Related papers: Combination of component fault trees and Markov ch…
A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment. It is…
Supply chain security threats pose new challenges to security risk modeling techniques for complex ICT systems such as the IoT. With established techniques drawn from attack trees and reliability analysis providing needed points of…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
Safety-critical infrastructures must operate safely and reliably. Fault tree analysis is a widespread method used to assess risks in these systems: fault trees (FTs) are required - among others - by the Federal Aviation Authority, the…
Markov Chains offer ideal conditions for the study and mathematical modelling of a certain kind of situations depending on random variables. The basic concepts of the corresponding theory were introduced by Markov in 1907 on coding literary…
Fault Tree (FT) is a standard failure modeling technique that has been extensively used to predict reliability, availability and safety of many complex engineering systems. In order to facilitate the formal analysis of FT based analyses, a…
Ensuring reliable operation of large power systems subjected to multiple outages is a challenging task because of the combinatorial nature of the problem. Traditional approaches for security assessment are often limited by their scope…
Reasoning about safety, security, and other dependability attributes of autonomous systems is a challenge that needs to be addressed before the adoption of such systems in day-to-day life. Formal methods is a class of methods that…
Fault Tree Analysis (FTA) is a prominent technique in industrial and scientific risk assessment. Repairable Fault Trees (RFT) enhance the classical Fault Tree (FT) model by introducing the possibility to describe complex dependent repairs…
We develop an approach to time-consistent risk evaluation of continuous-time processes in Markov systems. Our analysis is based on dual representation of coherent risk measures, differentiability concepts for multivalued mappings, and a…
This paper presents the results of a research study related to software system failures, with the goal of understanding how we might better evolve, maintain and support software systems in production. We have qualitatively analyzed thirty…
In this paper the interactions between component failures are quantified and the interaction matrix and interaction network are obtained. The quantified interactions can capture the general propagation patterns of the cascades from…
The use of free and open source software (FOSS) components in all software systems is estimated to be above 90%. With such high usage and because of the heterogeneity of FOSS tools, repositories, developers and ecosystem, the level of…
Safety-critical infrastructures must operate in a safe and reliable way. Fault tree analysis is a widespread method used for risk assessment of these systems: fault trees (FTs) are required by, e.g., the Federal Aviation Administration and…
Redundancy mechanisms such as triple modular redundancy protect safety-critical components by replication and thus improve systems fault tolerance. However, the gained fault tolerance comes along with costs to be invested, e.g., increasing…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
This paper describes a complex networks approach to study the failure tolerance of mechatronic software systems under various types of hardware and/or software failures. We produce synthetic system architectures based on evidence of modular…
Markov automata (MA) constitute an expressive continuous-time compositional modelling formalism. They appear as semantic backbones for engineering frameworks including dynamic fault trees, Generalised Stochastic Petri Nets, and AADL. Their…
Cascading failures triggered by trivial initial events are encountered in many complex systems. It is the interaction and coupling between components of the system that causes cascading failures. We propose a simple model to simulate…
We propose a Markov chain model for credit rating changes. We do not use any distributional assumptions on the asset values of the rated companies but directly model the rating transitions process. The parameters of the model are estimated…