On some characteristics of quality for systems operating in a random environment
- 주제(키워드) Quality characteristic , expected quality , random environment , shock process , failure rate process
- 주제(기타) Engineering, Multidisciplinary; Engineering, Industrial; Operations Research & Management Science
- 설명문(일반) [Cha, Ji Hwan] Ewha Womans Univ, Dept Stat, Seoul 120750, South Korea; [Finkelstein, Maxim] Univ Free State, Dept Math Stat, Bloemfontein, South Africa; [Finkelstein, Maxim] ITMO Univ, St Petersburg, Russia
- 등재 SCIE, SCOPUS
- 발행기관 SAGE PUBLICATIONS LTD
- 발행년도 2019
- URI http://www.dcollection.net/handler/ewha/000000160119
- 본문언어 영어
- Published As http://dx.doi.org/10.1177/1748006X18775901
초록/요약
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.
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