IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v20y2018i3d10.1007_s11009-017-9550-y.html
   My bibliography  Save this article

On a New Shot Noise Process and the Induced Survival Model

Author

Listed:
  • Ji Hwan Cha

    (Ewha Womans University)

  • Maxim Finkelstein

    (University of the Free State
    ITMO University)

Abstract

Traditionally, in applications, the shot noise processes have been studied under the assumption that the underlying arrival point process (shock process) is the homogeneous (or nonhomogeneous) Poisson process. However, most of the real life shock processes do not possess the independent increments property and the Poisson assumption is made just for simplicity. Recently, in the literature, a new point process, the generalized Polya process (GPP), has been proposed and characterized. The GPP is defined via the stochastic intensity that depends on the number of events in the previous interval and, therefore, does not possess the independent increments property. In this paper, we consider the GPP as an underlying shock process for the shot noise process. The corresponding survival model is considered and the survival probability and its failure rate are derived and thoroughly analyzed. Furthermore, a new concept, the history-dependent residual life time, is defined and discussed.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-017-9550-y
    DOI: 10.1007/s11009-017-9550-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-017-9550-y
    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/s11009-017-9550-y?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. 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.
    5. Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
    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. Asfaw, Zeytu Gashaw & Lindqvist, Bo Henry, 2015. "Extending minimal repair models for repairable systems: A comparison of dynamic and heterogeneous extensions of a nonhomogeneous Poisson process," Reliability Engineering and System Safety, Elsevier, vol. 140(C), pages 53-58.
    9. 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.
    10. Kenzin, Moshe & Frostig, Esther, 2009. "M out of n inspected systems subject to shocks in random environment," Reliability Engineering and System Safety, Elsevier, vol. 94(8), pages 1322-1330.
    11. 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.
    12. A-Hameed, M. S. & Proschan, F., 1973. "Nonstationary shock models," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 383-404, October.
    13. Y. Kebir, 1991. "On hazard rate processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(6), pages 865-876, December.
    14. 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.

    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. 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.
    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. 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.
    4. 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.
    5. 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.
    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. 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.
    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. 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.
    11. Cha, Ji Hwan & Finkelstein, Maxim, 2016. "Justifying the Gompertz curve of mortality via the generalized Polya process of shocks," Theoretical Population Biology, Elsevier, vol. 109(C), pages 54-62.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    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. 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.
    20. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy K," European Journal of Operational Research, Elsevier, vol. 235(3), pages 636-642.

    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:20:y:2018:i:3:d:10.1007_s11009-017-9550-y. 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.