A MODEL FOR A SYSTEM SUBJECT TO RANDOM SHOCKS

被引：7

作者：

LEE, EY

LEE, J

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1993年 / 30卷 / 04期

关键词：

POISSON PROCESS; REPAIRMAN; THRESHOLD; INTEGRODIFFERENTIAL EQUATION; CHARACTERISTIC FUNCTION; RENEWAL PROCESS; STATIONARY DISTRIBUTION;

D O I：

10.2307/3214528

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Markovian stochastic model for a system subject to random shocks is introduced. It is assumed that the shock arriving according to a Poisson process decreases the state of the system by a random amount. It is further assumed that the system is repaired by a repairman arriving according to another Poisson process if the state when he arrives is below a threshold alpha. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t), if X(t) greater-than-or-equal-to alpha. The stationary case is also discussed.

引用

页码：979 / 984

页数：6