Search Results - subject:"Structure function"

A new integrated strategy for optimising the maintenance cost of complex systems using reliability importance measures

Rebaiaia, Mohamed Larbi; Ait-Kadi, Daoud - In: International journal of production research 62 (2024) 11, pp. 4143-4164

Persistent link: https://www.econbiz.de/10014547233

Reliability analysis of multi-state system with application of multiple-valued logic

Zaitseva, Elena; Levashenko, Vitaly - In: International journal of quality & reliability management 34 (2017) 6, pp. 862-878

Persistent link: https://www.econbiz.de/10011723362

Reliability analysis of multi-state system with application of multiple-valued logic

Zaitseva, Elena; Levashenko, Vitaly - In: International Journal of Quality & Reliability Management 34 (2017) 6, pp. 862-878

/methodology/approach Similar to Boolean algebra, MVL is used for the constriction of the structure function of the investigated system. The … interpretation of the structure function of the MSS in terms of MVL allows using mathematical methods and approaches of this logic … for the analysis of the structure function. Findings The logical differential calculus is one of mathematical approaches …

Persistent link: https://www.econbiz.de/10014801854

A note on processes with random stationary increments

Zhang, Haimeng; Huang, Chunfeng - In: Statistics & Probability Letters 94 (2014) C, pp. 153-161

the spectrum in terms of the structure function. …

Persistent link: https://www.econbiz.de/10010930592

A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model

Hernández-Bastida, Agustín; Fernández-Sánchez, M. - In: Statistical Methods and Applications 21 (2012) 4, pp. 391-409

collective risk model, where the Sarmanov–Lee family is used as a structure function. We determine the collective and Bayes …

Persistent link: https://www.econbiz.de/10010998680

Noise induced patterning in periodic systems with conserved dynamics

Kharchenko, D.; Lysenko, I.; Kharchenko, V. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 17, pp. 3356-3367

We study pattern formation in periodic systems with conserved dynamics driven by both thermally sustained flux and external (athermal) flux. Assuming the stochastic nature of each kind of flux we discuss noise induced patterning with competing stochastic dynamics in the framework of the...

Persistent link: https://www.econbiz.de/10010873029

Estimation of the Kolmogorov constant for the Lagrangian velocity spectrum and structure function under different PBL stability regimes generated by LES

Rizza, Umberto; Degrazia, Gervasio Annes; Mangia, Cristina - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 19, pp. 4009-4017

The Lagrangian description of turbulence is very important in studies of mixing and dispersion. The following study focuses on the main aspects using data from high resolution Large Eddy Simulations and investigating basic results in Kolmogorov similarity giving an estimation of inertial...

Persistent link: https://www.econbiz.de/10010873559

Estimation of the Kolmogorov constant by large-eddy simulation in the stable PBL

Carvalho, Jonas C.; Rizza, Umberto; Lovato, Rodrigo; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1500-1508

-averaged Lagrangian velocity structure function in the inertial subrange. Our estimative of C0,w is 3.7, which is consistent with values …

Persistent link: https://www.econbiz.de/10011061539

Simulating ‘structure–function’ patterns of malignant brain tumors

Mansury, Yuri; Deisboeck, Thomas S. - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 219-232

. Very little is known, however, about the existence of structure–function relationships in these types of neoplasm …

Persistent link: https://www.econbiz.de/10010591425

Multi-scaling in the Cont–Bouchaud microscopic stock market model

Castiglione, Filippo; Stauffer, Dietrich - In: Physica A: Statistical Mechanics and its Applications 300 (2001) 3, pp. 531-538

The Cont–Bouchaud percolation model is one of the simplest microsimulation models yet able to account for the main stylized fact of financial markets, e.g. fat tails of the histogram of log-returns. In the present paper we show that for a certain range of the parameters it is possible to...

Persistent link: https://www.econbiz.de/10010590317