On generalized shot noise-type stochastic failure model

J. H. Cha, M. Finkelstein

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We discuss a reliability model that reflects the dynamic dependency between system failure and system stress induced by environmental shock process. Standard assumptions in shock models are that failures of items are related either to the cumulative effect of shocks (cumulative models) or that they are caused by shocks that exceed a certain critical level (extreme shocks models). In this paper, we present useful generalizations of this setting to the case when an item is deteriorating itself, e.g., when the boundary for the fatal shock magnitude is decreasing with time. Mathematically, this approach is closer to the paper by Lemoine & Wenocur (1986) and is based on the consideration of the shot noise process-type stochastic intensity as a model for shocks accumulation. Some illustrative examples are also discussed.

Original languageEnglish
Title of host publicationAdvances in Safety, Reliability and Risk Management - Proceedings of the European Safety and Reliability Conference, ESREL 2011
Pages1085-1090
Number of pages6
StatePublished - 2012
EventEuropean Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL 2011 - Troyes, France
Duration: 18 Sep 201122 Sep 2011

Publication series

NameAdvances in Safety, Reliability and Risk Management - Proceedings of the European Safety and Reliability Conference, ESREL 2011

Conference

ConferenceEuropean Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL 2011
Country/TerritoryFrance
CityTroyes
Period18/09/1122/09/11

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