Reference : On modular decompositions of system signatures
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http://hdl.handle.net/10993/18545
On modular decompositions of system signatures
English
Marichal, Jean-Luc mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Mathonet, Pierre mailto [University of Liège, Belgium > Department of Mathematics]
Spizzichino, Fabio mailto [University La Sapienza, Rome, Italy > Department of Mathematics]
Feb-2015
Journal of Multivariate Analysis
Elsevier
134
19-32
Yes
International
0047-259X
[en] System signature ; tail signature ; semicoherent system ; modular decomposition
[en] 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.
University of Luxembourg - UL ; University La Sapienza, Rome, Italy
Researchers ; Professionals ; Students
http://hdl.handle.net/10993/18545
10.1016/j.jmva.2014.10.002
http://arxiv.org/abs/1208.5658

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