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Dependence patterns for modeling simultaneous events

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  • Rodríguez, Joanna
  • Lillo, Rosa E.
  • Ramírez-Cobo, Pepa

Abstract

In this paper we examine in detail some of the modeling capabilities of the stationary m-state BMAP, with simultaneous events up to size k, noted BMAPm(k). Specifically, we study the forms of the auto-correlation functions of the inter-event times and event sizes. We provide a novel characterization of the functions which is suitable for analyzing the dependence patterns. In particular, this allows one to prove a geometrically decrease to zero of the functions and to identify four correlation patterns, when m=2 . The case m≥3 is illustrated via an extensive simulation study, from which it can be deduced that, as expected, richer structures can be obtained as m increases. In addition, the influence of the dependence patterns for both auto-correlation functions for the BMAP2(2) in the counting process has been explored through an empirical analysis.

Suggested Citation

  • Rodríguez, Joanna & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2016. "Dependence patterns for modeling simultaneous events," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 19-30.
    • Handle: RePEc:eee:reensy:v:154:y:2016:i:c:p:19-30
    DOI: 10.1016/j.ress.2016.05.008
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    References listed on IDEAS

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    1. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "Matrix stochastic analysis of the maintainability of a machine under shocks," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 11-17.
    2. Rodríguez, Joanna & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2015. "Failure modeling of an electrical N-component framework by the non-stationary Markovian arrival process," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 126-133.
    3. Liu, Baoliang & Cui, Lirong & Wen, Yanqing & Shen, Jingyuan, 2015. "A cold standby repairable system with working vacations and vacation interruption following Markovian arrival process," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 1-8.
    4. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2016. "A warmstandby system under shocks and repair governed by MAPs," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 331-338.
    5. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2012. "A shock and wear system under environmental conditions subject to internal failures, repair, and replacement," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 55-61.
    6. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "A redundant n-system under shocks and repairs following Markovian arrival processes," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 69-75.
    7. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2015. "A shock and wear model with dependence between the interarrival failures," Applied Mathematics and Computation, Elsevier, vol. 259(C), pages 339-352.
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    Cited by:

    1. Ramírez-Cobo, Pepa, 2017. "Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems," DES - Working Papers. Statistics and Econometrics. WS 24622, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Yera, Yoel G. & Lillo, Rosa E. & Ramírez-Cobo, Pepa, 2019. "Fitting procedure for the two-state Batch Markov modulated Poisson process," European Journal of Operational Research, Elsevier, vol. 279(1), pages 79-92.
    3. Yera, Yoel G. & Lillo, Rosa E. & Nielsen, Bo F. & Ramírez-Cobo, Pepa & Ruggeri, Fabrizio, 2021. "A bivariate two-state Markov modulated Poisson process for failure modeling," Reliability Engineering and System Safety, Elsevier, vol. 208(C).

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