Degradation processes in reliability
degradationgamma processmodel selectionPoisson processPoisson random measuresreliabilitysimulationstochastic processWiener process
Foundations of stochastic processes (60G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Reliability and life testing (62N05) Applications of statistics in engineering and industry; control charts (62P30) Reliability, availability, maintenance, inspection in operations research (90B25)
The present book consists of 211 pages organized in four chapters. The first three chapters deal with different degradation models and the last one is devoted to some illustrative studies based on the real data sets described in the previous chapters.NEWLINENEWLINEIn Chapter 1 (Wiener processes), among others, the Wiener process is introduced and its first-passage time distribution is studied. Then, statistical inference is considered for various types of sampling schemes.NEWLINENEWLINEChapter 2 (Gamma processes) is devoted to gamma distribution, Poisson random measures and the construction of gamma processes. Then, time-to-failures problems are investigated from a probabilistic point of view and simulation tools are numerically studied.NEWLINENEWLINEChapter 3 (Doubly stochastic marked Poisson processes) treats a cumulative shock model, where the shocks arrive according to a doubly stochastic Poisson process. Then, different parametric models are analyzed, for which probabilistic results are given (including on the first passage time distribution), and estimation procedures are developed.NEWLINENEWLINEChapter 4 (Model selection and application to real data set) is devoted to the use of the previously described degradation models on real data sets. It highlights some differences between the Wiener and the gamma processes depending on the modeling aims. Some procedures for selecting a model and testing its goodness of fit are also suggested.NEWLINENEWLINEAltogether, this is a carefully written book with a rigorous mathematical treatment that is highly recommended to experts of mathematical reliability theory.
- Degradation-based reliability modeling of complex systems in dynamic environments
- Review of reliability analysis methods based on degradation modeling
- Reliability of deterioration system
- Estimation of reliability with semi-parametric modeling of degradation
- Stochastic dynamics and reliability of degrading systems
- Profust reliability of a gracefully degradable system
- scientific article; zbMATH DE number 6718890
- Degradation modeling and reliability assessment of multi-stage system with calibrations
- Statistical modeling for degradation data
- Modeling of semi-competing risks by means of first passage times of a stochastic process
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- Optimal warranty policy with inspection for heterogeneous, stochastically degrading items
- A stage structured demographic model with ``no-regression growth: the case of constant development rate
- Two reliability acceptance sampling plans for items subject to Wiener process of degradation
- Extension of the parametric delta method with an application to an inference method for a degradation model
- Aging perspectives in some nondegradation stochastic processes
- Optimal selection of the most reliable design based on gamma degradation processes
- Failure time of non homogeneous gamma process
- Reliability of deterioration system
- scientific article; zbMATH DE number 6718890 (Why is no real title available?)
- A mathematical model of degradation path for the response of cortisol due to the effects of acute psychological stress
- Degradation models with random life resources
- scientific article; zbMATH DE number 710499 (Why is no real title available?)
- A survey of modeling and application of non-destructive and destructive degradation tests
- Gamma degradation models: inference and optimal design
- Stochastic comparisons and ageing properties of an extended gamma process
- Transformed Lévy processes as state-dependent wear models
- A new method for analyzing the reliable film device degradation
- Time Series Modeling of Degradation Due to Outdoor Weathering
- Variables acceptance reliability sampling plan for items subject to inverse Gaussian degradation process
- Modeling multivariate degradation processes with time-variant covariates and imperfect maintenance effects
- Statistical inference for a Wiener-based degradation model with imperfect maintenance actions under different observation schemes
- Parameter estimation for a repairable system with imperfect maintenance: inverse Gaussian-based degradation
- Improved likelihood estimation for noisy gamma degradation processes via sequential Monte Carlo
- Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process
- Goodness-of-fit test for homogeneous gamma process under a general sampling scheme
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