Reliability evaluation of m-consecutive- k, l-out-of-n: F system subjected to shocks

2021 ◽  
pp. 1748006X2110489
Author(s):  
Fahrettin Özbey
Keyword(s):  
Random Number ◽  
Shock Model ◽  
Number Of Components ◽  
Optimal Replacement ◽  
Long Run ◽  
Time Problem ◽  
Phase Type ◽  
Phase Type Distributions ◽  
Replacement Time ◽  
F System

In this paper, we propose a shock model for an m-consecutive- k, l-out-of- n: F system. This paper presents a reliability analysis of an m-consecutive- k, l-out-of- n: F system subjected to shocks that destroy a random number of components. One of the main random variables is the number of components affected by successive shocks. Phase-type distributions have been used to model the intervals between successive shocks. The main objective of this study is to show how phase-type distributions can be used to determine the reliability of m-consecutive- k, l-out-of- n: F systems subjected to shocks, which destroy a random number of components. Consideration is given to the optimal replacement time problem, which addresses the minimization of the total long-run average cost per unit time.

Optimal replacement in a shock model: discrete time

1987 ◽  
Vol 24 (01) ◽  
pp. 281-287 ◽  
Author(s):  
Terje Aven ◽  
Simen Gaarder
Keyword(s):  
Discrete Time ◽  
Average Cost ◽  
Shock Model ◽  
Optimal Replacement ◽  
Long Run ◽  
History Of ◽  
Total Damage ◽  
Special Case ◽  
Random Amount ◽  
Replacement Rule

A system is subject to a sequence of shocks occurring randomly at timesn= 1, 2, ···; each shock causes a random amount of damage. The system might fail at any point in timen, and the probability of a failure depends on the history of the system. Upon failure the system is replaced by a new and identical system and a cost is incurred. If the system is replaced before failure a smaller cost is incurred. We study the problem of specifying a replacement rule which minimizes the long-run (expected) average cost per unit time. A special case, in which the system fails when the total damage first exceeds a fixed threshold, is analysed in detail.

Optimal replacement in a shock model: discrete time

1987 ◽  
Vol 24 (1) ◽  
pp. 281-287 ◽  
Author(s):  
Terje Aven ◽  
Simen Gaarder
Keyword(s):  
Discrete Time ◽  
Average Cost ◽  
Shock Model ◽  
Optimal Replacement ◽  
Long Run ◽  
History Of ◽  
Total Damage ◽  
Special Case ◽  
Random Amount ◽  
Replacement Rule

A system is subject to a sequence of shocks occurring randomly at times n = 1, 2, ···; each shock causes a random amount of damage. The system might fail at any point in time n, and the probability of a failure depends on the history of the system. Upon failure the system is replaced by a new and identical system and a cost is incurred. If the system is replaced before failure a smaller cost is incurred. We study the problem of specifying a replacement rule which minimizes the long-run (expected) average cost per unit time. A special case, in which the system fails when the total damage first exceeds a fixed threshold, is analysed in detail.

Phase Type Distributions with Finite Support

2014 ◽  
Vol 30 (4) ◽  
pp. 576-597 ◽  
Author(s):  
V. Ramaswami ◽  
N. C. Viswanath
Keyword(s):  
Finite Support ◽  
Phase Type ◽  
Phase Type Distributions

Analysis of R-out-of-N repairable systems: the case of phase-type distributions

2004 ◽  
Vol 36 (1) ◽  
pp. 116-138 ◽  
Author(s):  
Yonit Barron ◽  
Esther Frostig ◽  
Benny Levikson
Keyword(s):  
Repairable System ◽  
Repairable Systems ◽  
Regenerative Processes ◽  
Numerical Examples ◽  
Independent Components ◽  
Duality Results ◽  
Phase Type ◽  
Phase Type Distributions ◽  
Two Systems ◽  
Repair Facility

An R-out-of-N repairable system, consisting of N independent components, is operating if at least R components are functioning. The system fails whenever the number of good components decreases from R to R-1. A failed component is sent to a repair facility. After a failed component has been repaired it is as good as new. Formulae for the availability of the system using Markov renewal and semi-regenerative processes are derived. We assume that either the repair times of the components are generally distributed and the components' lifetimes are phase-type distributed or vice versa. Some duality results between the two systems are obtained. Numerical examples are given for several distributions of lifetimes and of repair times.

scholarly journals The Algebraic Degree of Phase-Type Distributions

2010 ◽  
Vol 47 (03) ◽  
pp. 611-629
Author(s):  
Mark Fackrell ◽  
Qi-Ming He ◽  
Peter Taylor ◽  
Hanqin Zhang
Keyword(s):  
Lower Bound ◽  
Upper Bound ◽  
Polynomial Algorithm ◽  
Algebraic Degree ◽  
Nonnegative Matrices ◽  
Stieltjes Transform ◽  
Special Cases ◽  
Phase Type ◽  
Phase Type Distributions ◽  
The Matrix

This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator? Based on the matrix exponential (ME) order of ME distributions and the spectral polynomial algorithm, a method for computing the algebraic degree of a PH distribution is developed. The maximum algebraic degree is identified explicitly. Using Perron-Frobenius theory of nonnegative matrices, a lower bound and an upper bound on the minimum algebraic degree are found, subject to some conditions. Explicit results are obtained for special cases.

A bivariate optimal replacement policy for a repairable system

1994 ◽  
Vol 31 (4) ◽  
pp. 1123-1127 ◽  
Author(s):  
Yuan Lin Zhang
Keyword(s):  
Explicit Expression ◽  
Average Cost ◽  
Replacement Policy ◽  
Repairable System ◽  
Optimal Replacement ◽  
Long Run ◽  
Optimal Replacement Policy ◽  
Working Age ◽  
Better Than

In this paper, a repairable system consisting of one unit and a single repairman is studied. Assume that the system after repair is not as good as new. Under this assumption, a bivariate replacement policy (T, N), where T is the working age and N is the number of failures of the system is studied. The problem is to determine the optimal replacement policy (T, N)∗such that the long-run average cost per unit time is minimized. The explicit expression of the long-run average cost per unit time is derived, and the corresponding optimal replacement policy can be determined analytically or numerically. Finally, under some conditions, we show that the policy (T, N)∗ is better than policies N∗ or T∗.

Efficient fitting of long-tailed data sets into phase-type distributions

2002 ◽  
Vol 30 (3) ◽  
pp. 6-8 ◽  
Author(s):  
Alma Riska ◽  
Vesselin Diev ◽  
Evgenia Smirni
Keyword(s):  
Data Sets ◽  
Phase Type ◽  
Phase Type Distributions

Stochastic inequalities for an overflow model

1987 ◽  
Vol 24 (3) ◽  
pp. 696-708 ◽  
Author(s):  
Arie Hordijk ◽  
Ad Ridder
Keyword(s):  
Failure Rate ◽  
Lower Bounds ◽  
Approximation Method ◽  
Queueing Networks ◽  
Upper And Lower Bounds ◽  
Phase Type ◽  
Phase Type Distributions ◽  
Decreasing Failure Rate ◽  
General Method

A general method to obtain insensitive upper and lower bounds for the stationary distribution of queueing networks is sketched. It is applied to an overflow model. The bounds are shown to be valid for service distributions with decreasing failure rate. A characterization of phase-type distributions with decreasing failure rate is given. An approximation method is proposed. The methods are illustrated with numerical results.

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