New failure and minimal repair processes for repairable systems in a random environment

Most often, minimal repair is defined as a replacement of a failed item by an operable item that has the same distribution of the remaining lifetime as the failed one just prior a failure. This is the so‐called statistical minimal repair extensively explored in the literature. Another well‐known type of minimal repair takes into account the state of a system prior to a failure (the information‐based minimal repair). In this paper, we suggest the new type of minimal repair to be called conditional statistical minimal repair. Our approach goes further and deals with the corresponding minimal repair processes for systems operating in a random environment. Moreover, we also consider heterogeneous populations of items, which makes the model more realistic. Both of these aspects that affect the failure mechanism of items are studied. Environment is modeled by the nonhomogeneous Poisson shock process. Two models for the failure mechanism defined by the extreme shock model and the cumulative shock model, respectively, are considered. Some examples illustrating our findings are presented.     

Random walks in a strongly sparse random environment

The integer points (sites) of the real line are marked by the positions of a standard random walk with positive integer jumps. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the random walk are supported by a bounded set, have finite or infinite mean, respectively. Focussing on the case of strong sparsity and assuming additionally that the distribution tail of the jumps is regularly varying at infinity we consider a nearest neighbor random walk on the set of integers having jumps $\pm 1$ with probability $1∕2$ at every nonmarked site, whereas a random drift is imposed at every marked site. We prove new distributional limit theorems for the so defined random walk in a strongly sparse random environment, thereby complementing results obtained recently in Buraczewski et al. (2019) for the case of moderate sparsity and in Matzavinos et al. (2016) for the case of weak sparsity. While the random walk in a strongly sparse random environment exhibits either the diffusive scaling inherent to a simple symmetric random walk or a wide range of subdiffusive scalings, the corresponding limit distributions are non-stable.     

A martingale approach to directed polymers in a random environment

The diffusive behavior for a system of directed polymers in a random environment was first rigorously discussed by Imbrie and Spencer, and then by Bolthausen. By means of some basic properties of martingales we extend some results due to Imbrie and Spencer concerning the asymptotic behaviour of the mean square displacement. We also obtain a Wiener process behaviour with probability one for this system. Bolthausen already used some martingale limit theorems to prove a central limit theorem for this system.Partly supported by AvH Foundation.     

A note on multitype branching process with bounded immigration in random environment

In this paper, we study the total number of progeny, W, before regenerating of multitype branching process with immigration in random environment. We show that the tail probability of |W| is of order t-κ as t→∞, with κ some constant. As an application, we prove a stable law for (L-1) random walk in random environment, generalizing the stable law for the nearest random walk in random environment (see "Kesten, Kozlov, Spitzer: A limit law for random walk in a random environment. Compositio Math., 30, 145-168 (1975)").     

On a Class of Models of Stochastic Geometry Constructed by Random Measures

This article presents a class of models in stochastic geometry that are constructed by random measures. This class includes well‐known point processes such as Matérn's hard‐core processes, the tangent point process of the Boolean model, and the point process of vertices of the Poisson Voronoi tessellation. Sufficient conditions for measurability, stationarity and isotropy of the processes of this class are given, as well as formulae for the intensity measure. Furthermore, a property of the Palm distributions can be interpreted as a generalization of Slivnyak's theorem.     

Weighted moments for a supercritical branching process in a varying or random environment

Let W be the limit of the normalized population size of a supercritical branching process in a varying or random environment. By an elementary method, we find sufficient conditions under which W has finite weighted moments of the form EWpl(W), where p > 1, l 0 is a concave or slowly varying function.     

Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures

In this paper we study a system of interacting stochastic differential equations taking values in duals of nuclear spaces driven by Poisson random measures. We also consider the McKean-Vlasov equation associated with the system. We show that under suitable conditions the system has a unique solution and the sequence of its empirical distributions converges to the solution of the McKean-Vlasov equation when the size of the system tends to infinity. The results are applied to the voltage potentials of a large system of neurons and the limiting distribution of the empirical measure is obtained.This research was supported by the National Science Foundation, the Air Force Office of Scientific Research under Grant No. F49620-92-J-0154, and the Army Research Office under Grant No DAAL03-92-G-0008.     

Limit laws for coverage in backbone-sensor networks

We study coverage in sensor networks having two types of nodes, namely, sensor nodes and backbone nodes. Each sensor is capable of transmitting information over relatively small distances. The backbone nodes collect information from the sensors. This information is processed and communicated over an ad hoc network formed by the backbone nodes, which are capable of transmitting over much larger distances. We consider two models of deployment for the sensor and backbone nodes. One is a Poisson–Poisson cluster model and the other a dependently thinned Poisson point process. We deduce limit laws for functionals of vacancy in both models using properties of association for random measures.     

Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure

We consider a sequence of {X _n} of R ^d-valued processes satisfying a stochastic differential equation driven by a Brownian motion and a compensated Poisson random measure, with _n ~ _n with a large drift. Let be a m-dimensional submanifold (m<d), where F vanishes. Then under some suitable growth conditions for _n ~ _n, and some conditions for F, we show that dist(X _n, )0 before it exits any given compact set, that is, the large drift term forces X _n close to . And if the coefficients converge to some continuous functions, any limit process must actually stay on and satisfy a certain stochastic differential equation driven by Brownian motion and white noise.     

随机环境中带移民的上临界分枝过程的Berry-Esseen界

考虑独立同分布的随机环境中带移民的上临界分枝过程(Zn).应用(Zn)与随机环境中不带移民分枝过程的联系,以及与相应随机游动的联系,在一些适当的矩条件下,本文证明关于log Zn的中心极限定理的Berry-Esseen界.     

A class of two-sex branching processes with reproduction phase in a random environment

We model the demographic dynamics of populations with sexual reproduction where the reproduction phase occurs in a non-predictable environment and we assume the immigration/out-migration of mating units in the population. We introduce a general class of two-sex branching processes where, in each generation, the number of mating units which take part in the reproduction phase is randomly determined and the offspring probability distribution changes over time in a random environment. We provide several probabilistic results about the limit behaviour of populations whose dynamics is modelled by such a class of stochastic processes. In particular, we provide sufficient conditions for the almost sure extinction of the population or for its survival with a positive probability. As illustration, we include some simulated examples.     

Position dependent and stochastic thinning of point processes

A short probabilistic proof of Kallenberg's theorem [2] on thinning of point processes is given. It is extended to the case where the probability of deletion of a point depends on the position of the point and is itself random. The proof also leads easily to a statement about the rate of convergence in Renyi's theorem on thinning a renewal process.     

一类随机环境下随机游动的常返性

就一类平稳环境θ下随机流动{Xn}n∈z 建立相应的Markov-双链{ηn}n∈z ={(xn,Tnθ)}n∈z ,并给出在该平稳环境θ下{xn}n∈z 为常返链的条件.     

Stochastic modelling of tropical cyclone tracks

A stochastic model for the tracks of tropical cyclones that allows for the computerised generation of a large number of synthetic cyclone tracks is introduced. This will provide a larger dataset than previously available for the assessment of risks in areas affected by tropical cyclones. To improve homogeneity, the historical tracks are first split into six classes. The points of cyclone genesis are modelled as a spatial Poisson point process, the intensity of which is estimated using a generalised version of a kernel estimator. For these points, initial values of direction, translation speed, and wind speed are drawn from histograms of the historical values of these variables observed in the neighbourhood of the respective points, thereby generating a first 6-h segment of a track. The subsequent segments are then generated by drawing changes in theses variables from histograms of the historical data available near the cyclone’s current location. A termination probability for the track is determined after each segment as a function of wind speed and location. In the present paper, the model is applied to historical cyclone data from the western North Pacific, but it is general enough to be transferred to other ocean basins with only minor adjustments. A version for the North Atlantic is currently under preparation.     

一类随机徘徊的等待时间

以一种随机徘徊为例,说明由独立增量点过程的等待时间生成的两类随机量——点间间距、给定时刻前后两次事件出现的时间差——之间的关系.     

Reliability analysis of two-unit cold standby repairable systems under Poisson shocks

This paper analyses the reliability of a cold standby system consisting of two repairable units, a switch and a repairman. At any time, one of the two units is operating while the other is on cold standby. The repairman may not always at the job site, or take vacation. We assume that shocks can attack the operating unit. The arrival times of the shocks follow a homogeneous Poisson process and their magnitude is a random variable following a known distribution. Time on repairing a failed unit and the length of repairman’s vacation follow general continuous probability distributions, respectively. The paper derives a number of reliability indices: system reliability, mean time to first failure, steady-state availability, and steady-state failure frequency.     

Ordered thinnings of point processes and random measures

This is a study of thinnings of point processes and random measures on the real line that satisfy a weak law of large numbers. The thinning procedures have dependencies based on the order of the points or masses being thinned such that the thinned process is a composition of two random measures. It is shown that the thinned process (normalized by a certain function) converges in distribution if and only if the thinning process does. This result is used to characterize the convergence of thinned processes to infinitely divisible processes, such as a compound Poisson process, when the thinning is independent and nonhomogeneous, stationary, Markovian, or regenerative. Thinning by a sequence of independent identically distributed operations is also discussed. The results here contain Renyi's classical thinning theorem and many of its extensions.     

Large deviations for hitting times of a random walk in random environment on a strip

We consider a random walk in random environment on a strip, which is transient to the right. The random environment is stationary and ergodic. By the constructed enlarged random environment which was first introduced by Goldsheid （2008）, we obtain the large deviations conditioned on the environment （in the quenched case） for the hitting times of the random walk.     

一类随机过程的经验测度的大偏差定理

本文证明了一类随机过程的经验测度的大偏差定理，其中这类随机过程是一个随机发展过程解的小扰动．