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On modular decompositions of system signatures Marichal, Jean-Luc ; ; in Journal of Multivariate Analysis (2015), 134 Considering a semicoherent system made up of $n$ components having i.i.d. continuous lifetimes, Samaniego defined its structural signature as the $n$-tuple whose $k$-th coordinate is the probability that ... [more ▼] Considering a semicoherent system made up of $n$ components having i.i.d. continuous lifetimes, Samaniego defined its structural signature as the $n$-tuple whose $k$-th coordinate is the probability that the $k$-th component failure causes the system to fail. This $n$-tuple, which depends only on the structure of the system and not on the distribution of the component lifetimes, is a very useful tool in the theoretical analysis of coherent systems. It was shown in two independent recent papers how the structural signature of a system partitioned into two disjoint modules can be computed from the signatures of these modules. In this work we consider the general case of a system partitioned into an arbitrary number of disjoint modules organized in an arbitrary way and we provide a general formula for the signature of the system in terms of the signatures of the modules. The concept of signature was recently extended to the general case of semicoherent systems whose components may have dependent lifetimes. The same definition for the $n$-tuple gives rise to the probability signature, which may depend on both the structure of the system and the probability distribution of the component lifetimes. In this general setting, we show how under a natural condition on the distribution of the lifetimes, the probability signature of the system can be expressed in terms of the probability signatures of the modules. We finally discuss a few situations where this condition holds in the non-i.i.d. and nonexchangeable cases and provide some applications of the main results. [less ▲] Detailed reference viewed: 99 (9 UL)Subsignatures of systems Marichal, Jean-Luc in Journal of Multivariate Analysis (2014), 124 We introduce the concept of subsignature for semicoherent systems as a class of indexes that range from the system signature to the Barlow-Proschan importance index. Specifically, given a nonempty subset ... [more ▼] We introduce the concept of subsignature for semicoherent systems as a class of indexes that range from the system signature to the Barlow-Proschan importance index. Specifically, given a nonempty subset M of the set of components of a system, we define the M-signature of the system as the |M|-tuple whose k-th coordinate is the probability that the k-th failure among the components in M causes the system to fail. We give various explicit linear expressions for this probability in terms of the structure function and the distribution of the component lifetimes. We also examine the case of exchangeable lifetimes and the special case when the lifetime are i.i.d. and M is a modular set. [less ▲] Detailed reference viewed: 77 (20 UL)Exchangeable Hoeffding decompositions over finite sets: a characterization and counterexamples ; Peccati, Giovanni ; in Journal of Multivariate Analysis (2014), 131 Detailed reference viewed: 19 (1 UL)On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes Marichal, Jean-Luc ; Mathonet, Pierre in Journal of Multivariate Analysis (2013), 115 For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail ... [more ▼] For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) extended this concept to the more general case when the component lifetimes are jointly absolutely continuous but not necessarily independent. Assuming only that the joint distribution of component lifetimes has no ties, we give an explicit expression for this extended index in terms of the discrete derivatives of the structure function and provide an interpretation of it as a probabilistic value, a concept introduced in game theory. This enables us to interpret Iyer's formula in this more general setting. We also discuss the analogy between this concept and that of system signature and show how it can be used to define a symmetry index for systems. [less ▲] Detailed reference viewed: 111 (14 UL)On signature-based expressions of system reliability Marichal, Jean-Luc ; Mathonet, Pierre ; Waldhauser, Tamás in Journal of Multivariate Analysis (2011), 102(10), 1410-1416 The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular ... [more ▼] The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular, it provides an interesting signature-based representation of the system reliability in terms of reliabilities of k-out-of-n systems. In the non-i.i.d. case, we show that, at any time, this representation still holds true for every coherent system if and only if the component states are exchangeable. We also discuss conditions for obtaining an alternative representation of the system reliability in which the signature is replaced by its non-i.i.d. extension. Finally, we discuss conditions for the system reliability to have both representations. [less ▲] Detailed reference viewed: 75 (13 UL)Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations Marichal, Jean-Luc ; Mathonet, Pierre in Journal of Multivariate Analysis (2011), 102(5), 931-936 The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression ... [more ▼] The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We then derive a formula for the computation of the coefficients of these weighted means in the special case of independent continuous lifetimes. Finally, we interpret this extended concept of signature through a natural least squares approximation problem. [less ▲] Detailed reference viewed: 47 (2 UL)On the Gaussian approximation of vector-valued multiple integrals ; Nourdin, Ivan in Journal of Multivariate Analysis (2011), 102(6), 1008-1017 Detailed reference viewed: 57 (2 UL)Representations of SO(3) and angular polyspectra ; Peccati, Giovanni in Journal of Multivariate Analysis (2010), 101(1), 77--100 Detailed reference viewed: 80 (0 UL) |
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