Related papers: A random shock model with mixed effect, including …

This work proposes a new and flexible unreliable failure detector whose output is related to the trust level of a set of processes. By expressing the relevance of each process of the set by an impact factor value, our approach allows the…

Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out-of-n reliability systems. We illustrate the concept by…

This article addresses the probabilistic nature of fatigue life in structures subjected to cyclic loading with variable amplitude. Drawing on the formalisation of Miner's cumulative damage rule that we introduced in the recent article…

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

The focus of a survival study is partly on the distribution of survival times, and partly on the health or quality of life of patients while they live. Health varies over time, and survival is the most basic aspect of health, so the two…

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

How long people live depends on their health, and how it changes with age. Individual health can be tracked by the accumulation of age-related health deficits. The fraction of age-related deficits is a simple quantitative measure of human…

Electrical power systems are one of the most important infrastructures that support our society. However, their vulnerabilities have raised great concern recently due to several large-scale blackouts around the world. In this paper, we…

In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process that might make this defaulter recovered. Through estimation…

Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…

We consider a nearly-elastic model system with one degree of freedom. In each collision with the "wall", the system can either lose or gain a small amount of energy due to stochastic perturbation. The weak limit of the corresponding slow…

Mechanical components that are exposed to cyclic mechanical loading fail at loads that are well below the ultimate tensile strength. This process is known as fatigue. The failure time, that is the time when a first crack forms, is highly…

The risk of systemic war seems dependant on the level of criticality and sensitivity of the International System, and the system's conditions. The level of criticality and sensitivity is dependant on the developmental stage of the…

Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…

Diffusion in a linear potential in the presence of position-dependent killing is used to mimic a default process. Different assumptions regarding transport coefficients, initial conditions, and elasticity of the killing measure lead to…

Robustness is often regarded as a critical future challenge for real-world applications, where stability is essential. However, as models often learn tasks in a similar order, we hypothesize that easier tasks will be easier regardless of…

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Survival competing risks models are very useful for studying the incidence of diseases whose occurrence competes with other possible diseases or health conditions. These models perform properly when working with terminal events, such as…

Using large scale numerical simulations we analyze the statistical properties of fracture in the two dimensional random spring model and compare it with its scalar counterpart: the random fuse model. We first consider the process of crack…

Systems biology models are useful models of complex biological systems that may require a large amount of experimental data to fit each model's parameters or to approximate a likelihood function. These models range from a few to thousands…