IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v137y2018icp209-216.html
   My bibliography  Save this article

On information-based residual lifetime in survival models with delayed failures

Author

Listed:
  • Cha, Ji Hwan
  • Finkelstein, Maxim

Abstract

At many practical instances, the initiating point events (e.g., shocks) affect an object not immediately, but after some random delay. These models were studied in the literature only for the case when an initial shock process is Poisson. In our paper, we generalize these results to a meaningful case of the generalized Polya process (GPP) of initial shocks that was recently introduced in the literature. Distinct from the Poisson process, the GPP possesses the property of dependent increments, which makes it much more attractive in applications. We derive the distribution of the time to failure for a system subject to the GPP with delays. Our main focus, however, is on analysis of the corresponding residual lifetime distribution that depends now on the full history (information) of the initiating shock process.

Suggested Citation

  • Cha, Ji Hwan & Finkelstein, Maxim, 2018. "On information-based residual lifetime in survival models with delayed failures," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 209-216.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:209-216
    DOI: 10.1016/j.spl.2018.01.028
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715218300397
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2018.01.028?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. Khac Tuan Huynh & Inma T. Castro & Anne Barros & Christophe Bérenguer, 2012. "Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks," Post-Print hal-00790729, HAL.
    2. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, September.
    3. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2011. "Two shock and wear systems under repair standing a finite number of shocks," European Journal of Operational Research, Elsevier, vol. 214(2), pages 298-307, October.
    4. I.T. Castro & N.C. Caballé & C.J. Pérez, 2015. "A condition-based maintenance for a system subject to multiple degradation processes and external shocks," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(9), pages 1692-1704, July.
    5. Huynh, K.T. & Castro, I.T. & Barros, A. & Bérenguer, C., 2012. "Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks," European Journal of Operational Research, Elsevier, vol. 218(1), pages 140-151.
    6. Frostig, Esther & Kenzin, Moshe, 2009. "Availability of inspected systems subject to shocks - A matrix algorithmic approach," European Journal of Operational Research, Elsevier, vol. 193(1), pages 168-183, February.
    7. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, September.
    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. Austin J. Lemoine & Michael L. Wenocur, 1986. "Technical Note—A Note on Shot-Noise and Reliability Modeling," Operations Research, INFORMS, vol. 34(2), pages 320-323, April.
    10. A-Hameed, M. S. & Proschan, F., 1973. "Nonstationary shock models," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 383-404, October.
    11. Kuniewski, Sebastian P. & van der Weide, Johannes A.M. & van Noortwijk, Jan M., 2009. "Sampling inspection for the evaluation of time-dependent reliability of deteriorating systems under imperfect defect detection," Reliability Engineering and System Safety, Elsevier, vol. 94(9), pages 1480-1490.
    12. 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.
    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. Bautista, Lucía & Castro, Inma T. & Landesa, Luis, 2022. "Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity," European Journal of Operational Research, Elsevier, vol. 302(2), pages 560-574.
    2. Antonio Di Crescenzo & Franco Pellerey, 2019. "Some Results and Applications of Geometric Counting Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 203-233, March.
    3. Junyuan Wang & Jimin Ye, 2022. "A new repair model and its optimization for cold standby system," Operational Research, Springer, vol. 22(1), pages 105-122, March.

    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. 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. Ji Hwan Cha & Maxim Finkelstein, 2019. "Optimal preventive maintenance for systems having a continuous output and operating in a random environment," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 327-350, July.
    3. 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.
    4. 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.
    5. Ji Hwan Cha & Maxim Finkelstein, 2019. "On some characteristics of quality for systems operating in a random environment," Journal of Risk and Reliability, , vol. 233(2), pages 257-267, April.
    6. Levitin, Gregory & Finkelstein, Maxim, 2019. "Optimal loading of elements in series systems exposed to external shocks," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    7. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2018. "Optimal mission abort policy for partially repairable heterogeneous systems," European Journal of Operational Research, Elsevier, vol. 271(3), pages 818-825.
    8. Shafiee, Mahmood & Finkelstein, Maxim & Bérenguer, Christophe, 2015. "An opportunistic condition-based maintenance policy for offshore wind turbine blades subjected to degradation and environmental shocks," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 463-471.
    9. Mahmood Shafiee & Maxim Finkelstein, 2015. "A proactive group maintenance policy for continuously monitored deteriorating systems: Application to offshore wind turbines," Journal of Risk and Reliability, , vol. 229(5), pages 373-384, October.
    10. Ji Hwan Cha & Maxim Finkelstein & Gregory Levitin, 2017. "Bivariate preventive maintenance for repairable systems subject to random shocks," Journal of Risk and Reliability, , vol. 231(6), pages 643-653, December.
    11. Caballé, N.C. & Castro, I.T. & Pérez, C.J. & Lanza-Gutiérrez, J.M., 2015. "A condition-based maintenance of a dependent degradation-threshold-shock model in a system with multiple degradation processes," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 98-109.
    12. Zhang, Jian & Huang, Xiaoyan & Fang, Youtong & Zhou, Jing & Zhang, He & Li, Jing, 2016. "Optimal inspection-based preventive maintenance policy for three-state mechanical components under competing failure modes," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 95-103.
    13. Shafiee, Mahmood & Finkelstein, Maxim, 2015. "An optimal age-based group maintenance policy for multi-unit degrading systems," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 230-238.
    14. 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.
    15. 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.
    16. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2018. "Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process," European Journal of Operational Research, Elsevier, vol. 266(1), pages 122-134.
    17. Levitin, Gregory & Finkelstein, Maxim, 2017. "Effect of element separation in series-parallel systems exposed to random shocks," European Journal of Operational Research, Elsevier, vol. 260(1), pages 305-315.
    18. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort policy optimization for series systems with overlapping primary and rescue subsystems operating in a random environment," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    19. Gregory Levitin & Maxim Finkelstein, 2018. "Optimal mission abort policy with multiple shock number thresholds," Journal of Risk and Reliability, , vol. 232(6), pages 607-615, December.
    20. 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.

    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:eee:stapro:v:137:y:2018:i:c:p:209-216. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    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.