Technical Note—A Note on Shot-Noise and Reliability Modeling

Austin J. Lemoine and Michael L. Wenocur
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Austin J. Lemoine: Ford Aerospace & Communications Corporation, Palo Alto, California
Michael L. Wenocur: Ford Aerospace & Communications Corporation, Palo Alto, California

Operations Research, 1986, vol. 34, issue 2, 320-323

Abstract: We discuss a reliability model that reflects the dynamic dependency between system failure and system stress. For example, the mortality rate for individuals who have had a heart attack declines with time. In particular, we use a shot-noise process to model “residual system stress,” which in turn drives a doubly stochastic Poisson process model for system failures. Intuitively, residual stress (or susceptibility to failure) may vary in a random manner yet be essentially unobservable, while system failures may be readily detectable and observable. Shot-noise distributions have a richness and subtlety that suggest untapped potential for applications. The doubly stochastic Poisson process provides a reasonable framework for modeling randomly varying rates of occurrence in a broad variety of settings.

Keywords: 570 stochastic model applications; 723 failure models (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:34:y:1986:i:2:p:320-323

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