Stochastic modeling of quality of systems operating in a heterogeneous environment
- 주제(키워드) mixed Poisson process , quality characteristic , random environment , reliability measure , shock process
- 주제(기타) Operations Research & Management Science
- 주제(기타) Mathematics, Interdisciplinary Applications
- 주제(기타) Statistics & Probability
- 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 WILEY
- 발행년도 2019
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000172033
- 본문언어 영어
- Published As https://dx.doi.org/10.1002/asmb.2484
초록/요약
We consider systems that are subject to an external mixed Poisson shock process. Each shock can result in a failure of a system with a given probability and is survived with the complementary probability. Each shock additionally decreases the quality function that describes the performance of a system, thus forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and relevant variability characteristics for the stochastic quality function are derived. Some monotonicity properties of the conditional quality function are investigated and the future values of this function are derived.
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