کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
480635 1445984 2016 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
New shock models based on the generalized Polya process
ترجمه فارسی عنوان
مدل های شوک جدید بر اساس فرایند Pólya تعمیم یافته
کلمات کلیدی
روند Pólya تعمیم یافته؛ مدل شوک شدید؛ مدل شوک تجمعی؛ مدل شوک ترکیبی ؛ ساییدگی وابسته به زمان
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
چکیده انگلیسی


• This paper studies shock models based on a new counting process of shocks.
• The obtained results are interpreted based on the point process approach.
• The obtained results are analyzed based on the dependence structure of the shock process.
• This paper suggests possible applications of new shock models to various topics in operations research.

Various shock models have been extensively studied in the literature, mostly under the assumption of the Poisson process of shocks. In the current paper, we study shock models under the generalized Polya process (GPP) of shocks, which has been recently introduced and characterized in the literature (see Konno (2010) and Cha, 2014). Distinct from the widely used nonhomogeneous Poisson process, the important feature of this process is the dependence of its stochastic intensity on the number of previous shocks. We consider the extreme shock model, where each shock is catastrophic for a system with probability p(t  ) and is harmless with the complementary probability q(t)=1−p(t)q(t)=1−p(t). The corresponding survival and the failure rate functions are derived and analyzed. These results can be used in various applications including engineering, survival analysis, finance, biology and so forth. The cumulative shock model, where each shock results in the increment of wear and a system's failure occurs when the accumulated wear reaches some boundary is also considered. A new general concept describing the dependent increments property of a stochastic process is suggested and discussed with respect to the GPP.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 251, Issue 1, 16 May 2016, Pages 135–141
نویسندگان
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