stochastic dependence
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2021 ◽  
Author(s):  
Junkai Sun ◽  
Zezhou Sun ◽  
Chuanhai Chen ◽  
Chuliang Yan ◽  
Tongtong Jin ◽  
...  

Abstract Unreasonable maintenance strategies will increase maintenance costs and reduce the efficiency of CNC (Computer Numerical Control) machine tools. Therefore, not only the degradation state of components but also their coupling effect should be considered to obtain a scientific and reasonable system-level maintenance strategy because of the dependence among different components of CNC machine tools. This study proposes a group maintenance strategy of CNC machine tools considering economic, structural, and stochastic dependence among critical components and optimizes the group maintenance strategy. The model of group maintenance of CNC machine tools is composed of four sub-models: sub-model of component degression, sub-model of group maintenance decisions, sub-model of imperfect maintenance, sub-model of maintenance cost. Utilizing the model of group maintenance of CNC machine tools, the time, objective, and measures of maintenance can be decided according to the degression state and failures. And then, the cost of each maintenance can be calculated. In the group maintenance model, economic dependence and structural dependence among components are quantified by cost, while stochastic dependence is quantified by failure intensity. On that basis, the Monte Carlo method is used to simulate the machine tool operation process and the long-term maintenance cost of CNC machine tools corresponding to a certain failure intensity threshold is calculated. Finally, Genetic Algorithm is used to optimize the failure intensity thresholds of preventive and group maintenance. A numerical example verifies the effectiveness of the proposed optimization method for group maintenance strategy.


Author(s):  
Muhammad Hassan Khan Niazi ◽  
Oswaldo Morales Nápoles ◽  
Bregje K. Van Wesenbeeck

Vegetation as a nature-based solution for increasing flood risk has convincingly shown potential for flood hazard (wave load) reduction but lacks generalized results. In this study we have introduced stochastic dependence modeling using non-parametric Bayesian networks (NPBN) for vegetated coastal systems where the system was parametrized using continuous marginal distributions, and likely (conditional) correlations among variables. The model represented a consistent joint probability distribution and hence can be used to generate physically realistic conditions in data-scare environments. It adds value to numerical modeling by reducing the number of simulations required to get meaningful generalized results. Main findings, that were derived by using a NPBN, help to pave way for implementation of nature-based solutions for a range of realistic conditions that can be found across global coastal foreshores.Recorded Presentation from the vICCE (YouTube Link): https://youtu.be/T6TP0DH0qMw


Entropy ◽  
2020 ◽  
Vol 22 (6) ◽  
pp. 679 ◽  
Author(s):  
Pin-Hsun Lin ◽  
Carsten R. Janda ◽  
Eduard A. Jorswieck ◽  
Rafael F. Schaefer

In order to make a warden, Willie, unaware of the existence of meaningful communications, there have been different schemes proposed including covert and stealth communications. When legitimate users have no channel advantage over Willie, the legitimate users may need additional secret keys to confuse Willie, if the stealth or covert communication is still possible. However, secret key generation (SKG) may raise Willie’s attention since it has a public discussion, which is observable by Willie. To prevent Willie’s attention, we consider the source model for SKG under a strong secrecy constraint, which has further to fulfill a stealth constraint. Our first contribution is that, if the stochastic dependence between the observations at Alice and Bob fulfills the strict more capable criterion with respect to the stochastic dependence between the observations at Alice and Willie or between Bob and Willie, then a positive stealthy secret key rate is identical to the one without the stealth constraint. Our second contribution is that, if the random variables observed at Alice, Bob, and Willie induced by the common random source form a Markov chain, then the key capacity of the source model SKG with the strong secrecy constraint and the stealth constraint is equal to the key capacity with the strong secrecy constraint, but without the stealth constraint. For the case of fast fading models, a sufficient condition for the existence of an equivalent model, which is degraded, is provided, based on stochastic orders. Furthermore, we present an example to illustrate our results.


Entropy ◽  
2020 ◽  
Vol 22 (6) ◽  
pp. 676
Author(s):  
Roy Cerqueti ◽  
Giulia Rotundo ◽  
Marcel Ausloos

In this work, we develop the Tsallis entropy approach for examining the cross-shareholding network of companies traded on the Italian stock market. In such a network, the nodes represent the companies, and the links represent the ownership. Within this context, we introduce the out-degree of the nodes—which represents the diversification—and the in-degree of them—capturing the integration. Diversification and integration allow a clear description of the industrial structure that were formed by the considered companies. The stochastic dependence of diversification and integration is modeled through copulas. We argue that copulas are well suited for modelling the joint distribution. The analysis of the stochastic dependence between integration and diversification by means of the Tsallis entropy gives a crucial information on the reaction of the market structure to the external shocks—on the basis of some relevant cases of dependence between the considered variables. In this respect, the considered entropy framework provides insights on the relationship between in-degree and out-degree dependence structure and market polarisation or fairness. Moreover, the interpretation of the results in the light of the Tsallis entropy parameter gives relevant suggestions for policymakers who aim at shaping the industrial context for having high polarisation or fair joint distribution of diversification and integration. Furthermore, a discussion of possible parametrisations of the in-degree and out-degree marginal distribution—by means of power laws or exponential functions— is also carried out. An empirical experiment on a large dataset of Italian companies validates the theoretical framework.


2020 ◽  
Vol 8 (1) ◽  
pp. 1-33
Author(s):  
Giovanna Nappo ◽  
Fabio Spizzichino

AbstractWe first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.A specific feature of such an approach dwells on the concept of semi-copula and in the extension, from copulas to semi-copulas, of properties of stochastic dependence. In this perspective, we aim to discuss some intricate aspects of conceptual character and to provide the readers with pertinent remarks from a Bayesian Statistics standpoint. In particular we will discuss the role of extensions of dependence properties. “Archimedean” models have an important role in the present framework.In the second part of the paper, the definitions of Kendall distribution and of Kendall equivalence classes will be extended to semi-copulas and related properties will be analyzed. On such a basis, we will consider the notion of “Pseudo-Archimedean” models and extend to them the analysis of the relations between the ageing notions of IFRA/DFRA-type and the dependence concepts of PKD/NKD.


2020 ◽  
Vol 58 (1) ◽  
pp. 21-35
Author(s):  
Remi Guillaume Bagré ◽  
Vini Yves Bernadin Loyara ◽  
Diakarya Barro

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