Technical Note - A Note on Shot-Noise and Reliability Modeling

Abstract

We discuss a reliability model which reflects the dynamic dependency between system failure and system stress. In particular, a shot-noise process Is used to model "'residual system stress,'Izwhich In turn drives a doubly stochastic Polsson process model for system failures. Intuitively, residual stress (or susceptibility to failure) may vary In a random manner yet be essentially unobservable, while system failures may be readily detectable and observable. Shot-noise distributions have a richness and subtlety which suggest untapped potential for applications. The doubly stochastic Polsson process provides a reasonable framework for modeling randomly varying rates of occurrence In a broad variety of settings. This paper is based in part on research supported by Army Research Office Contract DAAG29-82K-0151 and by Office of Naval Research Contract N00014-82-C-0620. ID mIBT101N 3TATENENT 11 ApWvd km public ,ele."m jj LECTE I Disibution Unlimited MAR 1 1985 * F: '3 * . . .. .S..I.l rd'**.*t* t*.S b .. * a' . . . . . . . . . . . . . . . . . . . . . . J °*4. C V tC-.°.V .. .".%' '° .* '. . . . . . *" . .. . . I I I AA I m i 1"II I ) III•Il"Il' . * . . *lll * S* *I 1 I I I . I .l ~ I . ,I I .lI 'm l .I "I" l~~

DOI: 10.1287/opre.34.2.320

Cite this paper

@article{Lemoine1986TechnicalN, title={Technical Note - A Note on Shot-Noise and Reliability Modeling}, author={Austin J. Lemoine and Michael L. Wenocur}, journal={Operations Research}, year={1986}, volume={34}, pages={320-323} }