Limiting behavior of mixed coherent systems with L\'evy-frailty Marshall-Olkin failure times

TL;DR

This paper investigates the asymptotic reliability behavior of large mixed coherent systems with components governed by Le9vy-frailty Marshall-Olkin distributions, showing convergence to a first-passage time of a Le9vy process.

Contribution

It provides the first asymptotic analysis of system reliability as the number of components grows, linking it to Le9vy process first-passage times.

Findings

Reliability function converges to a probability involving a Le9vy subordinator.

System failure time converges to an exponential distribution in a parametric example.

Computational experiments support the theoretical convergence results.

Abstract

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 -- when the number of components of the system grows to infinity. More specifically, we consider a sequence of mixed coherent systems whose components are homogeneous and non-repairable, with failure-times governed by a L\'evy-frailty Marshall-Olkin (LFMO) distribution -- a distribution that allows simultaneous component failures. We show that under integrability conditions the reliability function converges to the probability of a first-passage time of a L\'evy subordinator process. To the best of our knowledge, this is the first result to tackle the asymptotic behavior of the reliability function as the number of components of the system grows. To illustrate our approach, we give an example of a parametric family of reliability functions where the system failure time converges in distribution to an exponential random variable, and give computational experiments testing convergence.