Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems

In Natvig and Gåsemyr (Methodol Comput Appl Probab 11:603–620, 2009) dynamic and stationary measures of importance of a component in a binary system were considered. To arrive at explicit results the performance processes of the components were assumed to be independent and the system to be coherent. Especially the Barlow–Proschan and the Natvig measures were treated in detail and a series of new results and approaches were given. For the case of components not undergoing repair it was shown that both measures are sensible. Reasonable measures of component importance for repairable systems represent a challenge. A basic idea here is also to take a so-called dual term into account. For a binary coherent system, according to the extended Barlow–Proschan measure a component is important if there are high probabilities both that its failure is the cause of system failure and that its repair is the cause of system repair. Even with this extension results for the stationary Barlow–Proschan measure are not satisfactory. For a binary coherent system, according to the extended Natvig measure a component is important if both by failing it strongly reduces the expected system uptime and by being repaired it strongly reduces the expected system downtime. With this extension the results for the stationary Natvig measure seem very sensible. In the present paper most of these results are generalized to multistate strongly coherent systems. For such systems little has been published until now on measures of component importance even in the nonrepairable case.     

New Results on the Barlow–Proschan and Natvig Measures of Component Importance in Nonrepairable and Repairable Systems

In this paper dynamic and stationary measures of importance of a component in a binary system are considered. To arrive at explicit results we assume the performance processes of the components to be independent and the system to be coherent. Especially, the Barlow–Proschan and the Natvig measures are treated in detail and a series of new results and approaches are given. For the case of components not undergoing repair it is shown that both measures are sensible. Reasonable measures of component importance for repairable systems represent a challenge. A basic idea here is also to take a so-called dual term into account. According to the extended Barlow–Proschan measure a component is important if there are high probabilities both that its failure is the cause of system failure and that its repair is the cause of system repair. Even with this extension results for the stationary Barlow–Proschan measure are not satisfactory. According to the extended Natvig measure a component is important if both by failing it strongly reduces the expected system uptime and by being repaired it strongly reduces the expected system downtime. With this extension the results for the stationary Natvig measure seem very sensible.     

Nonlinear Diffusion Processes

We study elliptic systems of strongly nonlinear first-order differential equations in complex form on the plane. For such systems we develop the theory of Hilbert boundary value problems which is very much similar to the well-known theory for a holomorphic vector. Systems of nonlinear elliptic equations describe problems of interaction of several nonlinear stationary processes in the diffusive and convective mass and heat transport by hydrodynamic fluid flows.     

On stationarity of stochastic retarded linear equations with unbounded drift operators

This article continues the study of Liu [Statist. Probab. Lett. 78(2008): 1775–1783; Stoch. Anal. Appl. 29(2011): 799–823] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a consequence, the associated stochastic equations have unbounded operators acting on the point or distributed delayed terms, while the operator acting on the instantaneous term generates a strongly continuous semigroup. We present conditions on the delay systems to obtain a unique stationary solution by combining spectrum analysis of unbounded operators and stochastic calculus. A few instructive cases are analyzed in detail to clarify the underlying complexity in the study of systems with unbounded delayed operators.     

Shift ergodicity for stationary Markov processes

In this paper shift ergodicity and related topics are studied for certain stationary processes. We first present a simple proof of the conclusion that every stationary Markov process is a generalized convex combination of stationary ergodic Markov processes. A direct consequence is that a stationary distribution of a Markov process is extremal if and only if the corresponding stationary Markov process is time ergodic and every stationary distribution is a generalized convex combination of such extremal ones. We then consider space ergodicity for spin flip particle systems. We prove space shift ergodicity and mixing for certain extremal invariant measures for a class of spin systems, in which most of the typical models, such as the Voter Models and the Contact Models, are included. As a consequence of these results we see that for such systems, under each of those extremal invariant measures, the space and time means of an observable coincide, an important phenomenon in statistical physics. Our results provide partial answers to certain interesting problems in spin systems.     

Stationary and stationarizable regimes in normal stochastic differential systems

Narrow-sense stationary regimes are considered for multi-dimensional non-linear systems described by Ito stochastic differential equations with Wiener processes. The conditions for the existence of stationary and stationarizable one-dimensional distributions are derived. Exact expressions are obtained for stationary distributions in some mechanical systems.     

Subvexormal Functions and Subvex Functions

Subvexormal functions and subinvexormal functions are proposed, whose properties are shared commonly by most generalized convex functions and most generalized invex functions, respectively. A necessary and sufficient condition for a subvexormal function to be subinvexormal is given in the locally Lipschitz and regular case. Furthermore, subvex functions and subinvex functions are introduced. It is proved that the class of strictly subvex functions is equivalent to that of functions whose local minima are global and that, in the locally Lipschitz and regular case, both strongly subvex functions and strongly subinvex functions can be characterized as functions whose relatively stationary points (slight extension of stationary points) are global minima.     

Energy models where the equations are defined on different domains

We investigate a stationary energy model for semiconductor devices and respect the more realistic assumption that the continuity equations for electrons and holes have to be investigated only in a subdomain Ω₀ of the domain of definition Ω of the energy balance equation and of the Poisson equation. This nonlinear system of model equations is strongly coupled and has to be considered in heterostructures and with mixed boundary conditions. We obtain a local existence and uniqueness result for the two-dimensional stationary energy model. For this purpose we derive a W^1,p -regularity result for solutions of systems of elliptic equations with different regions of definition and use the Implicit Function Theorem. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Markov调制的随机系统平稳分布的存在与唯一性(英文)

本文讨论Markov调制的随机系统平稳分布的存在与唯一性. 利用Lyapunov方法与耦合方法得到这类系统存在唯一平稳分布的一些充分条件, 这些条件易于验证具可操作性.     

Relative stability in strictly stationary random sequences

Relative stability results for weakly dependent and strongly mixing strictly stationary sequences are established. As a consequence, some infinite memory models, including ARCH(1) processes, are relatively stable.     

区间周期系统的平稳振荡

本文给出了区间周期系统平稳振荡的概念，建立了区间矩阵稳定性与区间周期系统平稳振荡之间的关系，推广和改进了文[1]的结果．     

Convergence and quotient convergence of iterative methods for solving singular linear equations with index one

Singular systems with index one arise in many applications, such as Markov chain modelling. In this paper, we use the group inverse to characterize the convergence and quotient convergence properties of stationary iterative schemes for solving consistent singular linear systems when the index of the coefficient matrix equals one. We give necessary and sufficient conditions for the convergence of stationary iterative methods for such problems. Next we show that for the stationary iterative method, the convergence and the quotient convergence are equivalent.     

Study on a Cross Diffusion Parabolic System

This paper considers a kind of strongly coupled cross diffusion parabolic system,which can be usedas the multi-dimensional Lyumkis energy transport model in semiconductor science.The global existence andlarge time behavior are obtained for smooth solution to the initial boundary value problem.When the initialdata are a small perturbation of an isothermal stationary solution,the smooth solution of the problem under theinsulating boundary condition,converges to that stationary solution exponentially fast as time goes to infinity.     

Towards mesoscopic ergodic theory Dedicated with Admiration to the Memory of Professor Shantao Liao

The present paper is devoted to a preliminary study towards the establishment of an ergodic theory for stochastic differential equations(SDEs) with less regular coefficients and degenerate noises. These equations are often derived as mesoscopic limits of complex or huge microscopic systems. By studying the associated Fokker-Planck equation(FPE), we prove the convergence of the time average of globally defined weak solutions of such an SDE to the set of stationary measures of the FPE under Lyapunov conditions. In the case where the set of stationary measures consists of a single element, the unique stationary measure is shown to be physical.Similar convergence results for the solutions of the FPE are established as well. Some of our convergence results, while being special cases of those contained in Ji et al.(2019) for SDEs with periodic coefficients, have weaken the required Lyapunov conditions and are of much simplified proofs. Applications to stochastic damping Hamiltonian systems and stochastic slow-fast systems are given.     

A functional non-central limit theorem for multiple-stable processes with long-range dependence

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals with heavy-tailed marginal distribution. Furthermore, the multiple stochastic integrals are built upon a large family of dynamical systems that are ergodic and conservative, leading to the long-range dependence phenomenon of the model. The limits constitute a new class of self-similar processes with stationary increments. They are represented by multiple stable integrals, where the integrands involve the local times of intersections of independent stationary stable regenerative sets.     

Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.     

On existence and uniqueness of stationary points in semi-infinite optimization

The paper deals with semi-infinite optimization problems which are defined by finitely many equality constraints and infinitely many inequality constraints. We generalize the concept of strongly stable stationary points which was introduced by Kojima for finite problems; it refers to the local existence and uniqueness of a stationary point for each sufficiently small perturbed problem, where perturbations up to second order are allowed. Under the extended Mangasarian-Fromovitz constraint qualification we present equivalent conditions for the strong stability of a considered stationary point in terms of first and second derivatives of the involved functions. In particular, we discuss the case where the reduction approach is not satisfied. Received June 30, 1995 / Revised version received October 9, 1998? Published online June 11, 1999     

Expansions for Joint Laplace Transform of Stationary Waiting Times in (max,+)-linear Systems with Poisson Input

We give a Taylor series expansion for the joint Laplace transform of stationary waiting times in open (max,+)-linear stochastic systems with Poisson input. Probabilistic expressions are derived for coefficients of all orders. Even though the computation of these coefficients can be hard for certain systems, it is sufficient to compute only a few coefficients to obtain good approximations (especially under the assumption of light traffic). Combining this new result with the earlier expansion formula for the mean stationary waiting times, we also provide a Taylor series expansion for the covariance of stationary waiting times in such systems.It is well known that (max,+)-linear systems can be used to represent stochastic Petri nets belonging to the class of event graphs. This class contains various instances of queueing networks like acyclic or cyclic fork-and-join queueing networks, finite or infinite capacity tandem queueing networks with various types of blocking, synchronized queueing networks and so on. It also contains some basic manufacturing models such as kanban networks, assembly systems and so forth. The applicability of this expansion technique is discussed for several systems of this type.     

An existence theorem for stationary discs in almost complex manifolds

An existence theorem for stationary discs of strongly pseudo-convex domains in almost complex manifolds is proved. More precisely, it is shown that, for all points of a suitable neighborhood of the boundary and for any vector belonging to certain open subsets of the tangent spaces, there exists a unique stationary disc passing through that point and tangent to the given vector. This result gives a generalization of a theorem of B. Coupet, H. Gaussier and the second author, originally proved only for almost complex structures which are small deformations of an integrable one.