On modular decompositions of system signatures

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 ▲]

Exchangeable Hoeffding decompositions over finite sets: a characterization and counterexamples

in Journal of Multivariate Analysis (2014), 131

On signature-based expressions of system reliability

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 ▲]

On the Gaussian approximation of vector-valued multiple integrals

in Journal of Multivariate Analysis (2011), 102(6), 1008-1017