Related papers: Stochastic comparisons of lifetimes of series and …
Verification and validation of fully automated vehicles is linked to an almost intractable challenge of reflecting the real world with all its interactions in a virtual environment. Influential stochastic parameters need to be extracted…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…
This paper proposes a signature-based approach for solving redundancy allocation problems when component lifetimes are not only heterogeneous but also dependent. The two common schemes for allocations, that is active and standby…
The use of the proportional odds (PO) model for ordinal regression is ubiquitous in the literature. If the assumption of parallel lines does not hold for the data, then an alternative is to specify a non-proportional odds (NPO) model, where…
Aggregated metapopulation lifetime statistics has been used to access stylized facts that might help identify the underlying patch-level dynamics. For instance, the emergence of scaling laws in the aggregated probability distribution of…
For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) extended this concept to…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…
Researchers and practitioners in the field of reliability engineering and optimization frequently use active redundancy techniques to intensify the performance of systems. In this article, we study allocation strategies of non-matching…
The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process.…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
This article is dedicated to the study and comparison of two chemostat-like competition models in a heterogeneous environment. The first model is a probabilistic model where we build a PDMP simulating the effect of the temporal…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…
Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…
We propose a new class of multivariate survival models based on archimedean copulas with margins modeled by the Yang and Prentice (YP) model. The Ali-Mikhail-Haq (AMH), Clayton, Frank, Gumbel-Hougaard (GH), and Joe copulas are employed to…
We present a theoretical as well as experimental investigation of a population of self-replicating segments of code subject to random mutation and survival of the fittest. Under the assumption that such a system constitutes a minimal system…
In this article we differentiate and characterize the standard two-process serial models and the standard two process parallel models by investigating the behavior of (conditional) distributions of the total completion times and survivals…