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A new stress–strength model for systems subject to stochastic shocks

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  • Gregory Levitin
  • Maxim Finkelstein

Abstract

A new general approach for obtaining system survival probability under the Poisson shock process is suggested. It takes into account the explicitly defined distribution of shock magnitude (stress) and system strength deterioration caused by the previous shocks. The approach can be used for any form of stress distribution, strength deterioration function and stress–strength interplay model. Specifically, we use the contest success function to model the stress–strength interplay and a cumulative stress ratio form function to represent strength deterioration. Numerical examples illustrating the obtained results are presented.

Suggested Citation

  • Gregory Levitin & Maxim Finkelstein, 2017. "A new stress–strength model for systems subject to stochastic shocks," Journal of Risk and Reliability, , vol. 231(2), pages 172-179, April.
    • Handle: RePEc:sae:risrel:v:231:y:2017:i:2:p:172-179
    DOI: 10.1177/1748006X16689543
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    References listed on IDEAS

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    1. Levitin, Gregory & Hausken, Kjell, 2008. "Protection vs. redundancy in homogeneous parallel systems," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1444-1451.
    2. 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.
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    4. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, January.
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    6. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, January.
    7. Kjell Hausken, 2005. "Production and Conflict Models Versus Rent-Seeking Models," Public Choice, Springer, vol. 123(1), pages 59-93, April.
    8. Maxim Finkelstein & Ji Hwan Cha, 2013. "Burn-in for Heterogeneous Populations," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 261-312, Springer.
    9. Finkelstein, Maxim & Marais, Francois, 2010. "On terminating Poisson processes in some shock models," Reliability Engineering and System Safety, Elsevier, vol. 95(8), pages 874-879.
    10. Stergios Skaperdas, 1996. "Contest success functions (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 283-290.
    11. Cha, Ji Hwan & Finkelstein, Maxim, 2014. "Some notes on unobserved parameters (frailties) in reliability modeling," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 99-103.
    12. Gregory Levitin & Kjell Hausken, 2013. "Parallel systems under two sequential attacks with contest intensity variation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 207-224, January.
    13. Kjell Hausken & Gregory Levitin, 2008. "Efficiency of Even Separation of Parallel Elements with Variable Contest Intensity," Risk Analysis, John Wiley & Sons, vol. 28(5), pages 1477-1486, October.
    14. 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.
    15. Maxim Finkelstein & Ji Hwan Cha, 2013. "Shocks as Burn-in," Springer Series in Reliability Engineering, in: Stochastic Modeling for Reliability, edition 127, chapter 0, pages 313-361, Springer.
    16. Yan-Hui Lin & Yan-Fu Li & Enrico Zio, 2016. "Reliability assessment of systems subject to dependent degradation processes and random shocks," IISE Transactions, Taylor & Francis Journals, vol. 48(11), pages 1072-1085, November.
    17. Massimiliano Giorgio & Maurizio Guida & Gianpaolo Pulcini, 2011. "An age- and state-dependent Markov model for degradation processes," IISE Transactions, Taylor & Francis Journals, vol. 43(9), pages 621-632.
    18. Gut, Allan & Hüsler, Jürg, 2005. "Realistic variation of shock models," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 187-204, September.
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    Cited by:

    1. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Heterogeneous standby systems with shocks-driven preventive replacements," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1189-1197.

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