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Article Citation - WoS: 19Citation - Scopus: 21Mean Instantaneous Performance of a System With Weighted Components That Have Arbitrarily Distributed Lifetimes(Elsevier Sci Ltd, 2013) Eryilmaz, SerkanThere are various systems consisting of components which may have different contribution to the performance of the system. Such systems can be modeled systems with weighted components. In this paper, we study the mean instantaneous performance of this type of systems after successive component failures. The mean instantaneous performance is a useful characteristic to take preventive action about the system. In particular, we obtain explicit expressions for the mean instantaneous performance of a system with weighted components that have arbitrarily distributed lifetimes. We illustrate the results when the lifetime distribution of components follow proportional hazard model. Some further results are also presented for the components having exponential lifetime distribution. (C) 2013 Elsevier Ltd. All rights reserved.Article Citation - WoS: 5Citation - Scopus: 6Parallel and Consecutive-k-out-of-n< Systems Under Stochastic Deterioration(Elsevier Science inc, 2014) Eryilmaz, SerkanIn this paper, we study parallel and consecutive-k-out-of-n:F systems consisting of components which are subject to random deterioration with time. The random deterioration in resistance of a component is defined through a stochastic process. We obtain lifetime distribution of a parallel system via classical probabilistic techniques. The lifetime distribution of a consecutive-k-out-of-n:F system is derived using the lifetime distribution of parallel systems and the concept of maximal signature. We also study the optimal replacement time for a parallel system. We present illustrative computational results using MATHCAD. (C) 2013 Elsevier Inc. All rights reserved.Article Citation - WoS: 1Citation - Scopus: 2On the First Time of Ruin in Two-Dimensional Discrete Time Risk Model With Dependent Claim Occurrences(Taylor & Francis inc, 2018) Eryilmaz, SerkanThis article is concerned with a two-dimensional discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain a recursive expression for the finite time non ruin probability under such a dependence among claim occurrences. For an illustration, we define a bivariate compound beta-binomial risk model and present numerical results on this model by comparing the corresponding results of the bivariate compound binomial risk model.Article Citation - WoS: 29Citation - Scopus: 31Computing Marginal and Joint Birnbaum, and Barlow-Proschan Importances in Weighted-k-out-of-n< Systems(Pergamon-elsevier Science Ltd, 2014) Eryilmaz, Serkan; Bozbulut, Ali RizaA weighted-k-out-of-n:G system is a system that consists of n binary components, each with its own positive weight, and operates only when the total weight of working components is at least k. Such a structure is useful when the components have different contributions to the performance of the entire system. This paper is concerned with both marginal and joint Birnbaum, and Barlow-Proschan (BP) importances of the components in weighted- k-out-of-n:G systems. The method of universal generating function is used for computing marginal and joint Birnbaum importances. The method for computing BP-importance is based on a direct probabilistic approach. Extensive numerical calculations are presented. By the help of these calculations and illustrations, it is possible to observe how the marginal and joint importances change with respect to the weights of components. (C) 2014 Elsevier Ltd. All rights reserved.Article Citation - WoS: 5Component Importance in Coherent Systems With Exchangeable Components(Cambridge Univ Press, 2015) Eryilmaz, SerkanThis paper is concerned with the Birnbaum importance measure of a component in a binary coherent system. A representation for the Birnbaum importance of a component is obtained when the system consists of exchangeable dependent components. The results are closely related to the concept of the signature of a coherent system. Some examples are presented to illustrate the results.Article Citation - WoS: 61Citation - Scopus: 64Computing Optimal Replacement Time and Mean Residual Life in Reliability Shock Models(Pergamon-elsevier Science Ltd, 2017) Eryilmaz, SerkanIn this paper, matrix-based methods are presented to compute the optimal replacement time and mean residual lifetime of a system under particular class of reliability shock models. The times between successive shocks are assumed to have a common continuous phase-type distribution. The system's lifetime is represented as a compound random variable and some properties of phase-type distributions are utilized. Extreme shock model, run shock model, and generalized extreme shock model are shown to be the members of this class. Graphical illustrations and numerical examples are presented for the run shock model when the interarrival times between shocks follow Erlang distribution. (C) 2016 Elsevier Ltd. All rights reserved.Article Citation - WoS: 2Citation - Scopus: 2Computing Waiting Time Probabilities Related To (k1< k2< ..., kl< Pattern(Springer, 2023) Chadjiconstantinidis, Stathis; Eryilmaz, SerkanFor a sequence of multi-state trials with l possible outcomes denoted by {1, 2, ..., l}, let E be the event that at least k(1) consecutive is followed by at least k(2) consecutive 2s,..., followed by at least k(l) consecutive ls. Denote by T-r the number of trials for the rth occurrence of the event E in a sequence of multi-state trials. This paper studies the distribution of the waiting time random variable T-r when the sequence consists of independent and identically distributed multi-state trials. In particular, distributional properties of T-r are examined via matrix-geometric distributions.Article Citation - WoS: 27Citation - Scopus: 30The Distributions of Sum, Minima and Maxima of Generalized Geometric Random Variables(Springer, 2015) Tank, Fatih; Eryilmaz, SerkanGeometric distribution of order as one of the generalization of well known geometric distribution is the distribution of the number of trials until the first consecutive successes in Bernoulli trials with success probability . In this paper, it is shown that this generalized distribution can be represented as a discrete phase-type distribution. Using this representation along with closure properties of phase-type distributions, the distributions of sum, minima and maxima of two independent random variables having geometric distribution of order are obtained. Numerical results are presented to illustrate the computational details.Article Citation - WoS: 77Citation - Scopus: 80Reliability and Optimal Replacement Policy for an Extreme Shock Model With a Change Point(Elsevier Sci Ltd, 2019) Eryilmaz, Serkan; Kan, CihangirAn extreme shock model when there is a change in the distribution of the magnitudes of shocks is defined and studied. Such a model is useful in practice since a sudden change in environmental conditions may cause a larger shock. In particular, the reliability and mean time to failure of the system is obtained by assuming that the times between arrivals of shocks follow phase-type distribution. The optimal replacement policy that is based on a control limit is also proposed. The results are illustrated when the number of shocks until the change point follows geometric distribution.Article Citation - WoS: 13Citation - Scopus: 14On Mean Residual Life of Discrete Time Multi-State Systems(Nctu-national Chiao Tung Univ Press, 2013) Eryilmaz, SerkanThe mean residual life function is an important characteristic in reliability and survival analysis. Although many papers have studied the mean residual life of binary systems, the study of this characteristic for multi-state systems is new. In this paper, we study mean residual life of discrete time multi-state systems that have M + 1 states of working efficiency. In particular, we consider two different definitions of mean residual life function and evaluate them assuming that the degradation in multi-state system follows a Markov process.
