IDEAS home Printed from https://ideas.repec.org/a/spr/topjnl/v32y2024i2d10.1007_s11750-024-00665-z.html
   My bibliography  Save this article

Discussing some approaches to delta-shock modeling

Author

Listed:
  • Maxim Finkelstein

    (University of the Free State
    University of Strathclyde)

  • Ji Hwan Cha

    (Ewha Womans University)

Abstract

We revisit the ‘classical’ delta-shock model and generalize it to the case of renewal processes of external shocks with arbitrary inter-arrival times and arbitrary distribution of the ‘recovery’ parameter delta. Our innovative approach is based on defining the renewal points for the model and deriving the corresponding integral equations for the survival probabilities of interest that describe the setting probabilistically. As examples, the cases of exponentially distributed and constant delta are analyzed. Furthermore, delta shock modeling for systems with protection and two shock processes is considered. The first process targets the defense system and can partially destroy it. In this case, the second process that targets the main, protected system can result in its failure. The damages of the defense system are recovered during the recovery time delta. As exact solutions of the discussed problems are rather cumbersome, we provide simple and easy approximate solutions that can be implemented in practice. These results are justified under the assumption of ‘fast repair’ when the recovery time delta is stochastically much smaller than the inter-arrival times of the shock processes. The corresponding numerical examples (with discussion) illustrate our findings.

Suggested Citation

  • Maxim Finkelstein & Ji Hwan Cha, 2024. "Discussing some approaches to delta-shock modeling," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 245-262, July.
  • Handle: RePEc:spr:topjnl:v:32:y:2024:i:2:d:10.1007_s11750-024-00665-z
    DOI: 10.1007/s11750-024-00665-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11750-024-00665-z
    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/s11750-024-00665-z?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. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, April.
    2. Tang, Ya-yong & Lam, Yeh, 2006. "A [delta]-shock maintenance model for a deteriorating system," European Journal of Operational Research, Elsevier, vol. 168(2), pages 541-556, January.
    3. Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1627-1650, September.
    4. Serkan Eryilmaz & Maxim Finkelstein, 2022. "Reliability of the two-unit priority standby system revisited," Journal of Risk and Reliability, , vol. 236(6), pages 1096-1103, December.
    5. Zhao, Xian & Qi, Xin & Wang, Xiaoyue, 2023. "Reliability assessment for coherent systems operating under a generalized mixed shock model with multiple change points of the environment," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    6. Ji Cha & Maxim Finkelstein & Francois Marais, 2014. "Survival of systems with protection subject to two types of external attacks," Annals of Operations Research, Springer, vol. 212(1), pages 79-91, January.
    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. Hamed Lorvand & Somayeh Zarezadeh, 2025. "Reliability modeling of weighted k-out-of-n systems exposed to external shocks," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(1), pages 133-160, April.

    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. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2015. "A shock and wear model with dependence between the interarrival failures," Applied Mathematics and Computation, Elsevier, vol. 259(C), pages 339-352.
    2. Goyal, Dheeraj & Finkelstein, Maxim & Hazra, Nil Kamal, 2025. "On repairable systems with time redundancy and operational constraints," Reliability Engineering and System Safety, Elsevier, vol. 255(C).
    3. Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On the general $$\delta $$ δ -shock model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 994-1029, December.
    4. 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).
    5. Caiyun Niu & Xiaolin Liang & Bingfeng Ge & Xue Tian & Yingwu Chen, 2016. "Optimal replacement policy for a repairable system with deterioration based on a renewal-geometric process," Annals of Operations Research, Springer, vol. 244(1), pages 49-66, September.
    6. Majid Asadi & Maxim Finkelstein, 2024. "On variability of the mean remaining lifetime at random age," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(3), pages 717-730, September.
    7. Maxim S. Finkelstein, 2008. "On systems with shared resources and optimal switching strategies," MPIDR Working Papers WP-2008-025, Max Planck Institute for Demographic Research, Rostock, Germany.
    8. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2018. "Constructing a Markov process for modelling a reliability system under multiple failures and replacements," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 34-47.
    9. Lina Bian & Bo Peng & Yong Ye, 2023. "Reliability Analysis and Optimal Replacement Policy for Systems with Generalized Pólya Censored δ Shock Model," Mathematics, MDPI, vol. 11(21), pages 1-19, November.
    10. Ji Hwan Cha & Maxim Finkelstein, 2020. "On optimal life extension for degrading systems," Journal of Risk and Reliability, , vol. 234(3), pages 487-495, June.
    11. Levitin, Gregory & Finkelstein, Maxim, 2018. "Optimal mission abort policy for systems in a random environment with variable shock rate," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 11-17.
    12. Maxim Finkelstein & Ji Hwan Cha, 2022. "Reducing degradation and age of items in imperfect repair modeling," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1058-1081, December.
    13. Anders S. G. Andrae & Mengjun Xia & Jianli Zhang & Xiaoming Tang, 2016. "Practical Eco-Design and Eco-Innovation of Consumer Electronics—the Case of Mobile Phones," Challenges, MDPI, vol. 7(1), pages 1-19, February.
    14. Ji Hwan Cha & Maxim Finkelstein, 2020. "Is perfect repair always perfect?," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 90-104, March.
    15. Wang, Xiaolin & Li, Lishuai & Xie, Min, 2020. "An unpunctual preventive maintenance policy under two-dimensional warranty," European Journal of Operational Research, Elsevier, vol. 282(1), pages 304-318.
    16. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Mission abort policy balancing the uncompleted mission penalty and system loss risk," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 194-201.
    17. Ting Li & James Anderson, 2013. "Shaping human mortality patterns through intrinsic and extrinsic vitality processes," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(12), pages 341-372.
    18. Ji Cha & Maxim S. Finkelstein, 2009. "Stochastically ordered subpopulations and optimal burn-in procedure," MPIDR Working Papers WP-2009-030, Max Planck Institute for Demographic Research, Rostock, Germany.
    19. Yevkin, Alexander & Krivtsov, Vasiliy, 2020. "A generalized model for recurrent failures prediction," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    20. Finkelstein, Maxim & Ludick, Zani, 2014. "On some steady-state characteristics of systems with gradual repair," Reliability Engineering and System Safety, Elsevier, vol. 128(C), pages 17-23.

    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:topjnl:v:32:y:2024:i:2:d:10.1007_s11750-024-00665-z. 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.