Extreme shock models
Shock models are systems that at random times are subject to shocks of random magnitudes. One distinguishes between two major types: cumulative shock models and extreme shock models. Systems governed by the former kind break down when the cumulative shock magnitude exceeds some given level -- the effect of the shocks is cumulative -- whereas systems modeled by the latter kind break down as soon as an individual shock exceeds some given level. Both models are in turn divided into two kinds: model I and II, respectively. In the first model a given shock is correlated to the length of the time interval preceding the given shock, and in model II to the time interval following the given shock. The general setup in cumulative shock models is a family \(\{(X_{k}, Y_{k})\), \(k\geq 0\}\) of i.i.d. two-dimensional random vectors, where \(X_{k}\) represents the magnitude of the \(k\)th shock and where \(Y_{k}\) represents the time between the \((k-1)\)st and the \(k\)th shock in model I, and the time between the \(k\)th and the \((k+1)\)st shock in model II. The main object of interest is the lifetime/failure time of the system. In the model I: \(X_{0}=Y_{0}=0,\) and \(T_{n}=\sum_{n}Y_{k}\) and \(S_{n}=\sum_{n}X_{k},\) \(n\geq 1,\) and the first passage time process \(\{\tau(t), t\geq 0\}\) is \(\tau(t)=\min\{n: S_{n}>t\}.\) The failure time is described by the random variable \(T_{\tau(t)}.\) The aim of the present paper is to provide an analogous treatment for the extreme shock model. The model I is considered. The difference is that \(\tau(t)\) is replaced by \(\tau(t)=\min\{n: X_{n}> t\}.\) Moment relations and asymptotic distributions of \(T_{\tau(t)}\) as \(t\) increases in such a way that \(P\{X_{1}> t\}\) tends to \(0\) are derived. A final section discusses some extensions: more general events of failure, the non-i.i.d. case, and point process convergence for a particular case.
- Shock models with MIFRA time to failure distributions
- Directionally convex comparison of correlated first passage times
- Optimal order-replacement policy for a phase-type geometric process model with extreme shocks
- Limit theorems for local cumulative shock models with cluster shock structure
- Limit theorems for mixed max-sum processes with renewal stopping
- Cumulative damage and times of occurrence for a multicomponent system: a discrete time approach
- Reliability of systems subjects to shocks with a stochastic dependence of the damages
- A generalized class of correlated run shock models
- On the time-dependent delta-shock model governed by the generalized Pólya process
- A new class of survival distribution for degradation processes subject to shocks
- Lifetime properties of a cumulative shock model with a cluster structure
- On Marshall-Olkin type distribution with effect of shock magnitude
- Realistic variation of shock models
- Exchangeable exogenous shock models
- On the general \(\delta \)-shock model
- On properties of the phase-type mixed Poisson process and its applications to reliability shock modeling
- Stochastic survival models with events triggered by external shocks
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence
- Local limit theorems for shock models
- 3D model of bow shocks
- General shock models with random threshold
- Competing risks within shock models
- A class of correlated cumulative shock models
- scientific article; zbMATH DE number 3934173 (Why is no real title available?)
- Limit theorems for general shock models with infinite mean intershock times
- A note on cumulative shock models
- Comparison of combined stochastic risk processes and its applications
- Shock model in Markovian environment
- On a cumulative damage process and resulting first passages times
- Analysis of Markov renewal shock models
- On Excess-time Correlated Cumulative Processes
- Optimal replacement policy for a general geometric process model with -shock
- On history-dependent mixed shock models
- A NEW SHOCK MODEL WITH A CHANGE IN SHOCK SIZE DISTRIBUTION
- scientific article; zbMATH DE number 3892337 (Why is no real title available?)
- Optimal replacement policy based on maximum repair time for a random shock and wear model
- On new classes of extreme shock models and some generalizations
- On the fatal shock model
- Tightness and weak convergence for jump processes
- Mixed shock models
- Reliability analysis for shock systems based on damage evolutions via Markov processes
- Reliability and optimal replacement policy for a generalized mixed shock model
- A general class of shock models with dependent inter-arrival times
- On mixed censored -shock models
- Two novel critical shock models based on Markov renewal processes
- Reliability optimization for series and parallel systems with series subsystem and comprising of dependent components under random shock environment
- Extreme shock models: an alternative perspective
- Distributions of random variables involved in discrete censored δ-shock models
- On survival of coherent systems subject to random shocks
- On a stochastic survival model for a system under randomly variable environment
- Reliability and optimal age replacement policy of a system subject to shocks following a Markovian arrival process
- A generalized censored -shock model for multi-state systems
- On stochastic ordering among extreme shock models
- A new mixed generalized -shock model
- Reliability analysis of dependent competing failure systems based on the generalized Pólya process
- Statistical inference for inter-arrival times of extreme events in bursty time series
- Asymptotic results for a run and cumulative mixed shock model
- Discrete time shock models involving runs
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