On some characteristics of quality for systems operating in a random environment

Ji Hwan Cha; Maxim Finkelstein

doi:10.1177/1748006X18775901

On some characteristics of quality for systems operating in a random environment

Ji Hwan Cha, Maxim Finkelstein

Department of Statistics

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

4 Scopus citations

Abstract

We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. The important feature of our model is that shocks affect the failure rate of a system directly, and at the same time, each shock contributes to the additional decrease in the quality function forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and variability of this process are analyzed. Some monotonicity properties of the conditional quality function are discussed and expressions for the future values of this function are derived.

Original language	English
Pages (from-to)	257-267
Number of pages	11
Journal	Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability
Volume	233
Issue number	2
DOIs	https://doi.org/10.1177/1748006X18775901
State	Published - 1 Apr 2019

Keywords

Quality characteristic
expected quality
failure rate process
random environment
shock process

Access to Document

10.1177/1748006X18775901

Cite this

@article{164fc43357284eca9d0b53c920e04521,

title = "On some characteristics of quality for systems operating in a random environment",

abstract = "We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. The important feature of our model is that shocks affect the failure rate of a system directly, and at the same time, each shock contributes to the additional decrease in the quality function forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and variability of this process are analyzed. Some monotonicity properties of the conditional quality function are discussed and expressions for the future values of this function are derived.",

keywords = "Quality characteristic, expected quality, failure rate process, random environment, shock process",

author = "Cha, {Ji Hwan} and Maxim Finkelstein",

note = "Funding Information: The authors would like to thank the reviewers for helpful comments and valuable suggestions. The work of the J.H.C. was supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2009-0093827). The work of the J.H.C. was also supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP; No. 2016R1A2B2014211). The work of the M.F. was supported by National Research Foundation (SA; grant no. 103613). Publisher Copyright: {\textcopyright} IMechE 2018.",

year = "2019",

month = apr,

day = "1",

doi = "10.1177/1748006X18775901",

language = "English",

volume = "233",

pages = "257--267",

journal = "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability",

issn = "1748-006X",

publisher = "SAGE Publications Ltd",

number = "2",

}

TY - JOUR

T1 - On some characteristics of quality for systems operating in a random environment

AU - Cha, Ji Hwan

AU - Finkelstein, Maxim

N1 - Funding Information: The authors would like to thank the reviewers for helpful comments and valuable suggestions. The work of the J.H.C. was supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2009-0093827). The work of the J.H.C. was also supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP; No. 2016R1A2B2014211). The work of the M.F. was supported by National Research Foundation (SA; grant no. 103613). Publisher Copyright: © IMechE 2018.

PY - 2019/4/1

Y1 - 2019/4/1

N2 - We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. The important feature of our model is that shocks affect the failure rate of a system directly, and at the same time, each shock contributes to the additional decrease in the quality function forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and variability of this process are analyzed. Some monotonicity properties of the conditional quality function are discussed and expressions for the future values of this function are derived.

AB - We consider systems that are operating in a random environment modeled by an external shock process. Performance of a system is characterized by a quality (output) function that is decreasing (due to degradation) in the absence of shocks. The important feature of our model is that shocks affect the failure rate of a system directly, and at the same time, each shock contributes to the additional decrease in the quality function forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and variability of this process are analyzed. Some monotonicity properties of the conditional quality function are discussed and expressions for the future values of this function are derived.

KW - Quality characteristic

KW - expected quality

KW - failure rate process

KW - random environment

KW - shock process

UR - http://www.scopus.com/inward/record.url?scp=85047668405&partnerID=8YFLogxK

U2 - 10.1177/1748006X18775901

DO - 10.1177/1748006X18775901

M3 - Article

AN - SCOPUS:85047668405

SN - 1748-006X

VL - 233

SP - 257

EP - 267

JO - Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability

JF - Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability

IS - 2

ER -

On some characteristics of quality for systems operating in a random environment

Abstract

Keywords

Access to Document

Fingerprint

Cite this