Limiting Behavior of Mixed Coherent Systems With Lévy-Frailty Marshall-Olkin Failure Times
Keywords: asymptotic approximation, reliability, Marshall-Olkin distribution, Dependent random variables
Abstract
In this article, we show a limit result for the reliability function of a systemâthat is, the probability that the whole system is still operational after a certain given timeâwhen the number of components of the system grows to infinity. More specifically, we consider a sequence of mixed coherent systems whose components are homogeneous and non-repairable, with failure-times governed by a Lévy-Frailty MarshallâOlkin (LFMO) distributionâa distribution that allows simultaneous component failures. We show that under integrability conditions the reliability function converges to the probability of a first-passage time of a Lévy subordinator process. To the best of our knowledge, this is the first result to tackle the asymptotic behavior of the reliability function as the number of components of the system grows. To illustrate our approach, we give an example of a parametric family of reliability functions where the system failure time converges in distribution to an exponential random variable, and give computational experiments testing convergence.
Más información
| Título según WOS: | Limiting Behavior of Mixed Coherent Systems With Lévy-Frailty Marshall-Olkin Failure Times |
| Título de la Revista: | Applied Stochastic Models in Business and Industry |
| Volumen: | 40 |
| Número: | 5 |
| Editorial: | John Wiley and Sons Ltd |
| Fecha de publicación: | 2024 |
| Página de inicio: | 1229 |
| Página final: | 1244 |
| Idioma: | English |
| DOI: |
10.1002/asmb.2893 |
| Notas: | ISI - ISI |