3 citations · 8 across the 6 of their papers we have counts for
7 papers
Per-State Signatures and Mean Time-to-Failure: An Algorithm for Systems With Simultaneous Failures
Guido Lagos, Simón Ávila
We present an algorithm that computes the structural signature and the mean time-to-failure (MTTF) of a monotone binary system at every one of its states, rather than only at the s…
Simple repair policies and decompositions for semi-coherent systems with simultaneous failures
Guido Lagos, Jorge Navarro, Hector Olivero
We consider semi-coherent binary systems that are subject to simultaneous failures of its components. These are systems whose components can be either working or failed; the system…
Limiting behavior of mixed coherent systems with Lévy-frailty Marshall-Olkin failure times
Guido Lagos, Javiera Barrera, Pablo Romero +1
In this paper we show a limit result for the reliability function of a system -- that is, the probability that the whole system is still operational after a certain given time -- w…
Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization
Tito Homem-de-Mello, Juan Valencia, Felipe Lagos +1
We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the prob…
Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
Javiera Barrera, Guido Lagos
The Marshall-Olkin (MO) distribution has been considered a key model in reliability theory and in risk analysis, where it is used to model the lifetimes of dependent components or…
On the Euler discretization error of Brownian motion about random times
A. B. Dieker, Guido Lagos
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation met…
A Dichotomy for Sampling Barrier-Crossing Events of Random Walks with Regularly Varying Tails
Ton Dieker, Guido Lagos
We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly v…