Extreme shock model with change point based on the Poisson process of shocks

被引：0

作者：

Goyal, Dheeraj ^{[1
,2
]}

Xie, Min ^{[3
,4
]}

机构：

[1] Ctr Intelligent Multidimens Data Anal Ltd, Pak Shek Kok, Hong Kong Sci Pk, Hong Kong, Peoples R China

[2] Indian Inst Technol Kanpur, Dept Math & Stat, Kanpur, India

[3] City Univ Hong Kong, Dept Syst Engn, Kowloon, Hong Kong, Peoples R China

[4] City Univ Hong Kong, Shenzhen Res Inst, Shenzhen, Peoples R China

来源：

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY | 2024年 / 40卷 / 06期

基金：

中国国家自然科学基金;

关键词：

age replacement policy; change point; extreme shock model; non-homogeneous Poisson process; reliability; SYSTEM;

D O I：

10.1002/asmb.2881

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this article, we introduce and study an extreme shock model in which the distribution of magnitude of shocks can change due to environmental effects. A new decision parameter is used to model the change point, and the non-homogeneous Poisson process is employed to model the arrival of shocks. We derive the reliability function and mean time to system failure for the defined model. Furthermore, we propose an optimal age replacement policy. The results are illustrated when the change point follows the Erlang distribution.

引用

页码：1635 / 1650

页数：16

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