Journal of Applied Probability

Shocks, runs and random sums

F. Mallor and E. Omey
Source: J. Appl. Probab. Volume 38, Number 2 (2001), 438-448.

Abstract

In this paper we study random variables related to a shock reliability model. Our models can be used to study systems that fail when k consecutive shocks with critical magnitude (e.g. above or below a certain critical level) occur. We obtain properties of the distribution function of the random variables involved and we obtain their limit behaviour when k tends to infinity or when the probability of entering a critical set tends to zero. This model generalises the Poisson shock model.

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Primary Subjects: 60F05, 60K10, 90B25
Secondary Subjects: 26A12, 60G50
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/996986754
Digital Object Identifier: doi:10.1239/jap/996986754
Mathematical Reviews number (MathSciNet): MR1834752
Zentralblatt MATH identifier: 0987.60028


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability