A model for stochastic dependence implied by failures among deteriorating components

Casanova Biscarri, Emilio ; Mercier, Sophie ; Sangüesa, Carmen (Universidad de Zaragoza)

Resumen: A system of n components is here considered, with component deterioration modeled by non decreasing time-scaled Lévy processes. When a component fails, a sudden change in the time-scaling functions of the surviving components is induced, which makes the components stochastically dependent. We compute the reliability function of coherent systems under this new dependence model. We next study the distribution of the ordered failure times, and establish some positive dependence properties. We also provide stochastic comparison results in the usual multivariate stochastic order between failure times of two dependence models with different parameters. Finally, some numerical experiments illustrate the theoretical results.

Idioma: Inglés

DOI: 10.1002/asmb.2831

Año: 2024

Publicado en: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 40, 3 (2024), 746-771
ISSN: 1524-1904

Factor impacto JCR: 1.5 (2024)

Categ. JCR: STATISTICS & PROBABILITY rank: 60 / 167 = 0.359 (2024) - Q2 - T2
Categ. JCR: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS rank: 76 / 136 = 0.559 (2024) - Q3 - T2
Categ. JCR: OPERATIONS RESEARCH & MANAGEMENT SCIENCE rank: 77 / 106 = 0.726 (2024) - Q3 - T3

Factor impacto SCIMAGO: 0.428 - Business, Management and Accounting (miscellaneous) (Q2) - Modeling and Simulation (Q3) - Management Science and Operations Research (Q3)

Financiación: info:eu-repo/grantAgreement/ES/DGA/E48-20R
Financiación: info:eu-repo/grantAgreement/ES/MINECO-FEDER/PID2021-123737NB-I00
Financiación: info:eu-repo/grantAgreement/ES/MINECO/PGC2018-097621-B-I00

Tipo y forma: Article (PostPrint)

Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)