{"title":"具有非同冲击间时间分布的删减三角冲击模型和最优替换策略","authors":"Stathis Chadjiconstantinidis","doi":"10.1002/asmb.2852","DOIUrl":null,"url":null,"abstract":"<p>In this article, we consider the censored <span></span><math>\n <semantics>\n <mrow>\n <mi>δ</mi>\n <mo>−</mo>\n <mtext>shock</mtext>\n </mrow>\n <annotation>$$ \\delta -\\mathrm{shock} $$</annotation>\n </semantics></math> model in which the distribution of intershock times do not have the same distribution, but it is assumed that a change occurs in the distribution of the intershock times due to an environmental effect and hence this distribution changes after a random number of shocks. For this shock model, several reliability characteristics are evaluated by assuming that the random change point has a discrete phase-type distribution. Analytical results for evaluating the reliability function of the system for several continuous as well discrete distributions of the interarrival times, are also given. Also, the optimal replacement policy that is based on a control limit is proposed for a mixed censored <span></span><math>\n <semantics>\n <mrow>\n <mi>δ</mi>\n </mrow>\n <annotation>$$ \\delta $$</annotation>\n </semantics></math>-shock model in which both the distributions of the magnitudes of shocks and the distributions of the interarrival times of shocks change after a random number of shocks. Finally, several numerical examples are given to illustrate our results.</p>","PeriodicalId":55495,"journal":{"name":"Applied Stochastic Models in Business and Industry","volume":null,"pages":null},"PeriodicalIF":1.3000,"publicationDate":"2024-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The censored delta shock model with non-identical intershock times distribution and an optimal replacement policy\",\"authors\":\"Stathis Chadjiconstantinidis\",\"doi\":\"10.1002/asmb.2852\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>In this article, we consider the censored <span></span><math>\\n <semantics>\\n <mrow>\\n <mi>δ</mi>\\n <mo>−</mo>\\n <mtext>shock</mtext>\\n </mrow>\\n <annotation>$$ \\\\delta -\\\\mathrm{shock} $$</annotation>\\n </semantics></math> model in which the distribution of intershock times do not have the same distribution, but it is assumed that a change occurs in the distribution of the intershock times due to an environmental effect and hence this distribution changes after a random number of shocks. For this shock model, several reliability characteristics are evaluated by assuming that the random change point has a discrete phase-type distribution. Analytical results for evaluating the reliability function of the system for several continuous as well discrete distributions of the interarrival times, are also given. Also, the optimal replacement policy that is based on a control limit is proposed for a mixed censored <span></span><math>\\n <semantics>\\n <mrow>\\n <mi>δ</mi>\\n </mrow>\\n <annotation>$$ \\\\delta $$</annotation>\\n </semantics></math>-shock model in which both the distributions of the magnitudes of shocks and the distributions of the interarrival times of shocks change after a random number of shocks. Finally, several numerical examples are given to illustrate our results.</p>\",\"PeriodicalId\":55495,\"journal\":{\"name\":\"Applied Stochastic Models in Business and Industry\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-03-10\",\"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.2852\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Stochastic Models in Business and Industry","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/asmb.2852","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
The censored delta shock model with non-identical intershock times distribution and an optimal replacement policy
In this article, we consider the censored model in which the distribution of intershock times do not have the same distribution, but it is assumed that a change occurs in the distribution of the intershock times due to an environmental effect and hence this distribution changes after a random number of shocks. For this shock model, several reliability characteristics are evaluated by assuming that the random change point has a discrete phase-type distribution. Analytical results for evaluating the reliability function of the system for several continuous as well discrete distributions of the interarrival times, are also given. Also, the optimal replacement policy that is based on a control limit is proposed for a mixed censored -shock model in which both the distributions of the magnitudes of shocks and the distributions of the interarrival times of shocks change after a random number of shocks. Finally, several numerical examples are given to illustrate our results.
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.
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