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In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
Modern network-like systems are usually coupled in such a way that failures in one network can affect the entire system. In infrastructures, biology, sociology, and economy, systems are interconnected and events taking place in one system…
Road accidents have significant economic and societal costs, with a small number of severe accidents accounting for a large portion of these costs. Predicting accident severity can help in the proactive approach to road safety by…
We model systemic risk using a common factor that accounts for market-wide shocks and a tail dependence factor that accounts for linkages among extreme stock returns. Specifically, our theoretical model allows for firm-specific impacts of…
Aging is a fundamental aspect of living systems that undergo a progressive deterioration of physiological function with age and an increase of vulnerability to disease and death. Living systems, known as complex systems, require complexity…
This paper presents a robust method for estimating copula models to evaluate dependence between failure modes in one-shot devices-systems designed for single use and destroyed upon activation. Traditional approaches, such as maximum…
By introducing the notions of living and dead nodes a new model of random tree evolution with continuous time parameter has been constructed. It is assumed that two random variables, the lifetime and the offspring number of living nodes…
Short-term survival and an exuberant plunge into building our future are generating a new kind of unintended consequence -- hidden fragility. This is a direct effect of the sophistication and structural complexity of the socio-technical…
Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…
We present a new model for reliability analysis that is able to distinguish the latent internal vulnerability state of the equipment from the vulnerability caused by temporary external sources. Consider a wind farm where each turbine is…
We introduce a new class of (dynamical) systems that inherently capture cascading effects (viewed as consequential effects) and are naturally amenable to combinations. We develop an axiomatic general theory around those systems, and guide…
A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…
We study the robustness of an evolving system that is driven by successive inclusions of new elements or constituents with $m$ random interactions to older ones. Each constitutive element in the model stays either active or is temporarily…
In biological materials, strong binding despite an applied load force is often based on clusters of dynamic bonds that share the load. Different macroscopic behaviors have been described depending on whether the load is shared locally or…
Modeling and analyzing security of networked systems is an important problem in the emerging Science of Security and has been under active investigation. In this paper, we propose a new approach towards tackling the problem. Our approach is…
We look more carefully at the modeling of causality using structural equations. It is clear that the structural equations can have a major impact on the conclusions we draw about causality. In particular, the choice of variables and their…
Starting from two case histories, where only after thorough Failure Analysis the suddenly appearance of a failure was linked to much earlier events, the possibility of improving the reliability and of adjusting the reliability prediction…
Damage scenarios for large networks are considered. The cascade scenario is described by means of powers of adjacency matrix. More difficult probabilistic variants of the large network damage are modeling by Markov chains. For reliability…
The properties of a coherent system with a single general standby component is investigated. Here three different switch over viz. perfect switching, imperfect switching and random worm up period of the standby component are considered with…
Competing risks models can involve more than one time scale. A relevant example is the study of mortality after a cancer diagnosis, where time since diagnosis but also age may jointly determine the hazards of death due to different causes.…