Multivalued State Component Systems
Ross, Sheldon M.
Ann. Probab., Tome 7 (1979) no. 6, p. 379-383 / Harvested from Project Euclid
Consider a system that is composed of $n$ components, each of which is operating at some performance level. We suppose that there exists a nondecreasing function $\phi$ such that $\phi(x_1, \cdots, x_n)$ denotes the performance level of the system when the $i$th component's performance level is $x_i, i = 1, \cdots, n$. We allow both $x_i$ and $\phi(x_1, \cdots, x_n)$ to be arbitrary nonnegative numbers and extend many of the important results of the usual binary model to this more general framework. In particular, we obtain a fundamental inequality for $E\lbrack\phi(X_1, \cdots, X_n)\rbrack$ when $\phi$ is binary, which can, among other things, be used to generate a host of inequalities concerning increasing failure rate average distributions including, as a special case, the convolution and system closure theorem. We also define the concept of an increasing failure rate average stochastic process and prove the analog of the closure theorem; and then also do the same for new better than used stochastic processes.
Publié le : 1979-04-14
Classification:  Multivalued,  closure theorem,  stochastic process,  increasing failure rate average,  60K10,  62N05
@article{1176995096,
     author = {Ross, Sheldon M.},
     title = {Multivalued State Component Systems},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 379-383},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995096}
}
Ross, Sheldon M. Multivalued State Component Systems. Ann. Probab., Tome 7 (1979) no. 6, pp.  379-383. http://gdmltest.u-ga.fr/item/1176995096/