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 |
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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 | |
State | Published - 1 Apr 2019 |
Bibliographical 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:
© IMechE 2018.
Keywords
- Quality characteristic
- expected quality
- failure rate process
- random environment
- shock process