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Providing optimal strategies for maintaining technical systems in good working condition is an important goal in reliability engineering. The main aim of this paper is to propose some optimal maintenance policies for coherent systems based on some partial information about the status of components in the system. For this purpose, in the first part of the paper, we propose two criteria under which we compute the probability of the number of failed components in a coherent system with independent and identically distributed components. The first proposed criterion utilizes partial information about the status of the components with a single inspection of the system, and the second one uses partial information about the status of component failure under double monitoring of the system. In the computation of both criteria, we use the notion of the signature vector associated with the system. Some stochastic comparisons between two coherent systems have been made based on the proposed concepts. Then, by imposing some cost functions, we introduce new approaches to the optimal corrective and preventive maintenance of coherent systems. To illustrate the results, some examples are examined numerically and graphically.
We consider the problem of numerical integration when the sampling nodes form a stationary point process on the real line. In previous papers it was argued that a naïve Riemann sum approach can cause a severe variance inflation when the sampling points are not equidistant. We show that this inflation can be avoided using a higher-order Newton–Cotes quadrature rule which exploits smoothness properties of the integrand. Under mild assumptions, the resulting estimator is unbiased and its variance asymptotically obeys a power law as a function of the mean point distance. If the Newton–Cotes rule is of sufficiently high order, the exponent of this law turns out to only depend on the point process through its mean point distance. We illustrate our findings with the stereological estimation of the volume of a compact object, suggesting alternatives to the well-established Cavalieri estimator.
Fractal percolation exhibits a dramatic topological phase transition, changing abruptly from a dust-like set to a system-spanning cluster. The transition points are unknown and difficult to estimate. In many classical percolation models the percolation thresholds have been approximated well using additive geometric functionals, known as intrinsic volumes. Motivated by the question of whether a similar approach is possible for fractal models, we introduce corresponding geometric functionals for the fractal percolation process F. They arise as limits of expected functionals of finite approximations of F. We establish the existence of these limit functionals and obtain explicit formulas for them as well as for their finite approximations.
Draw-down time for a stochastic process is the first passage time of a draw-down level that depends on the previous maximum of the process. In this paper we study the draw-down-related Parisian ruin problem for spectrally negative Lévy risk processes. Intuitively, a draw-down Parisian ruin occurs when the surplus process has continuously stayed below the dynamic draw-down level for a fixed amount of time. We introduce the draw-down Parisian ruin time and solve the corresponding two-sided exit problems via excursion theory. We also find an expression for the potential measure for the process killed at the draw-down Parisian time. As applications, we obtain new results for spectrally negative Lévy risk processes with dividend barrier and with Parisian ruin.
Elementary treatments of Markov chains, especially those devoted to discrete-time and finite state-space theory, leave the impression that everything is smooth and easy to understand. This exposition of the works of Kolmogorov, Feller, Chung, Kato, and other mathematical luminaries, which focuses on time-continuous chains but is not so far from being elementary itself, reminds us again that the impression is false: an infinite, but denumerable, state-space is where the fun begins. If you have not heard of Blackwell's example (in which all states are instantaneous), do not understand what the minimal process is, or do not know what happens after explosion, dive right in. But beware lest you are enchanted: 'There are more spells than your commonplace magicians ever dreamed of.'
A lack of political legitimacy undermines the ability of the European Union (EU) to resolve major crises and threatens the stability of the system as a whole. By integrating digital data into political processes, the EU seeks to base decision-making increasingly on sound empirical evidence. In particular, artificial intelligence (AI) systems have the potential to increase political legitimacy by identifying pressing societal issues, forecasting potential policy outcomes, and evaluating policy effectiveness. This paper investigates how citizens’ perceptions of EU input, throughput, and output legitimacy are influenced by three distinct decision-making arrangements: (a) independent human decision-making by EU politicians; (b) independent algorithmic decision-making (ADM) by AI-based systems; and (c) hybrid decision-making (HyDM) by EU politicians and AI-based systems together. The results of a preregistered online experiment (n = 572) suggest that existing EU decision-making arrangements are still perceived as the most participatory and accessible for citizens (input legitimacy). However, regarding the decision-making process itself (throughput legitimacy) and its policy outcomes (output legitimacy), no difference was observed between the status quo and HyDM. Respondents tend to perceive ADM systems as the sole decision-maker to be illegitimate. The paper discusses the implications of these findings for (a) EU legitimacy and (b) data-driven policy-making and outlines (c) avenues for future research.
The concept of a “digital twin” as a model for data-driven management and control of physical systems has emerged over the past decade in the domains of manufacturing, production, and operations. In the context of buildings and civil infrastructure, the notion of a digital twin remains ill-defined, with little or no consensus among researchers and practitioners of the ways in which digital twin processes and data-centric technologies can support design and construction. This paper builds on existing concepts of Building Information Modeling (BIM), lean project production systems, automated data acquisition from construction sites and supply chains, and artificial intelligence to formulate a mode of construction that applies digital twin information systems to achieve closed loop control systems. It contributes a set of four core information and control concepts for digital twin construction (DTC), which define the dimensions of the conceptual space for the information used in DTC workflows. Working from the core concepts, we propose a DTC information system workflow—including information stores, information processing functions, and monitoring technologies—according to three concentric control workflow cycles. DTC should be viewed as a comprehensive mode of construction that prioritizes closing the control loops rather than an extension of BIM tools integrated with sensing and monitoring technologies.