On a cumulative damage process and resulting first passages times

被引：16

作者：

Kahle, W ^{[1
]}

Wendt, H ^{[1
]}

机构：

[1] Otto Von Guericke Univ, Fac Math, D-39016 Magdeburg, Germany

来源：

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | 2004年 / 20卷 / 01期

关键词：

marked point process; doubly Stochastic Poisson process; position-dependent marking; shock model; first-passage time;

D O I：

10.1002/asmb.511

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The reliability of a product is often affected by a damage process. In this paper we consider a shock model where at random times a shock causes a random damage. The cumulative damage process is assumed to be generated by a position-dependent marking of a doubly stochastic Poisson process. Some characteristics of this process are described. For general and special cases the probability that the damage process does not cross a certain threshold before a time t is calculated. Copyright (C) 2004 John Wiley Sons, Ltd.

引用

页码：17 / 26

页数：10

共 22 条

[1] AIGNER M, 1993, DISKRETE MATH
[2] ALBRECHT P, 1981, DYNAMISCHE STAT ENTS
[3] Anderson P., 1993, STAT MODELS BASED CO
[4] AVEN T, 1998, STOCHASTIC MODELS RE
[5] BREMAUDD P, 1998, POINT PROCESSES QUEU
[6] COX DR, 1955, J ROY STAT SOC B, V17, P129
[7] CRAMER H, 1971, SKAND AKTUARIETIDS S, V3, P13
[8] SHOCK MODELS AND WEAR PROCESSES
ESARY, JD
MARSHALL, AW
PROSCHAN, F
[J]. ANNALS OF PROBABILITY, 1973, 1 (04) : 627 - 649
[9] FENG W, 1994, COMMUNICATIONS STAT, V10, P679
[10] GRANDDELL J, 1991, ASPECTS RISK THEORY

← 1 2 3 →