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• W2035529676 abstract "We discuss a reliability model that reflects the dynamic dependency between system failure and system stress. For example, the mortality rate for individuals who have had a heart attack declines with time. In particular, we use a shot-noise process to model “residual system stress,” which in turn drives a doubly stochastic Poisson 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 that suggest untapped potential for applications. The doubly stochastic Poisson process provides a reasonable framework for modeling randomly varying rates of occurrence in a broad variety of settings." @default.
• W2035529676 created "2016-06-24" @default.
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• W2035529676 date "1986-04-01" @default.
• W2035529676 modified "2023-10-11" @default.
• W2035529676 title "Technical Note—A Note on Shot-Noise and Reliability Modeling" @default.
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• W2035529676 doi "https://doi.org/10.1287/opre.34.2.320" @default.
• W2035529676 hasPublicationYear "1986" @default.
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