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Reliability assessment of system under a generalized run shock model

  • Min Gong (a1) (a2), Min Xie (a2) and Yaning Yang (a1)

Abstract

In this paper we are concerned with modelling the reliability of a system subject to external shocks. In a run shock model, the system fails when a sequence of shocks above a threshold arrive in succession. Nevertheless, using a single threshold to measure the severity of a shock is too critical in real practice. To this end, we develop a generalized run shock model with two thresholds. We employ a phase-type distribution to model the damage size and the inter-arrival time of shocks, which is highly versatile and may be used to model many quantitative features of random phenomenon. Furthermore, we use the Markovian property to construct a multi-state system which degrades with the arrival of shocks. We also provide a numerical example to illustrate our results.

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Copyright

Corresponding author

* Postal address: Shenzhen Research Institute, City University of Hong Kong, 8 Yuexing First Road, Shenzhen, Guangdong, China. Email address: mingong3-c@my.cityu.edu.hk
** Postal address: Department of Systems Engineering and Engineering Management, City University of Hong Kong, Tat Chee Avenue, Hong Kong, China. Email address: minxie@cityu.edu.hk
*** Postal address: Department of Statistics and Finance, University of Science and Technology of China, 96 Jinzhai Road, 9 Hefei, Anhui, China. Email address: ynyang@ustc.edu.cn

References

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