Times to intermittent and to permanent failures as Brownian crossing times
- 1 December 1971
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (4) , 838-840
- https://doi.org/10.2307/3212249
Abstract
Consider a device which begins operating at time t = 0 and then operates continuously in time. The operation of the device is satisfactory so long as a physical parameter X(t) of the device remains less than a critical value c > 0 (X(0) = 0). The device does not operate satisfactorily (i.e., it is “failed”) at a time t if X(t) ≧ c. Suppose that X(t) is a random variable with mean EX(t) = ta (a> 0), i.e., the device parameter X drifts with a linear rate a.Keywords
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