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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
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    References listed on IDEAS

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    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.
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    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).
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    3. 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.
    4. 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.
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    7. 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.

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