A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence

Sophie Mercier () and Hai Ha Pham ()
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Sophie Mercier: Université de Pau et des Pays de l’Adour
Hai Ha Pham: Duytan University

Methodology and Computing in Applied Probability, 2016, vol. 18, issue 2, 377-400

Abstract: Abstract A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where soft failures refer to the reaching of a given threshold for the degradation level, and sudden failures to accidental failures, characterized by a failure rate. A non-fatal shock increases both degradation level and failure rate of a random amount, with possible dependence between the two increments. The system reliability is calculated by four different methods. Conditions under which the system lifetime is New Better than Used are proposed. The influence of various parameters of the shocks environment on the system lifetime is studied.

Keywords: Reliability; Bivariate non homogeneous compound Poisson process; Hazard rate process; Poisson random measure; Stochastic order; Ageing properties; Two-component series system; 60K10; 60G51 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11009-014-9423-6

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