Limiting Behavior of Mixed Coherent Systems With Lévy-Frailty Marshall–Olkin Failure Times

Guido Lagos, Javiera Barrera, Pablo Romero, Juan Valencia

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

Resumen

In this article, we show a limit result for the reliability function of a system—that is, the probability that the whole system is still operational after a certain given time—when 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 Marshall–Olkin (LFMO) distribution—a 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.

Idioma originalInglés
Páginas (desde-hasta)1229-1244
Número de páginas16
PublicaciónApplied Stochastic Models in Business and Industry
Volumen40
N.º5
DOI
EstadoPublicada - 1 sep. 2024
Publicado de forma externa

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