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Shock model in Markovian environment

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  • Gang Li
  • Jiaowan Luo

Abstract

A Markov modulated shock models is studied in this paper. In this model, both the interarrival time and the magnitude of the shock are determined by a Markov process. The system fails whenever a shock magnitude exceeds a pre‐specified level η. Nonexponential bounds of the reliability are given when the interarrival time has heavy‐tailed distribution. The exponential decay of the reliability function and the asymptotic failure rate are also considered for the light‐tailed case. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005

Suggested Citation

  • Gang Li & Jiaowan Luo, 2005. "Shock model in Markovian environment," Naval Research Logistics (NRL), John Wiley & Sons, vol. 52(3), pages 253-260, April.
    • Handle: RePEc:wly:navres:v:52:y:2005:i:3:p:253-260
    DOI: 10.1002/nav.20068
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    References listed on IDEAS

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    1. Richard M. Feldman, 1977. "Optimal Replacement with Semi-Markov Shock Models Using Discounted Costs," Mathematics of Operations Research, INFORMS, vol. 2(1), pages 78-90, February.
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    Cited by:

    1. Jeffrey P. Kharoufeh & Dustin G. Mixon, 2009. "On a Markov‐modulated shock and wear process," Naval Research Logistics (NRL), John Wiley & Sons, vol. 56(6), pages 563-576, September.
    2. Jeffrey Kharoufeh & Steven Cox & Mark Oxley, 2013. "Reliability of manufacturing equipment in complex environments," Annals of Operations Research, Springer, vol. 209(1), pages 231-254, October.

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