167 results
Search Results
Now showing 1 - 10 of 167
Article Citation - WoS: 12Citation - Scopus: 14The Markov Discrete Time Δ-Shock Reliability Model and a Waiting Time Problem(Wiley, 2022) Chadjiconstantinidis, Stathis; Eryilmaz, Serkandelta-shock model is one of the widely studied shock models in reliability theory and applied probability. In this model, the system fails due to the arrivals of two consecutive shocks which are too close to each other. That is, the system breaks down when the time between two successive shocks falls below a fixed threshold delta. In the literature, the delta-shock model has been mostly studied by assuming that the time between shocks have continuous distribution. In the present paper, the discrete time version of the model is considered. In particular, a proper waiting time random variable is defined based on a sequence of two-state Markov dependent binary trials and the problem of finding the distribution of the system's lifetime is linked with the distribution of the waiting time random variable, and we study the joint as well as the marginal distributions of the lifetime, the number of shocks and the number of failures associated with these binary trials.Article Citation - WoS: 11Citation - Scopus: 10Modeling of Claim Exceedances Over Random Thresholds for Related Insurance Portfolios(Elsevier, 2011) Eryilmaz, Serkan; Gebizlioglu, Omer L.; Tank, FatihLarge claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks, determination of retention treaties and capital requirements for solvency. This paper presents a model about claim occurrences in an insurance portfolio that exceed the largest claim of another portfolio providing the same sort of insurance coverages. Two cases are taken into consideration: independent and identically distributed claims and exchangeable dependent claims in each of the portfolios. Copulas are used to model the dependence situations. Several theorems and examples are presented for the distributional properties and expected values of the critical quantities under concern. (C) 2011 Elsevier B.V. All rights reserved.Article Citation - WoS: 8Citation - Scopus: 10Reliability-Based Evaluation of Hybrid Wind-Solar Energy System(Sage Publications Ltd, 2021) Devrim, Yilser; Eryilmaz, SerkanIn this article, a hybrid system that consists of a specified number of wind turbines and solar modules is considered. In particular, the system is modeled using weightedk-out-of-nsystem which is also known as a threshold system in reliability literature. The system under concern consists ofn1identical wind turbines andn2identical solar modules, and each turbine and module can be in one of two states as working or failed. The probability that the entire hybrid system withn=n1+n2components produces power at minimum levelkis computed and evaluated. The importance of single-wind turbine and solar module is also calculated to measure which renewable energy component is more critical and important. Extensive numerical results that are based on real data set are presented to illustrate the model.Article Citation - WoS: 27Citation - Scopus: 29Reliability Assessment for Discrete Time Shock Models Via Phase-Type Distributions(Wiley, 2021) Eryilmaz, Serkan; Kan, CihangirIn this paper, particular shock models are studied for the case when the times between successive shocks and the magnitudes of shocks have discrete phase-type distributions. The well-known shock models such as delta shock model, extreme shock model, and the mixed shock model which is obtained by combining delta and extreme shock models are considered. The probability generating function and recursive equation for the distribution of the system's lifetime are obtained for the cases when the interarrival times between shocks and the magnitudes of shocks are independent and when they are dependent. System reliability is computed for particular interarrival distributions such as geometric, negative Binomial and generalized geometric distributions.Article Citation - WoS: 11Citation - Scopus: 13Geometric Distribution of Order k With a Reward(Elsevier Science Bv, 2014) Eryilmaz, SerkanIn this paper, we introduce and study geometric distribution of order k with a reward. In a sequence of binary trials, suppose that each time a success occurs a random reward is received. The distribution of the number of trials until the sum of consecutive rewards is equal to or exceeds the level k is called geometric distribution of order k with a reward. We obtain expressions for the probability mass function of this distribution. (C) 2014 Elsevier B.V. All rights reserved.Article Citation - WoS: 5Citation - Scopus: 5On Optimal Maintenance of Degrading Multistate Systems With State-Dependent Cost of Repair(Wiley, 2021) Finkelstein, Maxim; Eryilmaz, SerkanThis article considers an optimal maintenance policy for the multistate systems with the finite number of states. Each state is described by its level of performance ranging from the perfect one to the zero level for the state of failure. Moreover, we assume that the cost of preventive maintenance (PM; i.e., repair/rejuvenation in our case) also depends on the state of a system. Based on the proposed policy, the expected cost per unit of time is defined and the conditions for the existence of the unique and finite PM time are obtained in terms of dynamic reliability characteristics of the system. The results are applied to the three-state Markovian system and a parallel system with n components. The latter is also discussed for the case of the positively dependent components.Article Citation - WoS: 13Citation - Scopus: 19Phase Type Stress-Strength Models With Reliability Applications(Taylor & Francis inc, 2018) Eryilmaz, SerkanThe stress-strength model has attracted a great deal of attention in reliability analysis, and it has been studied under various modeling assumptions. In this article, the stress-strength reliability is studied for both single unit and multicomponent systems when stress and strength distributions are of phase type. Phase-type distributions, besides their analytical tractability, are a versatile tool for modeling a wide range of real life systems/processes. In particular, matrix-based expressions are obtained for the stress-strength reliability, and mean residual strength for an operating system. The results are illustrated for Erlang-type stress-strength distributions for a single unit system and a system having a general coherent structure. An example on the comparison of two multi-state units in stress-strength ordering is also presented.Article Citation - WoS: 1Citation - Scopus: 2Computing Minimal Signature of Coherent Systems Through Matrix-Geometric Distributions(Cambridge Univ Press, 2021) Eryilmaz, Serkan; Eryılmaz, Serkan; Tank, Fatih; Eryılmaz, Serkan; Industrial Engineering; Industrial EngineeringSignatures are useful in analyzing and evaluating coherent systems. However, their computation is a challenging problem, especially for complex coherent structures. In most cases the reliability of a binary coherent system can be linked to a tail probability associated with a properly defined waiting time random variable in a sequence of binary trials. In this paper we present a method for computing the minimal signature of a binary coherent system. Our method is based on matrix-geometric distributions. First, a proper matrix-geometric random variable corresponding to the system structure is found. Second, its probability generating function is obtained. Finally, the companion representation for the distribution of matrix-geometric distribution is used to obtain a matrix-based expression for the minimal signature of the coherent system. The results are also extended to a system with two types of components.Article Citation - WoS: 29Citation - Scopus: 31Capacity Loss and Residual Capacity in Weighted k-out-of-n< Systems(Elsevier Sci Ltd, 2015) Eryilmaz, Serkan; Eryılmaz, Serkan; Eryılmaz, Serkan; Industrial Engineering; Industrial EngineeringA binary weighted-k-out-of-n:G system is a system that consists of n binary components, and functions if and only if the total weight of working components is at least k. The performance of such a system is characterized by its total weight/capacity. Therefore, the evaluation of the capacity of the system is of special importance for understanding the behavior of the system over time. This paper is concerned with capacity loss and residual capacity in binary weighted-k-out-of-n:G systems. These measures are potentially useful for the purposes of preventive action. In particular, recursive and non-recursive equations are obtained for the mean capacity loss and mean residual capacity of the binary weighted-k-out-of-n:G system while it is working at a specific time. The mean residual capacity after the failure of the system is also studied. (C) 2014 Elsevier Ltd. All rights reserved.Article Citation - WoS: 6Citation - Scopus: 6Some Reliability Measures and Maintenance Policies for a Coherent System Composed of Different Types of Components(Springer Heidelberg, 2023) Kelkinnama, Maryam; Eryilmaz, SerkanConsider an n-components coherent system monitored at one or two inspection times, and some information about the system and its components is obtained. Under these conditions, some variants of mean residual lifetimes can be defined. Also, the dual concept of the residual lifetime, i.e., inactivity time is defined for a failed system under different conditions. This article is concerned with the study of mean residual lives and mean inactivity times for a coherent system made of multiple types of dependent components. The dependency structure is modeled by a survival copula. The notion of survival signature is employed to represent the system's reliability function and subsequently its mean residual lives and mean inactivity times under different events at the monitoring time. These dynamic measures are used frequently to study the reliability characteristics of a system. Also, they provide helpful tools for designing the optimal maintenance policies to preserving the system from sudden and costly failures. Here, we extend some maintenance strategies for a coherent system consists of multiple dependent components. Some illustrative examples are provided.
