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Stochastic modeling of quality of systems operating in a heterogeneous environment

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  • Ji Hwan Cha
  • Maxim Finkelstein

Abstract

We consider systems that are subject to an external mixed Poisson shock process. Each shock can result in a failure of a system with a given probability and is survived with the complementary probability. Each shock additionally decreases the quality function that describes the performance of a system, thus forming the corresponding stochastic process. Expectations (unconditional and conditional on survival) and relevant variability characteristics for the stochastic quality function are derived. Some monotonicity properties of the conditional quality function are investigated and the future values of this function are derived.

Suggested Citation

  • Ji Hwan Cha & Maxim Finkelstein, 2019. "Stochastic modeling of quality of systems operating in a heterogeneous environment," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(6), pages 1344-1365, November.
    • Handle: RePEc:wly:apsmbi:v:35:y:2019:i:6:p:1344-1365
    DOI: 10.1002/asmb.2484
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    References listed on IDEAS

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    1. Toshio Nakagawa, 2007. "Shock and Damage Models in Reliability Theory," Springer Series in Reliability Engineering, Springer, number 978-1-84628-442-7, February.
    2. Maxim Finkelstein, 2008. "Failure Rate Modelling for Reliability and Risk," Springer Series in Reliability Engineering, Springer, number 978-1-84800-986-8, February.
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    Cited by:

    1. Ji Hwan Cha & Maxim Finkelstein, 2023. "Acceptance reliability sampling plan for items from heterogeneous populations," Journal of Risk and Reliability, , vol. 237(6), pages 1199-1208, December.

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