相关论文: Catastrophic failure and cumulative damage models …
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…
We consider stochastic growth models for populations organized in colonies and subject to uniform catastrophes. To assess population viability, we analyze scenarios in which individuals adopt dispersion strategies after catastrophic events.…
A statistical model for describing the scaling of the distribution of inter-event times is described. By considering the diverse region seismicity (natural and induced) at different scale levels the self-similarity of the distribution has…
A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…
At least one unusual event appears in some count datasets. It will lead to a more concentrated (or dispersed) distribution than the Poisson, the gamma, the Weibull, and the Conway-Maxwell-Poisson (CMP) can accommodate. These well-known…
In this paper we study the distributional properties of a vector of lifetimes in which each lifetime is modeled as the first arrival time between an idiosyncratic shock and a common systemic shock. Despite unlike the classical…
The fracture strength distribution of materials is often described in terms of the Weibull law which can be derived by using extreme value statistics if elastic interactions are ignored. Here, we consider explicitly the interplay between…
We propose two structural models for stochastic losses given default which allow to model the credit losses of a portfolio of defaultable financial instruments. The credit losses are integrated into a structural model of default events…
In this paper, a new reliability model has been developed for a single system degrading stochastically which experiences soft and hard failure. Soft failure occurs when the physical deterioration level of the system is greater than a…
By analyzing the Japan Meteorological Agency (JMA) seismic catalog for different tectonic settings, we have found that the probability distributions of time intervals between successive earthquakes --interoccurrence times-- can be described…
Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…
In reliability and life data analysis, the Weibull distribution is widely used to accommodate more data characteristics by changing the values of the parameters. We frequently observe many zeros or close to zero data points in reliability…
We propose a generalized extreme shock model with a possibly increasing failure threshold. While standard models assume that the crucial threshold for the system may only decrease over time, because of weakening shocks and obsolescence, we…
This paper proposes a new approach for estimating the failure time distribution using the indicator data. The indicators, which are checked by periodic inspection of a standby redundant system, only convey whether at least one failure…
The distribution of waiting times until the occurrence of a critical event is a crucial statistical problem across several disciplines in Science. In this work we present a statistical model in which a relevant quantity X accumulates until…
We study fracture processes within a stochastic fiber-bundle model where it is assumed that after the failure of a fiber, each intact fiber obtains a random fraction of the failing load. Within a Markov approximation, the breakdown…
In order to assess future damage caused by natural disasters, it is desirable to estimate the damage caused by single events. So called damage functions provide -- for a natural disaster of certain magnitude -- a specific damage value.…
We investigate the role of equilibrium methods and stress transfer range in describing the process of damage. We find that equilibrium approaches are not applicable to the description of damage and the catastrophic failure mechanism if the…
A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where…
The Weibull distribution is a commonly used model for the strength of brittle materials and earthquake return intervals. Deviations from Weibull scaling, however, have been observed in earthquake return intervals and in the fracture…