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On a hazard (failure) rate process with delays after shocks

Author

Listed:
  • Hazra, Nil Kamal
  • Finkelstein, Maxim
  • Cha, Ji Hwan

Abstract

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.

Suggested Citation

  • Hazra, Nil Kamal & Finkelstein, Maxim & Cha, Ji Hwan, 2022. "On a hazard (failure) rate process with delays after shocks," Statistics & Probability Letters, Elsevier, vol. 181(C).
    • Handle: RePEc:eee:stapro:v:181:y:2022:i:c:s0167715221002388
    DOI: 10.1016/j.spl.2021.109276
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    References listed on IDEAS

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    Full references (including those not matched with items on IDEAS)

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