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

Ji Hwan Cha, Jie Mi

Research output: Contribution to journalArticlepeer-review

29 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 languageEnglish
Pages (from-to)549-561
Number of pages13
JournalMethodology and Computing in Applied Probability
Volume13
Issue number3
DOIs
StatePublished - Sep 2011

Keywords

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

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