	https://doi.org/10.1007/s11009-010-9171-1
State	Published - Sep 2011

Bibliographical note

Funding Information:
Acknowledgements The authors thank the referee for helpful comments, suggestions and a careful reading of this paper, which have improved the presentation of this paper considerably. The work of the first author was supported by the Korea Science and Engineering Foundation (KOSEF) grant funded by the Korea government(MOST) (No. R01-2008-000-10957-0).

Keywords

Compound failure rate function
Failure process
Poisson shock process
Randomly variable environment

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10.1007/s11009-010-9171-1

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On a Stochastic Survival Model for a System Under Randomly Variable Environment

Abstract

Bibliographical note

Keywords

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