Based on two procedures for efficiently generating conditional samples, i.e. Markov chain Monte Carlo (MCMC) simulation and importance sampling (IS), two reliability sensitivity (RS) algorithms are presented. On the basis of reliability analysis of Subset simulation (Subsim), the RS of the failure probability with respect to the distribution parameter of the basic variable is transformed as a s...

An expression for probability density function ( pdf ) of a K – out – of N : G system is proposed. A simple, fast and memory efficient recursive algorithm computes the pdf of K – out – of N : G system with unequal component failure probabilities. The special cases of constant failure rate, Weibull failure time distributions are provided for illustrating the results.

We study a class of growth algorithms for directed graphs that are candidate models for the evolution of genetic regulatory networks. The algorithms involve partial duplication of nodes and their links, together with the innovation of new links, allowing for the possibility that input and output links from a newly created node may have different probabilities of survival. We find some counterin...

A software usage models describes the prospective use of a program in its intended environment and allows the generation of random test cases leading to unbiased estimates of the failure risk, i.e., the expected loss by program failure. We concentrate on usage models of Markov type and show that by suitable changes of the probabilities of state transitions during test, the precision of the risk...

Financial constraints have been found to play an important role on various aspects of firm behavior. Yet, their effects on firm survival have been largely neglected. We use a panel of 9420 newly established UK firms over the period 1997-2002 to study the effects of financial variables on firms’ failure probabilities, differentiating firms into globally engaged and purely domestic. Estimating a ...

Financial constraints have been found to play an important role on various aspects of firm behavior. Yet, their effects on firm survival have been largely neglected. We use a panel of 61496 UK firms over the period 19972002 to study the effects of financial variables on firms’ failure probabilities, differentiating firms into globally engaged and purely domestic. Estimating a wide range of spec...

In this paper we study efficient simulation algorithms for estimating P(X > x), whereX is the total time of a job with ideal time T that needs to be restarted after a failure. The main tool is importance sampling, where a good importance distribution is identified via an asymptotic description of the conditional distribution of T given X > x. If T ≡ t is constant, the problem reduces to the eff...

We present simpli0ed analytical results for the numerical evaluation of failure time probabilities for a single-unit system whose cumulative wear over time depends on its external environment. The failure time distribution is derived as a one-dimensional Laplace–Stieltjes transform with respect to the temporal variable using a direct solution approach and by inverting an existing two-dimensiona...