Displaying similar documents to “On system reliability under random load of elements”

Discrete random processes with memory: Models and applications

Tomáš Kouřim, Petr Volf (2020)

Applications of Mathematics

Similarity:

The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior...

Quermass-interaction process with convex compact grains

Kateřina Helisová, Jakub Staněk (2016)

Applications of Mathematics

Similarity:

The paper concerns an extension of random disc Quermass-interaction process, i.e. the model of discs with mutual interactions, to the process of interacting objects of more general shapes. Based on the results for the random disc process and the process with polygonal grains, theoretical results for the generalized process are derived. Further, a simulation method, its advantages and the corresponding complications are described, and some examples are introduced. Finally, a short comparison...

A linear programming approach to error bounds for random walks in the quarter-plane

Jasper Goseling, Richard J. Boucherie, Jan-Kees van Ommeren (2016)

Kybernetika

Similarity:

We consider the steady-state behavior of random walks in the quarter-plane, in particular, the expected value of performance measures that are component-wise linear over the state space. Since the stationary distribution of a random walk is in general not readily available we establish upper and lower bounds on performance in terms of another random walk with perturbed transition probabilities, for which the stationary distribution is a geometric product-form. The Markov reward approach...