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Monograf´ Del Semin. Matem. Garc´ de Galdeano. 27: 405–412, (2003).

Monograf´ Del Semin. Matem. Garc´ de Galdeano. 27: 405–412, (2003).

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Classification of shock models in system reliability
F. Mallor, J. Santos
Departamento de Estad´ıstica e Investigaci´on Operativa, Universidad P´ublica de Navarra.
Monograf´ıas del Semin. Matem. Garc´ıa de Galdeano.
27:
405–412, (2003).
Abstract
Shock models in system reliability are usually defined by the time between twoconsecutive shocks, the damage caused by a shock, the system failure and the de-pendence relationship among the above elements. The main purpose of this workis to review and classify the large set of shock models defined and studied in theliterature in the last three decades. Furthermore, we introduce a new model whichgeneralizes some of the classical ones that arise when the system is governed byindependent and identically distributed pairs,
{
(
A
n
,B
n
)
}
n
=0
, where
A
n
is the mag-nitude of the
n
th shock and
B
n
is the time between the (
n
1)th and the
n
thshock.
Keywords
: Reliability, Shock model.
AMS Classification
: 90B25, 60K10.
1 Introduction
We consider systems subject to shocks that occur randomly in time. Shock models havebeen studied by several authors and provide a realistic formulation for modelling certainreliability systems situated in random environment. Various of the models collected hereare physically motivated. For instance, the extreme and cumulative shock models maybe appropriate descriptions for the fracture of brittle materials, such as glass, and for thedamage due to the earthquakes or volcanic activity, respectively.The way in which the time between two consecutive shocks, the damage caused bya shock, the system failure and the relationships among all these elements are modelled,characterizes a shock model. In the literature, two major types are distinguished depend-ing on whether the effect of the shock on the system is independent of its arrival timeor not. These principal models are collected in Section 2 and Section 3, respectively. InSection 4, we introduce a new shock model which generalizes some of the classical ones.Finally, we end with some remarks and conclusions.405
 
2 Classic shock models with independence assump-tion
When independence between the shock effect and the arrival time is assumed, a sequenceof surviving probabilities
{
¯
k
}
is defined, being¯
k
the probability that the system stillrun after the
k
th shock. According to the time between consecutive shocks, these modelsare divided into four kinds:
-
homogeneous Poisson process, that is, the times between two consecutive shocks areindependent, identically distributed exponential random variables;
-
non-homogeneous Poisson process, that is, a counting process null at the origin withindependent increments where the probability of a shock in (
t
+∆
t
] is
λ
(
t
)∆
t
+
o
(∆
t
),while the probability of more than one shock in (
t
+ ∆
t
] is
o
(∆
t
);
-
non-stationary pure birth process, that is, a Markov process where, given that
k
shocks have occurred in (0
,t
], the probability of a shock in (
t,t
+
t
] is
λ
k
λ
(
t
)∆
t
+
o
(∆
t
), while the probability of more than one shock in (
t,t
+ ∆
t
] is
o
(∆
t
);
-
or renewal process, that is, the times between two consecutive shocks are independentand identically distributed random variables.In the simplest case, homogeneous Poisson process, conditions on the prefixed sequence
{
¯
k
}
are obtained to guarantee distribution properties of the survival function¯
(
t
). Formore details, see Esary et al [6].Some of these results are extended by A-Hameed and Proschan [1] in the case of thenon-homogeneous Poisson process and by A-Hameed and Proschan [2], Klefsj¨o [13] and[14] in the case of the non-stationary pure birth process.When the shocks occur according to a renewal sequence, Skoulakis [24] describes thesystem failure in such a way that generalizes the previous ones. In this model, we assumethat the
j
th shock, independent of all else, has an intensity
x
randomly chosen froma distribution
G
 j
, which is supported in [0
,
1] and that it may cause the failure withprobability
x
. This shock model also has the Ross’ model [20, p. 22], the R˚ade’s model[18] and the Nakagawa’s model [17] as particular cases. In the renewal process case, theinterest is focussed on the reliability function for a component and on the extension tomulti-component systems.We point out that, along these last years, several authors have incorporated elementsto turn the system more realistic. For instance, Finkelstein and Zarudnij [9] add theconcept of recovery to allow the system to eliminate the consequence of each shock inthe following way: a r.v.
τ 
is defined for each shock, which models the recovery time406
 
from the shock. Then, if a shock occurs before the recovery time from the previous onehas elapsed, the system fails. For this particular model, Finkelstein and Zarudnij obtainthe reliability function for times between consecutive shocks following a non-homogeneousPoisson process.Ageing is another element that has been incorporated to some models. Fan et al[7] include this ageing notion to a compound Poisson process shock,
(
λ,x
), that is, ashock model where the shocks have random magnitudes
x
and arrive according to anhomogeneous Poisson process of rate
λ
. In the compound Poisson process, a shock isfatal to the system with probability 1
exp(
x
)
,
where
x
is the shock’s magnitude. Theincorporation of ageing is carried out by means of a constant
δ
, the rate of ageing, insuch a way that the probability of failure due to a shock of magnitude
x
arriving attime
u
is 1
exp(
δu
x
)
.
The reliability function is also obtained and an extension tomulti-component systems is provided.
3 Classic shock models with a dependence structure
When there exists dependence between the effect of the shock and its arrival time, thedamage caused by a shock is modelled in the Fan’s way, that is, by a random variablerepresenting the shock’s magnitude. Three principal models are considered: extremeshock model, where the system breaks down as soon as the magnitude of an individualshock exceeds some given level; cumulative shock model, where the system fails whenthe cumulative shock magnitude exceeds some given level and run shock model, wherethe system works until
k
consecutive shocks with critical magnitude occur. However,Agrafiotis and Tsoukalas [3] define a shock model that is an extension of the cumulativeshock model: the system failure depends on the cumulative damage of those shocks witha magnitude exceeding some pre-specified threshold.The general setup in these three main shock models is a family
{
(
A
n
,B
n
)
}
n
=0
of i.i.d.two-dimensional vectors where
A
n
represents the magnitude of the
n
th shock and
B
n
thetime between the (
n
1)st and the
n
th shock or, alternatively, the time between the
n
th and the (
n
+ 1)st shock, called model I and model II respectively. Model II differssignificantly from model I in that the magnitude
A
n
of the
n
th shock affects future events,that is, the time interval
B
n
until the (
n
+1)st shock. Moreover, there exists a first shockat time
t
= 0 in model II while
A
0
and
B
0
are assumed to be zero in the model I.Let
be the time to the system failure and
{
(
t
)
,t
0
}
, the counting processgenerated by the renewal sequence
{
B
n
}
n
=0
. Then, for a fixed threshold
z >
0, we havethat, in the extreme damage case,
t
max
{
A
n
|
0
n
(
t
)
}
> z
; in the cumulativedamage case,
t
(
t
)
n
=0
A
n
> z
; in the run case, where
z
is the level which definesa shock as critical,
t
min
{
n
|
A
n
 j
> z, j
= 0
,
1
,...,k
1
}
(
t
)
.
407

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