scholarly journals Comparing lifetimes of coherent systems with dependent components operating in random environments

2019 ◽  
Vol 56 (3) ◽  
pp. 937-957
Author(s):  
Nil Kamal Hazra ◽  
Maxim Finkelstein
Keyword(s):  
Random Environment ◽  
Sufficient Conditions ◽  
The Other ◽  
Random Environments ◽  
Coherent System ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
The Impact ◽  
System Operating

AbstractWe study the impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in a deterministic environment and the other is due to dependence of components of the system sharing the same random environment. We provide different sets of sufficient conditions for the corresponding stochastic comparisons and consider various scenarios, namely, (i) two different (as a specific case, identical) coherent systems operate in the same random environment; (ii) two coherent systems operate in two different random environments; (iii) one of the coherent systems operates in a random environment and the other in a deterministic environment. Some examples are given to illustrate the proposed reasoning.

scholarly journals Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems

2013 ◽  
Vol 50 (3) ◽  
pp. 848-860 ◽  
Author(s):  
Nitin Gupta
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Structure Functions ◽  
Coherent System ◽  
Stochastic Comparison ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Likelihood Ratio Ordering ◽  
Necessary And Sufficient ◽  
Residual Lifetimes

Under the assumption of independent and identically distributed (i.i.d.) components, the problem of the stochastic comparison of a coherent system having used components and a used coherent system has been considered. Necessary and sufficient conditions on structure functions have been provided for the stochastic comparison of a coherent system having used/inactive i.i.d. components and a used/inactive coherent system. As a consequence, for r-out-of-n systems, it has been shown that systems having used i.i.d. components stochastically dominate used systems in the likelihood ratio ordering.

Jackson networks in nonautonomous random environments

2016 ◽  
Vol 48 (2) ◽  
pp. 315-331 ◽  
Author(s):  
Ruslan Krenzler ◽  
Hans Daduna ◽  
Sonja Otten
Keyword(s):  
Explicit Expression ◽  
Random Environment ◽  
Queueing Networks ◽  
The Other ◽  
Random Environments ◽  
Jackson Networks ◽  
Random Direction ◽  
Queue Lengths ◽  
Joint Stationary Distribution ◽  
The Impact

Abstract We investigate queueing networks in a random environment. The impact of the evolving environment on the network is by changing service capacities (upgrading and/or degrading, breakdown, repair) when the environment changes its state. On the other side, customers departing from the network may enforce the environment to jump immediately. This means that the environment is nonautonomous and therefore results in a rather complex two-way interaction, especially if the environment is not itself Markov. To react to the changes of the capacities we implement randomised versions of the well-known deterministic rerouteing schemes 'skipping' (jump-over protocol) and `reflection' (repeated service, random direction). Our main result is an explicit expression for the joint stationary distribution of the queue-lengths vector and the environment which is of product form.

Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems

2013 ◽  
Vol 50 (03) ◽  
pp. 848-860 ◽  
Author(s):  
Nitin Gupta
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Structure Functions ◽  
Coherent System ◽  
Stochastic Comparison ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Likelihood Ratio Ordering ◽  
Necessary And Sufficient ◽  
Residual Lifetimes

Under the assumption of independent and identically distributed (i.i.d.) components, the problem of the stochastic comparison of a coherent system having used components and a used coherent system has been considered. Necessary and sufficient conditions on structure functions have been provided for the stochastic comparison of a coherent system having used/inactive i.i.d. components and a used/inactive coherent system. As a consequence, forr-out-of-nsystems, it has been shown that systems having used i.i.d. components stochastically dominate used systems in the likelihood ratio ordering.

Stochastic comparisons of coherent systems under different random environments

2018 ◽  
Vol 55 (2) ◽  
pp. 459-472 ◽  
Author(s):  
Ebrahim Amini-Seresht ◽  
Yiying Zhang ◽  
Narayanaswamy Balakrishnan
Keyword(s):  
Hazard Rate ◽  
Sufficient Conditions ◽  
Random Environments ◽  
Reliability Engineering ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Numerical Examples ◽  
Reversed Hazard Rate ◽  
Collaborative Environment ◽  
Theoretical Results

Abstract For many practical situations in reliability engineering, components in the system are usually dependent since they generally work in a collaborative environment. In this paper we build sufficient conditions for comparing two coherent systems under different random environments in the sense of the usual stochastic, hazard rate, reversed hazard rate, and likelihood ratio orders. Applications and numerical examples are provided to illustrate all the theoretical results established here.

scholarly journals On relative ageing of coherent systems with dependent identically distributed components

2020 ◽  
Vol 52 (1) ◽  
pp. 348-376
Author(s):  
Nil Kamal Hazra ◽  
Neeraj Misra
Keyword(s):  
Sufficient Conditions ◽  
System Level ◽  
Hazard Rates ◽  
Coherent System ◽  
Coherent Systems ◽  
Component Level ◽  
Distributed Components ◽  
Two Systems

AbstractRelative ageing describes how one system ages with respect to another. The ageing faster orders are used to compare the relative ageing of two systems. Here, we study ageing faster orders in the hazard and reversed hazard rates. We provide some sufficient conditions for one coherent system to dominate another with respect to ageing faster orders. Further, we investigate whether the active redundancy at the component level is more effective than that at the system level with respect to ageing faster orders, for a coherent system. Furthermore, a used coherent system and a coherent system made out of used components are compared with respect to ageing faster orders.

Stochastic Comparisons Between Coherent Systems with Active Redundancies Under Proportional Hazards and Reversed Hazards Models

2020 ◽  
Vol 28 (01) ◽  
pp. 2150007
Author(s):  
Maryam Kelkinnama
Keyword(s):  
Proportional Hazards ◽  
Sufficient Conditions ◽  
System Level ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Component Level ◽  
Lifetime Distributions ◽  
Hazards Model ◽  
System Improvement

This paper is concerned with the problem of stochastic comparisons between the lifetimes of two coherent systems with active redundancy. For this purpose, we consider both the active redundancy at the system level and the redundancy at the component level. We assume that the original components are identically distributed and possibly dependent. It is also assumed that for each component, there are [Formula: see text] redundant components with possibly different lifetime distributions which follow the proportional hazards (reversed hazards) model. Under some conditions on the domination function of the system, we compare the lifetimes of the systems based on majorization orders between the parameter vectors of the proportionality of the component lifetimes. We also give sufficient conditions under which adding more redundant components imply the system improvement.

ON RELATIVE AGING COMPARISONS OF COHERENT SYSTEMS WITH IDENTICALLY DISTRIBUTED COMPONENTS

2020 ◽  
pp. 1-15 ◽  
Author(s):  
Nil Kamal Hazra ◽  
Neeraj Misra
Keyword(s):  
Hazard Rate ◽  
Sufficient Conditions ◽  
Stochastic Orders ◽  
Coherent System ◽  
Coherent Systems ◽  
Cumulative Hazard ◽  
Numerical Examples ◽  
Distributed Components ◽  
Rate Functions ◽  
Important Notion

The relative aging is an important notion which is useful to measure how a system ages relative to another one. Among the existing stochastic orders, there are two important orders describing the relative aging of two systems, namely, aging faster orders in the cumulative hazard and the cumulative reversed hazard rate functions. In this paper, we give some sufficient conditions under which one coherent system ages faster than another one with respect to the aforementioned stochastic orders. Further, we show that the proposed sufficient conditions are satisfied for k-out-of-n systems. Moreover, some numerical examples are given to illustrate the applications of proposed results.

scholarly journals On the Conditional Residual Life and Inactivity Time of Coherent Systems

2014 ◽  
Vol 51 (4) ◽  
pp. 990-998 ◽  
Author(s):  
A. Parvardeh ◽  
N. Balakrishnan
Keyword(s):  
Residual Life ◽  
Coherent System ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Distributed Components ◽  
Inactivity Time ◽  
Independent And Identically Distributed

In this paper we derive mixture representations for the reliability functions of the conditional residual life and inactivity time of a coherent system with n independent and identically distributed components. Based on these mixture representations we carry out stochastic comparisons on the conditional residual life, and the inactivity time of two coherent systems with independent and identical components.

Multistate coherent systems

1978 ◽  
Vol 15 (4) ◽  
pp. 675-688 ◽  
Author(s):  
E. El-Neweihi ◽  
F. Proschan ◽  
J. Sethuraman
Keyword(s):  
Finite Number ◽  
System Reliability ◽  
System Performance ◽  
Basic Theory ◽  
The Other ◽  
Coherent System ◽  
Coherent Systems ◽  
Standard Notion ◽  
Complete Failure

The vast majority of reliability analyses assume that components and system are in either of two states: functioning or failed. The present paper develops basic theory for the study of systems of components in which any of a finite number of states may occur, representing at one extreme perfect functioning and at the other extreme complete failure. We lay down axioms extending the standard notion of a coherent system to the new notion of a multistate coherent system. For such systems we obtain deterministic and probabilistic properties for system performance which are analogous to well-known results for coherent system reliability.

Stability of linear stochastic difference equations in strategically controlled random environments

2003 ◽  
Vol 35 (4) ◽  
pp. 961-981 ◽  
Author(s):  
Ulrich Horst
Keyword(s):  
Stochastic Process ◽  
Random Environment ◽  
Linear Relation ◽  
Nash Equilibria ◽  
Stochastic Game ◽  
Sufficient Conditions ◽  
Stationary Regime ◽  
Random Environments ◽  
Simultaneous Control ◽  
Markov Strategies

We consider the stochastic sequence {Yt}t∈ℕ defined recursively by the linear relation Yt+1=AtYt+Bt in a random environment. The environment is described by the stochastic process {(At,Bt)}t∈ℕ and is under the simultaneous control of several agents playing a discounted stochastic game. We formulate sufficient conditions on the game which ensure the existence of Nash equilibria in Markov strategies which have the additional property that, in equilibrium, the process {Yt}t∈ℕ converges in distribution to a stationary regime.

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