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Stochastic Processes

Stochastic Processes Author Toshio Nakagawa
ISBN-10 0857292749
Release 2011-05-27
Pages 254
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Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory, however, and to apply it to real systems, an understanding of the basic stochastic processes is indispensable. As well as providing readers with useful reliability studies and applications, Stochastic Processes also gives a basic treatment of such stochastic processes as: the Poisson process, the renewal process, the Markov chain, the Markov process, and the Markov renewal process. Many examples are cited from reliability models to show the reader how to apply stochastic processes. Furthermore, Stochastic Processes gives a simple introduction to other stochastic processes such as the cumulative process, the Wiener process, the Brownian motion and reliability applications. Stochastic Processes is suitable for use as a reliability textbook by advanced undergraduate and graduate students. It is also of interest to researchers, engineers and managers who study or practise reliability and maintenance.

Recent Advances in Multi state Systems Reliability

Recent Advances in Multi state Systems Reliability Author Anatoly Lisnianski
ISBN-10 9783319634234
Release 2017-09-25
Pages 373
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This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years. It offers an up-to-date overview of the latest developments in reliability theory for multi-state systems, engineering applications to a variety of technical problems, and case studies that will be of interest to reliability engineers and industrial managers. It also covers corresponding theoretical issues, as well as case studies illustrating the applications of the corresponding theoretical advances. The book is divided into two parts: Modern Mathematical Methods for Multi-state System Reliability Analysis (Part 1), and Applications and Case Studies (Part 2), which examines real-world multi-state systems. It will greatly benefit scientists and researchers working in reliability, as well as practitioners and managers with an interest in reliability and performability analysis. It can also be used as a textbook or as a supporting text for postgraduate courses in Industrial Engineering, Electrical Engineering, Mechanical Engineering, Applied Mathematics, and Operations Research.

Point Processes for Reliability Analysis

Point Processes for Reliability Analysis Author Ji Hwan Cha
ISBN-10 9783319735405
Release 2018-01-17
Pages 419
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Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors. It also presents numerous examples that illustrate how general results and approaches are applied to stochastic description of repairable systems and systems operating in a random environment modelled by shock processes. The real life objects are operating in a changing, random environment. One of the ways to model an impact of this environment is via the external shocks occurring in accordance with some stochastic point processes. The Poisson (homogeneous and nonhomogeneous) process, the renewal process and their generalizations are considered as models for external shocks affecting an operating system. At the same time these processes model the consecutive failure/repair times of repairable engineering systems. Perfect, minimal and intermediate (imperfect) repairs are discussed in this respect. Covering material previously available only in the journal literature, Point Processes for Reliability Analysis provides a survey of recent developments in this area which will be invaluable to researchers and advanced students in reliability engineering and applied mathematics.

Recent Advances in System Reliability

Recent Advances in System Reliability Author Anatoly Lisnianski
ISBN-10 1447122070
Release 2011-10-01
Pages 320
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Recent Advances in System Reliability discusses developments in modern reliability theory such as signatures, multi-state systems and statistical inference. It describes the latest achievements in these fields, and covers the application of these achievements to reliability engineering practice. The chapters cover a wide range of new theoretical subjects and have been written by leading experts in reliability theory and its applications. The topics include: concepts and different definitions of signatures (D-spectra), their properties and applications to reliability of coherent systems and network-type structures; Lz-transform of Markov stochastic process and its application to multi-state system reliability analysis; methods for cost-reliability and cost-availability analysis of multi-state systems; optimal replacement and protection strategy; and statistical inference. Recent Advances in System Reliability presents many examples to illustrate the theoretical results. Real world multi-state systems, such as power generation and transmission, refrigeration, and production systems, are considered in the form of case studies, making the book a useful resource for researchers and postgraduate students.

Stochastic Reliability and Maintenance Modeling

Stochastic Reliability and Maintenance Modeling Author Tadashi Dohi
ISBN-10 9781447149712
Release 2013-04-18
Pages 360
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In honor of the work of Professor Shunji Osaki, Stochastic Reliability and Maintenance Modeling provides a comprehensive study of the legacy of and ongoing research in stochastic reliability and maintenance modeling. Including associated application areas such as dependable computing, performance evaluation, software engineering, communication engineering, distinguished researchers review and build on the contributions over the last four decades by Professor Shunji Osaki. Fundamental yet significant research results are presented and discussed clearly alongside new ideas and topics on stochastic reliability and maintenance modeling to inspire future research. Across 15 chapters readers gain the knowledge and understanding to apply reliability and maintenance theory to computer and communication systems. Stochastic Reliability and Maintenance Modeling is ideal for graduate students and researchers in reliability engineering, and workers, managers and engineers engaged in computer, maintenance and management works.

Failure Rate Modelling for Reliability and Risk

Failure Rate Modelling for Reliability and Risk Author Maxim Finkelstein
ISBN-10 9781848009868
Release 2008-11-07
Pages 290
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“Failure Rate Modeling for Reliability and Risk” focuses on reliability theory, and to the failure rate (hazard rate, force of mortality) modeling and its generalizations to systems operating in a random environment and to repairable systems. The failure rate is one of the crucial probabilistic characteristics for a number of disciplines; including reliability, survival analysis, risk analysis and demography. The book presents a systematic study of the failure rate and related indices, and covers a number of important applications where the failure rate plays the major role. Applications in engineering systems are studied, together with some actuarial, biological and demographic examples. The book provides a survey of this broad and interdisciplinary subject which will be invaluable to researchers and advanced students in reliability engineering and applied statistics, as well as to demographers, econometricians, actuaries and many other mathematically oriented researchers.

Shock and Damage Models in Reliability Theory

Shock and Damage Models in Reliability Theory Author Toshio Nakagawa
ISBN-10 9781846284427
Release 2007-02-01
Pages 188
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This is the first monograph which presents shock and damage models in reliability from introduction to application. Stochastic processes are introduced before current developments are surveyed. The practical applications of shock and damage models are demonstrated using case studies. The author is a leading researcher in this field with more than thirty years of experience. Reliability engineers and managers of maintenance work will find this book a broad reference.

Risk and Reliability Analysis Theory and Applications

Risk and Reliability Analysis  Theory and Applications Author Paolo Gardoni
ISBN-10 9783319524252
Release 2017-02-24
Pages 559
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This book presents a unique collection of contributions from some of the foremost scholars in the field of risk and reliability analysis. Combining the most advanced analysis techniques with practical applications, it is one of the most comprehensive and up-to-date books available on risk-based engineering. All the fundamental concepts needed to conduct risk and reliability assessments are covered in detail, providing readers with a sound understanding of the field and making the book a powerful tool for students and researchers alike. This book was prepared in honor of Professor Armen Der Kiureghian, one of the fathers of modern risk and reliability analysis.

Reliability Engineering

Reliability Engineering Author Alessandro Birolini
ISBN-10 9783642395352
Release 2013-08-15
Pages 626
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This book shows how to build in, evaluate, and demonstrate reliability and availability of components, equipment, systems. It presents the state-of-the-art of reliability engineering, both in theory and practice, and is based on the author's more than 30 years experience in this field, half in industry and half as Professor of Reliability Engineering at the ETH, Zurich. The structure of the book allows rapid access to practical results. This final edition extend and replace all previous editions. New are, in particular, a strategy to mitigate incomplete coverage, a comprehensive introduction to human reliability with design guidelines and new models, and a refinement of reliability allocation, design guidelines for maintainability, and concepts related to regenerative stochastic processes. The set of problems for homework has been extended. Methods & tools are given in a way that they can be tailored to cover different reliability requirement levels and be used for safety analysis. Because of the Appendices A6 - A8, the book is also self contained from a mathematical point of view, and can be used as a text book or as a desktop reference, with a large number of tables (60), figures (190), and examples (210 of which 70 as problems for homework) to support the practical aspects.

Mathematical and Statistical Models and Methods in Reliability

Mathematical and Statistical Models and Methods in Reliability Author V.V. Rykov
ISBN-10 0817649719
Release 2010-11-02
Pages 457
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The book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability. Written by renowned experts in the field of reliability, the contributions cover a wide range of applications, reflecting recent developments in areas such as survival analysis, aging, lifetime data analysis, artificial intelligence, medicine, carcinogenesis studies, nuclear power, financial modeling, aircraft engineering, quality control, and transportation. Mathematical and Statistical Models and Methods in Reliability is an excellent reference text for researchers and practitioners in applied probability and statistics, industrial statistics, engineering, medicine, finance, transportation, the oil and gas industry, and artificial intelligence.

Stochastic Modeling for Reliability

Stochastic Modeling for Reliability Author Maxim Finkelstein
ISBN-10 9781447150282
Release 2013-04-12
Pages 388
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Focusing on shocks modeling, burn-in and heterogeneous populations, Stochastic Modeling for Reliability naturally combines these three topics in the unified stochastic framework and presents numerous practical examples that illustrate recent theoretical findings of the authors. The populations of manufactured items in industry are usually heterogeneous. However, the conventional reliability analysis is performed under the implicit assumption of homogeneity, which can result in distortion of the corresponding reliability indices and various misconceptions. Stochastic Modeling for Reliability fills this gap and presents the basics and further developments of reliability theory for heterogeneous populations. Specifically, the authors consider burn-in as a method of elimination of ‘weak’ items from heterogeneous populations. The real life objects are operating in a changing environment. One of the ways to model an impact of this environment is via the external shocks occurring in accordance with some stochastic point processes. The basic theory for Poisson shock processes is developed and also shocks as a method of burn-in and of the environmental stress screening for manufactured items are considered. Stochastic Modeling for Reliability introduces and explores the concept of burn-in in heterogeneous populations and its recent development, providing a sound reference for reliability engineers, applied mathematicians, product managers and manufacturers alike.

Handbook of Reliability Engineering

Handbook of Reliability Engineering Author Hoang Pham
ISBN-10 9781852334536
Release 2003-04-17
Pages 663
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An effective reliability programme is an essential component of every product's design, testing and efficient production. From the failure analysis of a microelectronic device to software fault tolerance and from the accelerated life testing of mechanical components to hardware verification, a common underlying philosophy of reliability applies. Defining both fundamental and applied work across the entire systems reliability arena, this state-of-the-art reference presents methodologies for quality, maintainability and dependability. Featuring: Contributions from 60 leading reliability experts in academia and industry giving comprehensive and authoritative coverage. A distinguished international Editorial Board ensuring clarity and precision throughout. Extensive references to the theoretical foundations, recent research and future directions described in each chapter. Comprehensive subject index providing maximum utility to the reader. Applications and examples across all branches of engineering including IT, power, automotive and aerospace sectors. The handbook's cross-disciplinary scope will ensure that it serves as an indispensable tool for researchers in industrial, electrical, electronics, computer, civil, mechanical and systems engineering. It will also aid professional engineers to find creative reliability solutions and management to evaluate systems reliability and to improve processes. For student research projects it will be the ideal starting point whether addressing basic questions in communications and electronics or learning advanced applications in micro-electro-mechanical systems (MEMS), manufacturing and high-assurance engineering systems.

Structural Reliability Theory and Its Applications

Structural Reliability Theory and Its Applications Author P. Thoft-Cristensen
ISBN-10 9783642686979
Release 2012-12-06
Pages 268
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Structural reliability theory is concerned with the rational treatment of uncertainties in struc tural engineering and with the methods for assessing the safety and serviceability of civil en gineering and other structures. It is a subject which has grown rapidly during the last decade and has evolved from being a topic for academic research to a set of well-developed or develop ing methodologies with a wide range of practical applications. Uncertainties exist in most areas of civil and structural engineeri'1.g and rational design decisions cannot be made without modelling them and taking them into account. Many structural en gineers are shielded from having to think about such problems, at least when designing simple structures, because of the prescriptive and essentially deterministic nature of most codes of practice. This is an undesirable situation. Most loads and other structural design parameters are rarely known with certainty and should be regarded as random variables or stochastic processes, even if in design calculations they are eventually treated as deterministic. Some problems such as the analysis of load combinations cannot even be formulated without recourse to probabilistic reasoning.

Dependability of Networked Computer based Systems

Dependability of Networked Computer based Systems Author Ajit Kumar Verma
ISBN-10 0857293184
Release 2011-07-21
Pages 202
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The measurement of dependability attributes on real systems is a very time-consuming and costly affair, making analytical or simulation modeling the only viable solutions. Dependability of Networked Computer-based Systems explores reliability, availability and safety modeling of networked computer-based systems used in life-critical applications such as avionics, nuclear power plants, automobiles and chemical process industries. Dependability of Networked Computer-based Systems gives an overview of basic dependability modeling concepts and addresses new challenges in dependability modeling of networked computer-based systems, as well as new trends, their capabilities and limitations. It covers a variety of dependability modeling methods: stochastic processes, Markov and semi-Markov models, response-time distribution, stochastic Petri-net-based modeling formalisms, and Monte Carlo simulation models. Dependability of Networked Computer-based Systems provides students and researchers with a detailed overview of dependability models and analysis techniques. Practicing engineers will also find this text a useful guide to decision-making based on system dependability at the design, operation and maintenance stages.

Reliability Engineering

Reliability Engineering Author K.K. Aggarwal
ISBN-10 0792325249
Release 1993-10-31
Pages 385
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Modern society depends heavily upon a host of systems of varying complexity to perform the services required. The importance of reliability assumes new dimensions, primarily because of the higher cost of these highly complex machines required by mankind and the implication of their failure. This is why all industrial organizations wish to equip their scientists, engineers, managers and administrators with a knowledge of reliability concepts and applications. Based on the author's 20 years experience as reliability educator, researcher and consultant, Reliability Engineering introduces the reader systematically to reliability evaluation, prediction, allocation and optimization. It also covers further topics, such as maintainability and availability, software reliability, economics of reliability, reliability management, reliability testing, etc. A reliability study of some typical systems has been included to introduce the reader to the practical aspects. The book is intended for graduate students of engineering schools and also professional engineers, managers and reliability administrators as it has a wide coverage of reliability concepts.

Data Driven Remaining Useful Life Prognosis Techniques

Data Driven Remaining Useful Life Prognosis Techniques Author Xiao-Sheng Si
ISBN-10 9783662540305
Release 2017-02-18
Pages 430
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This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems and to schedule maintenance and logistics plans. It is also the first book that describes the basic data-driven remaining useful life prognosis theory systematically and in detail. The emphasis of the book is on the stochastic models, methods and applications employed in remaining useful life prognosis. It includes a wealth of degradation monitoring experiment data, practical prognosis methods for remaining useful life in various cases, and a series of applications incorporated into prognostic information in decision-making, such as maintenance-related decisions and ordering spare parts. It also highlights the latest advances in data-driven remaining useful life prognosis techniques, especially in the contexts of adaptive prognosis for linear stochastic degrading systems, nonlinear degradation modeling based prognosis, residual storage life prognosis, and prognostic information-based decision-making.

Advanced Reliability Models and Maintenance Policies

Advanced Reliability Models and Maintenance Policies Author Toshio Nakagawa
ISBN-10 9781848002944
Release 2008-08-29
Pages 246
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Reliability theory is a major concern for engineers and managers engaged in making high quality products and designing highly reliable systems. “Advanced Reliability Models and Maintenance Policies” is a survey of new research topics in reliability theory and optimization techniques in reliability engineering. The book introduces partition and redundant problems within reliability models, and provides optimization techniques. The book also indicates how to perform maintenance in a finite time span and at failure detection, and to apply recovery techniques for computer systems. New themes such as reliability complexity and service reliability in reliability theory are theoretically proposed, and optimization problems in management science using reliability techniques are presented. The book is an essential guide for graduate students and researchers in reliability theory, and a valuable reference for reliability engineers engaged both in maintenance work and in management and computer systems.