English

A random shock model with mixed effect, including competing soft and sudden failures, and dependence

Probability 2014-09-03 v1

Abstract

A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where soft failures refer to the reaching of a given thresh-old for the degradation level, and sudden failures to accidental failures, characterized by a failure rate. A non-fatal shock increases both degradation level and failure rate of a random amount, with possible dependence between the two increments. The system reliability is calculated by four different methods. Conditions under which the system lifetime is New Better than Used are proposed. The in uence of various parameters of the shocks environment on the system lifetime is studied.

Keywords

Cite

@article{arxiv.1409.0624,
  title  = {A random shock model with mixed effect, including competing soft and sudden failures, and dependence},
  author = {Sophie Mercier and H. H. Pham},
  journal= {arXiv preprint arXiv:1409.0624},
  year   = {2014}
}

Comments

Methodology and Computing in Applied Probability (2014) Published Online

R2 v1 2026-06-22T05:46:11.476Z