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Reliability of systems subject to shocks with a stochastic dependence for the damages

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Abstract

We study a general reliability shock model that extends some classical shock models allowing a correlation structure for the variables involved in its definition. The model is governed by a sequence of random vectors of correlated variables: the intershock time, the magnitude and the damage caused by the shock. The distribution function of the failure time of the system and its mean value are provided. We conclude showing some applications of this kind of models.

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Authors and Affiliations

  1. Departamento de Estadística e Investigación Operativa, Universidad Pública de Navarra, Campus Arrosadía s/n, 31006, Pamplona, Spain

    Fermín Mallor & Javier Santos

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  1. Fermín Mallor
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  2. Javier Santos
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Correspondence to Fermín Mallor.

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Mallor, F., Santos, J. Reliability of systems subject to shocks with a stochastic dependence for the damages. Test 12, 427–444 (2003). https://doi.org/10.1007/BF02595723

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  • DOI: https://doi.org/10.1007/BF02595723

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