Generalized Extreme Shock Models and Their Applications
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Date
2020
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Publisher
Taylor & Francis inc
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Abstract
In the classical extreme shock model, the system fails due to a single catastrophic shock. In this paper, by assuming different arrival patterns of the shocks, two new types of extreme shock models are introduced. In these models, m possible sources may exert shocks on the system. Both models reduce to the classical extreme shock model when m = 1. Assuming phase-type distribution for times between successive shocks, we obtain survival functions and mean time to failure values of the system under new models. Two different optimization problems are also considered to determine the optimal number of sources.
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Eryilmaz, Serkan/0000-0002-2108-1781
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Keywords
Phase-type distributions, reliability, shock model
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Q4
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Volume
49
Issue
1
Start Page
110
End Page
120