Life Distribution Properties of Devices Subject to a Pure Jump Damage Process

摘要

A device is subject to damage. The damage occurs randomly in time according to a pure jump process. The device has a threshold and it fails once the damage exceeds the threshold. It is shown that life distribution properties of the threshold right tail probability are inherited as corresponding properties of the survival probability, under suitable conditions on the parameters of the damage process. Moreover an optimal replacement problem for such devices is discussed. (Author)