Related papers: A random shock model with mixed effect, including …
The present study supposes a single unit and investigates cumulative damage and catastrophic failure models for the unit, in situations where the interarrival times between the shocks, and the magnitudes of the shocks, involve two different…
Dependent survival data arise in many contexts. One context is clustered survival data, where survival data are collected on clusters such as families or medical centers. Dependent survival data also arise when multiple survival times are…
Probabilistic model-based diagnosis computes the posterior probabilities of failure of components from the prior probabilities of component failure and observations of system behavior. One problem with this method is that such priors are…
A time-dependent global fiber-bundle model of fracture with continuous damage is formulated in terms of a set of coupled non-linear differential equations. A first integral of this set is analytically obtained. The time evolution of the…
Extreme shock models have been introduced in Gut and H\"usler (1999) to study systems that at random times are subject to shock of random magnitude. These systems break down when some shock overcomes a given resistance level. In this paper…
We consider a structural default model in an interconnected banking network as in Lipton [International Journal of Theoretical and Applied Finance, 19(6), 2016], with mutual obligations between each pair of banks. We analyse the model…
This paper studies the robustness of large-scale interconnected systems with respect to external disturbances, focussing on their scalability properties. Specifically, a notion of scalability is introduced that asks for these robustness…
The fate of cities under natural hazards depends not only on hazard intensity but also on the coupling of structural damage, a collective process that remains poorly understood. Here we show that urban structural damage exhibits…
This study aims to investigate whether fatigue damage induced by bottom wave slamming can be a failure mode important to consider when sizing a marine structural element. The body exposed to wave impacts is assumed to have a shape and…
The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…
Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…
We consider one dimensional random walks in random environment where every time the process stays at a location, it dies with a fixed probability. Under some mild assumptions it is easy to show that the survival probability goes to zero as…
Modern world builds on the resilience of interdependent infrastructures characterized as complex networks. Recently, a framework for analysis of interdependent networks has been developed to explain the mechanism of resilience in…
Systemic risk in banking systems remains a crucial issue that it has not been completely understood. In our toy model, banks are exposed to two sources of risks, namely, market risk from their investments in assets external to the banking…
Networked systems are susceptible to cascading failures, where the failure of an initial set of nodes propagates through the network, often leading to system-wide failures. In this work, we propose a multiplex flow network model to study…
Widespread deployment of societal-scale machine learning systems necessitates a thorough understanding of the resulting long-term effects these systems have on their environment, including loss of trustworthiness, bias amplification, and…
One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default…
We consider a network consisting of $n$ nodes that aim to track a continually updating process or event. To disseminate updates about the event to the network, two sources are available, such that information obtained from one source is…
Nowadays, the consequences of failure and downtime of distributed systems have become more and more severe. As an obvious solution, these systems incorporate protection mechanisms to tolerate faults that could cause systems failures and…
This paper deals with system with $n$ identical elements and one repairing device. While one element working other ones stay in reserve. The distribution of element working and repairing times are supposed to be exponential. Here we obtain…