Journal of Applied Probability

On reliability prediction and semi-renewal processes

Michael Tortorella
Source: J. Appl. Probab. Volume 47, Number 2 (2010), 394-406.

Abstract

We analyze the notion of `reliability prediction' by studying in detail a key property that is tacitly assumed to make reliability prediction possible. The analysis leads in turn to a special type of point process for which the connection of future to past can be explicitly displayed. In this type of process, the semi-renewal process, all finite-dimensional distributions are completely determined by the distribution of the time to the first event in the process. The theory provides a heretofore unappreciated unification of the two most commonly used reliability prediction models for maintained systems, namely, the renewal and revival processes. We show that familiar results from renewal theory extend and generalize to semi-renewal processes.

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Primary Subjects: 60G55, 90B25
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1276784899
Digital Object Identifier: doi:10.1239/jap/1276784899
Zentralblatt MATH identifier: 05758477
Mathematical Reviews number (MathSciNet): MR2668496

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Journal of Applied Probability

Journal of Applied Probability