IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v13y2011i3d10.1007_s11009-010-9171-1.html
   My bibliography  Save this article

On a Stochastic Survival Model for a System Under Randomly Variable Environment

Author

Listed:
  • Ji Hwan Cha

    (Ewha Womans University)

  • Jie Mi

    (Florida International University)

Abstract

In many cases, the survival probability of a system depends not only on the intrinsic characteristic of the system itself but also on the randomly variable external environment under which the system is being operated. In this paper we study a stochastic survival model for a system under random shock process which affects the survival of the system in a complicated way. The lifetime distribution of the system is derived, and the effect of environmental factors on the failure process of the system is also investigated.

Suggested Citation

  • Ji Hwan Cha & Jie Mi, 2011. "On a Stochastic Survival Model for a System Under Randomly Variable Environment," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 549-561, September.
    • Handle: RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9171-1
    DOI: 10.1007/s11009-010-9171-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-010-9171-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11009-010-9171-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A-Hameed, M. S. & Proschan, F., 1973. "Nonstationary shock models," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 383-404, October.
    2. Y. Kebir, 1991. "On hazard rate processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(6), pages 865-876, December.
    3. Elja Arjas, 1981. "The Failure and Hazard Processes in Multivariate Reliability Systems," Mathematics of Operations Research, INFORMS, vol. 6(4), pages 551-562, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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).
    2. Alberti, Alexandre R. & Cavalcante, Cristiano A.V., 2020. "A two-scale maintenance policy for protection systems subject to shocks when meeting demands," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    3. Qiao, Peirui & Ma, Yizhong & Luo, Ming & Shen, Jingyuan & Zhou, Hanting, 2024. "Reliability modeling and warranty optimization for products with self-healing under a dynamic shock environment," Reliability Engineering and System Safety, Elsevier, vol. 249(C).
    4. Qiu, Qingan & Cui, Lirong, 2019. "Optimal mission abort policy for systems subject to random shocks based on virtual age process," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 11-20.
    5. Lee, Hyunju & Cha, Ji Hwan, 2014. "On construction of general classes of bivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 151-159.
    6. Zhang, Zihan & Yang, Li, 2020. "Postponed maintenance scheduling integrating state variation and environmental impact," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    7. Yang, Li & Zhao, Yu & Peng, Rui & Ma, Xiaobing, 2018. "Hybrid preventive maintenance of competing failures under random environment," Reliability Engineering and System Safety, Elsevier, vol. 174(C), pages 130-140.
    8. Mercier, Sophie & Pham, Hai Ha, 2017. "A bivariate failure time model with random shocks and mixed effects," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 33-51.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ji Hwan Cha & Maxim Finkelstein, 2018. "On a New Shot Noise Process and the Induced Survival Model," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 897-917, September.
    2. 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).
    3. Sheu, Shey-Huei, 1998. "A generalized age and block replacement of a system subject to shocks," European Journal of Operational Research, Elsevier, vol. 108(2), pages 345-362, July.
    4. Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2933-2960, December.
    5. van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
    6. Dequan Yue & Jinhua Cao, 2001. "The NBUL class of life distribution and replacement policy comparisons," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(7), pages 578-591, October.
    7. Finkelstein, M. S., 2003. "A model for spatial survival," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 371-378, May.
    8. Hyunju Lee & Ji Hwan Cha, 2021. "A general multivariate new better than used (MNBU) distribution and its properties," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 27-46, January.
    9. Abdolsaeed Toomaj & Antonio Di Crescenzo, 2020. "Connections between Weighted Generalized Cumulative Residual Entropy and Variance," Mathematics, MDPI, vol. 8(7), pages 1-27, July.
    10. Song, Sanling & Coit, David W. & Feng, Qianmei, 2014. "Reliability for systems of degrading components with distinct component shock sets," Reliability Engineering and System Safety, Elsevier, vol. 132(C), pages 115-124.
    11. Ji Hwan Cha & Massimiliano Giorgio, 2018. "Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1137-1154, December.
    12. Zhao, Xian & Guo, Xiaoxin & Wang, Xiaoyue, 2018. "Reliability and maintenance policies for a two-stage shock model with self-healing mechanism," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 185-194.
    13. Chen, Yunxia & Zhang, Wenbo & Xu, Dan, 2019. "Reliability assessment with varying safety threshold for shock resistant systems," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 49-60.
    14. Costa Bueno, Vanderlei da, 2008. "Reliability properties under a stopping time shift," European Journal of Operational Research, Elsevier, vol. 186(1), pages 202-210, April.
    15. Mini N. Balu & S.V. Sabnis, 1999. "Preservation of unimodality under shock models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(8), pages 952-957, December.
    16. Barros, A. & Bérenguer, C. & Grall, A., 2005. "On the hazard rate process for imperfectly monitored multi-unit systems," Reliability Engineering and System Safety, Elsevier, vol. 90(2), pages 169-176.
    17. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "New shock models based on the generalized Polya process," European Journal of Operational Research, Elsevier, vol. 251(1), pages 135-141.
    18. Sophie Mercier & Hai Ha Pham, 2016. "A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence," Methodology and Computing in Applied Probability, Springer, vol. 18(2), pages 377-400, June.
    19. Sophie Mercier & Carmen Sangüesa, 2023. "A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(1), pages 91-129, January.
    20. Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9171-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.