Related papers: A random shock model with mixed effect, including …
The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a…
We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view of change of probability measures. We also make a link with…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
In a $\delta-$shock model, a system subject to randomly occurring shocks, the system fails when the time between two successive shocks lies below a threshold $\delta$. In this note, we study the generalization of this model where such…
Components in many real-world complex systems depend on each other for the resources required for survival, and may die of a shortage. These patterns of dependencies often take the form of a complex network whose structure potentially…
We present a general prediction scheme of failure times based on updating continuously with time the probability for failure of the global system, conditioned on the information revealed on the pre-existing idiosyncratic realization of the…
We analyze the fate of dynamical systems that consist of two kind of processes. The first type is supposed to perform a certain function by processing information at a required high accuracy, which is, however, limited to less than 100…
The relative ageing is an important notion which is useful to measure how a system ages relative to another one. Among all existing stochastic orders, there are two important orders describing the relative ageing of two systems, namely,…
Relative ageing describes how a system ages with respect to another one. The ageing faster orders are the ones which compare the relative ageings of two systems. Here, we study ageing faster orders in the hazard and the reversed hazard…
The study of systemic risk is often presented through the analysis of several measures referring to quantities used by practitioners and policy makers. Almost invariably, those measures evaluate the size of the impact that exogenous events…
We study a system that experiences damaging external shocks at stochastic intervals, continuous degradation, and self-healing. The motivation for such a system comes from real-life applications based on micro-electro-mechanical systems…
This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…
We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…
Collectives form non-equilibrium social structures characterised by a volatile dynamics. Individuals join or leave. Social relations change quickly. Therefore, differently from engineered or ecological systems, a resilient reference state…
Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely…
The long-time behavior of the survival probability for unstable multilevel systems that follows the power-decay law is studied based on the N-level Friedrichs model, and is shown to depend on the initial population in unstable states. A…
A dynamic model for failures in biological organisms is proposed and studied both analytically and numerically. Each cell in the organism becomes dead under sufficiently strong stress, and is then allowed to be healed with some probability.…
In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of…
In many cases of attacks or failures, memory effects play a significant role. Therefore, we present a model that not only considers the dependencies between nodes but also incorporates the memory effects of attacks. Our research…
In today's global economy, supply chain (SC) entities have become increasingly interconnected with demand and supply relationships due to the need for strategic outsourcing. Such interdependence among firms not only increases efficiency but…