{"title":"Reliability analysis of δ-shock models based on the Markovian arrival process","authors":"Dheeraj Goyal, Ramjan Ali, Nil Kamal Hazra","doi":"10.1002/asmb.2858","DOIUrl":null,"url":null,"abstract":"<p>The Markovian arrival process (MAP) is a versatile counting process with dependent and non-identically distributed inter-arrival times following the phase-type distribution. In this article, we study the classical <span></span><math>\n <semantics>\n <mrow>\n <mi>δ</mi>\n </mrow>\n <annotation>$$ \\delta $$</annotation>\n </semantics></math>-shock model and a mixed <span></span><math>\n <semantics>\n <mrow>\n <mi>δ</mi>\n </mrow>\n <annotation>$$ \\delta $$</annotation>\n </semantics></math>-shock model by assuming the MAP of shocks. We derive explicit expressions for the reliability and the mean lifetime of the system. Further, we study an optimal replacement policy based on the MAP. We illustrate the developed results through several numerical examples.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":"40 5","pages":"1291-1312"},"PeriodicalIF":1.3000,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Stochastic Models in Business and Industry","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/asmb.2858","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
The Markovian arrival process (MAP) is a versatile counting process with dependent and non-identically distributed inter-arrival times following the phase-type distribution. In this article, we study the classical -shock model and a mixed -shock model by assuming the MAP of shocks. We derive explicit expressions for the reliability and the mean lifetime of the system. Further, we study an optimal replacement policy based on the MAP. We illustrate the developed results through several numerical examples.
期刊介绍:
ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process.
The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.