Javiera Barrera (UAI)

In this work we consider the reliability of a network where link failures are correlated. We define the reliability as the probability of the network to be working at a given time instant. Our main contribution is a collection of results giving a detailed analysis of a non-trivial scaling regime for the probability of the network being working at a certain time, as the time and size of network scales. Here we consider that the network fails when there are no links working, or more generally when less than k-out-of-n edges are working (with k close to n) like in [2] and [5]. Our results allow to study the common-cause failure models describe in [3] on networks in a realistic, relevant, yet practical, fashion: it allows to capture correlated components in the network; it allows to estimate and give error bounds for the failure probabilities of the system; and at same time only needs to specify a reduced family of parameters. Moreover, our results for the k-out-of-n failure model allow to give new scaling regimes for the probabilistic behavior of the last-ordinals in the theory of extreme values for dependent tuples. The techniques are similar to those used to estimate the asymptotic convergence profile for ergodic Markov chains [1] or [4].

  1. [1]  J. Barrera and B. Ycart Bounds for Left and Right Window Cutoffs. ALEA, Lat. Am. J. Probab. Math. Stat., 11 (2): 445–458, 2014.

  2. [2]  I. Bayramoglu and M. Ozkut. The Reliability of Coherent Systems Subjected to Marshall?Olkin Type Shocks. EEE Transactions on Reliability,, 64 (1): 435–443, 2015.

  3. [3]  U. Cherubini, F. Durante, and S. Mulinacci. Marshall – Olkin Distributions-Advances in Theory and Applications: Bologna, Italy, October 2013, volume 141. Springer, 2015.

  4. [4]  B. Lachaud and B. Ycart Convergence Times for Parallel Markov Chains. Positive systems, 169–176, 2006.

  5. [5]  T. Yuge, M. Maruyama, and S. Yanagi Reliability of a k-out-of-n Systemwith Common-Cause Failures Using Multivariate Exponential Distribution. Procedia Computer Sci- ence, 96: 968?976, 2016. 

Department of Mathematics

Pontifical Catholic University of Chile (PUC-Chile)

Av. Vicuña Mackenna 4860, Macul,

Santiago – Chile

(+56 2) 2354 5779

Center for Mathematical Modeling (CMM)

Faculty of Physical and Mathematical Sciences (FCFM)

Universidad de Chile

Beauchef 851, Edificio Norte, Piso 7,

Santiago – Chile