Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
A model for a system subject to random shocks
- Authors
- Lee, Eui Yong; LEE, J
- Issue Date
- Dec-1993
- Publisher
- Applied Probability Trust
- Keywords
- POISSON PROCESS; REPAIRMAN; THRESHOLD; INTEGRODIFFERENTIAL EQUATION; CHARACTERISTIC FUNCTION; RENEWAL PROCESS; STATIONARY DISTRIBUTION
- Citation
- Journal of Applied Probability, v.30, no.4, pp 979 - 984
- Pages
- 6
- Journal Title
- Journal of Applied Probability
- Volume
- 30
- Number
- 4
- Start Page
- 979
- End Page
- 984
- ISSN
- 0021-9002
- Abstract
- A Markovian stochastic model for a system subject to random shocks is introduced. It is assumed that the shock arriving according to a Poisson process decreases the state of the system by a random amount. It is further assumed that the system is repaired by a repairman arriving according to another Poisson process if the state when he arrives is below a threshold alpha. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t), if X(t) greater-than-or-equal-to alpha. The stationary case is also discussed.
- Files in This Item
- Go to Link
- Appears in
Collections - 이과대학 > 통계학과 > 1. Journal Articles
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.