On a hazard (failure) rate process with delays after shocks
- 주제(키워드) Failure rate , Hazard rate process , Nonhomogeneous Poisson process , Stochastic intensity
- 등재 SCIE, SCOPUS
- 발행기관 Elsevier B.V.
- 발행년도 2022
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000183973
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.spl.2021.109276
초록/요약
Distinct from conventional shock models when a failure of a system or accumulation of the corresponding damage occurs immediately after a shock, we consider a setting when these consequences appear with a random delay. In our model, a shock acts directly upon the failure rate of a system. This, after a random time, can result either in a failure or in the increase in the failure rate by a random amount. We derive expressions for survival probability and the failure rate for a system. Asymptotic behavior of the failure rate is also studied in detail. © 2021 Elsevier B.V.
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