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A reliability model based on the gamma process and its analytic theory

Published online by Cambridge University Press:  01 July 2016

Michael L. Wenocur*
Affiliation:
Ford Aerospace Corporation
*
Postal address: Ford Aerospace Corporation, 280 Henry Ford II Drive, San Jose, CA 94043, USA.

Abstract

This paper presents a variation of a state-dependent reliability model first proposed in Lemoine and Wenocur [4], [5], and develops some of its corresponding analytical theory. In particular, we develop a reliability model in which system state is a random process satisfying a stochastic differential equation where the driving process is gamma distributed.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1989 

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Footnotes

This research was supported in part by Air Force Office of Scientific Research Contract F49620-86-C-0022.

References

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