On the time-dependent delta-shock model governed by the generalized Pólya process (Q2157398)

In the \(\delta\)-shock model, a system receives shocks at random times, and fails as soon as the time between two successive shocks is less than \(\delta\). The authors introduce a time-dependent \(\delta\)-shock model in which the threshold \(\delta\) is allowed to vary with time, motivated by the desire to model an increasing recovery time for an ageing system. Times of shocks are modelled by a generalized Pólya process. The authors derive explicit expressions for the survival function and expectation of the lifetime of the system. They study in detail the particular case of a linear time-dependent \(\delta\)-shock model, and consider an application of their model to a schedule for optimal system maintenance.