Gamma processes and peaks-over-threshold distributions for time-dependent reliability

In the evaluation of structural reliability, a failure is defined as the event in which stress exceeds a resistance that is liable to deterioration. This paper presents a method to combine the two stochastic processes of deteriorating resistance and fluctuating load for computing the time-dependent reliability of a structural component. The deterioration process is modelled as a gamma process, which is a stochastic process with independent non-negative increments having a gamma distribution with identical scale parameter. The stochastic process of loads is generated by a Poisson process. The variability of the random loads is modelled by a peaks-over-threshold distribution (such as the generalised Pareto distribution). These stochastic processes of deterioration and load are combined to evaluate the time-dependent reliability. BibTEX @ARTICLE{vannoortwijketal2007ress, author = {van Noortwijk, J. M. and van der Weide, J. A. M. and Kallen, M. J. and Pandey, M. D.}, journal = {Reliability Engineering and System Safety}, year = {2007}, month = {December}, volume = {92}, pages = {1651--1658} }