Discrete Time Shock Models in a Markovian Environment
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Date
2016
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Ieee-inst Electrical Electronics Engineers inc
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Abstract
This paper deals with two different shock models in a Markovian environment. We study a system from a reliability point of view under these two shock models. According to the first model, the system fails if the cumulative shock magnitude exceeds a critical level, while in the second model the failure occurs when the cumulative effect of the shocks in consecutive periods is above a critical level. The shock occurrences over discrete time periods are assumed to be Markovian. We obtain expressions for the failure time distributions of the system under the two model. Illustrative computational results are presented for the survival probabilities and mean time to failure values of the system.
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Eryilmaz, Serkan/0000-0002-2108-1781
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Keywords
Markov chain, phase-type distribution, shock model
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Q1
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Volume
65
Issue
1
Start Page
141
End Page
146