Simple bounds for terminating Poisson and renewal shock processes

DOI10.1016/S0378-3758(02)00111-8MaRDI QIDQ1873090zbMATH OpenOpenAlexWikidataFDO

Authors M. S. Finkelstein

Publication date 19 May 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00111-8

zbMATH Keywords

hazard rate processPoisson processreliabilityrenewal processshock processsurvival

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Review text

A reliabilility system driven by a point process of shocks is considered. The shocks occur in accordance with a renewal or non-homogeneous Poisson process. Each shock independently of the previous history leads to a system failure with probability \(\theta\) and survives with the complimentary probability \(1-\theta\). It is well known that the exact form of the probability of survival is given by an infinite series. In this paper, new simple bounds for the probability of survival are given. In the proofs, stochastic hazard rate processes are used. Thus, the case is treated where the probability of a system failure under the effect of a current shock depends on the time since the previous one.

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Cites work

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Cited in

(13)

• On a hazard (failure) rate process with delays after shocks
• Lifesaving explains mortality decline with time
• A note on the class of geometric counting processes
• New shock models based on the generalized Polya process
• scientific article; zbMATH DE number 4045465 (Why is no real title available?)
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• Comparison of combined stochastic risk processes and its applications
• An Alternative Simple Proof of a Result Useful in Reliability Shock Models
• On new classes of extreme shock models and some generalizations
• Shock models with renewal failure rate properties
• New continuous bivariate distributions generated from shock models
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• Aging: Damage accumulation versus increasing mortality rate

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