Explicit results for wear processes in a Markovian environment

Authors:
Jeffrey P. Kharoufeh
Affiliations:
Department of Operational Sciences, Air Force Institute of Technology, 2950 P Street (AFIT/ENS), Wright-Patterson AFB, OH 45433, USA
Venue:
Operations Research Letters
Year:
2003

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Abstract

We consider the reliability of a single-unit system whose cumulative damage over time is a continuous wear process {X(t):t=0} that depends on an external environment process {Z(t):t=0}. We explicitly derive the failure time distribution and moments in terms of Laplace-Stieltjes transforms by analyzing the Markov additive process {(X(t),Z(t)):t=0} and demonstrate its applicability on an example problem.