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Lifetime behavior of discrete Markov chain censored δ shock model

Abstract In this paper, a new kind of shock model is studied, in which the system subject to external shocks arriving according to a discrete time Markov chain. The system fails if no shock occurs within a δ-length time period from the last shock. This is a discrete time version of the censored δ shock model. In the Markov chain censored δ shock model, lifetime distributions and expectation of the considered systems are derived. Some numerical examples are also provided to illustrate the proposed model.