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Article Citation - WoS: 7Citation - Scopus: 7A Generalized Class of Correlated Run Shock Models(de Gruyter Poland Sp Zoo, 2018) Yalcin, Femin; Eryilmaz, Serkan; Bozbulut, Ali RizaIn this paper, a generalized class of run shock models associated with a bivariate sequence {(X-i, Y-i)}(i >= 1) of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X-1, X-2, ... over time, let the random variables Y-1, Y-2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = Sigma(N)(t=1) Y-t, where N is a stopping time for the sequence {Xi}(i >= 1) and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {X-i, 1 <= i <= N}Distributions of T and M are investigated when N has a phase-type distribution.Article Citation - WoS: 27Citation - Scopus: 31Generalized Extreme Shock Models and Their Applications(Taylor & Francis inc, 2020) Bozbulut, Ali Riza; Eryilmaz, SerkanIn 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.
