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ON THE OUTCOME OF A CASCADING FAILURE MODEL

Published online by Cambridge University Press:  01 June 2006

Claude Lefèvre
Affiliation:
Institut de Statistique et de Recherche Opérationnelle, Université Libre de Bruxelles, B-1050 Bruxelles, Belgique, E-mail: clefevre@ulb.ac.be

Abstract

This article is concerned with a loading-dependent model of cascading failure proposed recently by Dobson, Carreras, and Newman [6]. The central problem is to determine the distribution of the total number of initial components that will have finally failed. A new approach based on a closed connection with epidemic modeling is developed. This allows us to consider a more general failure model in which the additional loads caused by successive failures are arbitrarily fixed (instead of being constant as in [6]). The key mathematical tool is provided by the partial joint distributions of order statistics for a sample of independent uniform (0,1) random variables.

Type
Research Article
Copyright
© 2006 Cambridge University Press

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