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10 papers · 2 filters
Subsignatures of systems
Jean-Luc Marichal
We introduce the concept of subsignature for semicoherent systems as a class of indexes that range from the system signature to the Barlow-Proschan importance index. Specifically,…
Local Pinsker inequalities via Stein's discrete density approach
Christophe Ley, Yvik Swan
Pinsker's inequality states that the relative entropy between two random variables and dominates the square of the total variation distance $d_{\mat…
Mean-Square Continuity on Homogeneous Spaces of Compact Groups
Domenico Marinucci, Giovanni Peccati
We show that any finite-variance, isotropic random field on a compact group is necessarily mean-square continuous, under standard measurability assumptions. The result extends to i…
Computing system signatures through reliability functions
Jean-Luc Marichal, Pierre Mathonet
It is known that the Barlow-Proschan index of a system with i.i.d. component lifetimes coincides with the Shapley value, a concept introduced earlier in cooperative game theory. Du…
Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering
Solesne Bourguin, Giovanni Peccati
Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to…
On modular decompositions of system signatures
Jean-Luc Marichal, Pierre Mathonet, Fabio Spizzichino
Considering a semicoherent system made up of components having i.i.d. continuous lifetimes, Samaniego defined its structural signature as the -tuple whose -th coordinate…