Stochastic processes with applications to reliability theory

DOI10.1007/978-0-85729-274-2MaRDI QIDQ626079zbMATH OpenOpenAlexFDO

Authors Toshio Nakagawa

Publication date 21 February 2011

Published in Springer Series in Reliability Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-85729-274-2

zbMATH Keywords

Brownian motion and Levy processescumulative processesMarkov chainsPoisson processesrenewal processessemi-Markov and Markov renewal processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Reliability, testing and fault tolerance of networks and computer systems (68M15) Reliability, availability, maintenance, inspection in operations research (90B25)

Review text

The addressed readership of this book is the reliability engineering community, especially engineers looking for a ``book written in an easy style on stochastic processes to be able to understand readily reliability theory. Chapter headings and some additional remarks: Poisson processes (homogeneous and nonhomogeneous, compound); renewal processes (alternating); Markov chains (discrete- and continuous-time); semi-Markov and Markov renewal processes; cumulative processes (damage models, replacement); Brownian motion and Levy processes (damage models); redundant systems (recalling many of the processes from the previous chapters with a view towards applications). The book can serve as a first attempt to find needed facts in the area of stochastic processes, in my opinion its value lies in the included pointers to more detailed works. It can be recommended as a first step into the field if one needs help on the theory and applications of stochastic processes. Because each chapter includes a substantial list of references, I think it might be helpful in this direction. Nevertheless, the book itself provides many exercises and examples which might be helpful for reliability engineers interested in becoming more familiar with stochastic processes on a level above introductory courses. In my view, there is also another audience for this book: teachers of courses in stochastic processes on an undergraduate or graduate level who want to include examples of applications of stochastic processes in reliability. In this direction, I find this book a valuable source of examples which will be helpful for students, although I would not recommend to use the book as a textbook for such courses.

Recommendations

• Stochastic processes and reliability of systems
• scientific article; zbMATH DE number 125777
• On the use of stochastic processes in modeling reliability problems
• scientific article; zbMATH DE number 42761
• Semi-Markov processes and reliability

Cited in

(24)

• On the use of stochastic processes in modeling reliability problems
• Stochastic processes and reliability of systems
• Random maintenance policies for sustaining the reliability of the product through 2D-warranty
• Dynamic network reliability modeling under nonhomogeneous Poisson processes
• Stochastic processes in reliability
• Optimal periodic and random inspections with first, last and overtime policies
• Optimal two-threshold replacement policy in a cumulative damage model
• Over-time and over-level replacement policies with random working cycles
• scientific article; zbMATH DE number 3876322 (Why is no real title available?)
• scientific article; zbMATH DE number 5307859 (Why is no real title available?)
• Lévy processes and their applications in reliability and storage
• scientific article; zbMATH DE number 42761 (Why is no real title available?)
• scientific article; zbMATH DE number 48884 (Why is no real title available?)
• scientific article; zbMATH DE number 125777 (Why is no real title available?)
• Stochastic Models in Reliability
• scientific article; zbMATH DE number 194484 (Why is no real title available?)
• scientific article; zbMATH DE number 1834012 (Why is no real title available?)
• Bayesian Analysis of Stochastic Processes in Reliability
• Bayesian prior information fusion for power law process via evidence theory
• Extended Kalman filtering for remaining useful lifetime prediction of a pipeline in a two-tank system
• Extended replacement policy for a system under shocks effect
• Distribution theory for dependent renewal-reward processes and their first-passage times using saddlepoint and residue expansions
• Reliability analysis of communication systems with code error correction methods
• Stationarization of the seasonally changing failure flow (with reference to reliability problems)

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