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RT&A 2009, # 1(12) Vol.4


 

E.M. Farhadzadeh, A.Z. Muradaliyev, Y.Z. Farzaliyev
CRITERION OF THE SUPERVISION ACCURACY OF INDEXES RELIABILITY OF POWER-GENERATING

UNITS A STATE DISTRICT POWER STATION

The atomized system is developed, allowing to determine and compare indexes of individual reliability of complex plants in view of a random in character of an initial conditions.

Mikhail Yastrebenetsky
HOW PROFESSOR B.V. GNEDENKO GOT CAUGHT ON A HOOK IN KHARKOV

For the first time, I met B.V. Gnedenko in the Fall of 1970 at the USSR conference-school on queueing theory. The conference was organized by the Moscow State University. Boris Vladimirovich Gnedenko was a head of the conference. The conference took place at the fantastic city resort Dilizhan insite the Caucasus mountains in Armenia, in the house of composers. I would have to say that I never attended a more interesting conference in my life. The music was constantly playing from the open windows of the cottages nearby; there was a fascinating harmony of mountains, mathematics and music...

G.Sh. Tsitsiashvili, M.A. Osipova
DIRECT CALCULATIONS OF A REACHING MOMENT DISTRIBUTION FOR AN AUTOREGRESSIVE

RANDOM SEQUENCE BY RECCURENT INTEGRAL EQUALITIES

In this paper we consider an autoregressive random sequence Xk = RXk−1 +ηk−1. Our problem is to calculate a distribution of a reaching moment τ = inf (k : Xk ≥ X ) . This problem origins in the risk theory, in the financial mathematics, in the statistics of random processes and in the reliability theory. Interest to mixtures of exponentials as approximations of distributions with heavy tails is initiated by papers.

V. Raizer
RELIABILITY ASSESSMENT DUE TO WEAR

Evaluation of structural reliability under processes of deterioration presents very important problem in design. The structure's wear shows a reduction of bearing capacity in time that for one's turn leads to increasing the probability of failure. The reasons for long duration and irreversible change of structural features can be corrosion in steel structures, decomposition in wood structures, ageing in polymer structures, and processes of abrasion or erosion also. The problem of defects accumulation should be mentioned too, when reduction of the bearing capacity connects with load's value and its duration. The models and peculiarities of corrosion wear and its influence on bearing capacity are discussed in this paper.

G.Sh. Tsitsiashvili, M.A. Osipova
ACCURACY SOLUTION OF A.A. NOVIKOV PROBLEM

O.V.Abramov, Y.V.Katueva and D.A.Nazarov
DISTRIBUTED COMPUTING ENVIRONMENT FOR RELIABILITY-ORIENTED DESIGN

A theoretical approach and applied techniques for designing analogous electronic devices and systems with due account of random variations in system parameters and reliability specifications are considered. The paper discusses the problem of choosing nominal values of parameters of electronic devices and systems for which the system survival probability or the performance assurance probability for the predetermined time period is maximized. Several algorithms for region of acceptability location, modelling and discrete optimization using parallel and distributed processing are discussed. For seeking a numerical solution of the parametric design problem a distributed computer-aided reliability-oriented design system is proposed.

N.N. Radaev, A.V. Bochkov
DETERMINING A PRIORI DISTRIBUTION OF ERROR-FREE RUNNING TIME FOR HIGH-RELIABILITY

COMPONENTS BY DELPHI METHOD

We have considered the approach to determining a priori distribution of error-free running time for high-reliability components by the method of paired comparisons useful for the increase of their reliability indicators. We have introduced the distinct variables, whose grades of membership are interpreted as subjective probabilities of finding the error-free running time and its characteristics at various time intervals. The method of recording the expert evaluation accuracy has been suggested.

T. Aven
RISK ANALYSIS AND MANAGEMENT. BASIC CONCEPTS AND PRINCIPLES

This paper reviews and discusses some key concept and principles of risk analysis and risk management, based on a set of statements, formulated as myths about risk. Examples of such myths are: risk is equal to the expected value, risk equals uncertainty, risk can be expressed by probabilities, risk is equal to an event, risk acceptance criteria contribute to obtaining a high safety standard, and ALARP can be verified by cost-benefit analyses. It is concluded that risk needs to address both the consequences and the uncertainties about the consequences, and that it is necessary to see beyond expected values and probabilities.

R. Guo, D. Guo
CREDIBILISTIC FUZZY REGRESSION

In reliability, quality control and risk analysis, fuzzy methodologies are more and more involved and inevitably introduced difficulties in seeking fuzzy functional relationship between factors. In this paper, we propose a scalar variable formation of fuzzy regression model based on the credibility measure theoretical foundation. It is expecting our scalar variable treatments on fuzzy regression models will greatly simplify the efforts to seeking fuzzy functional relationship between fuzzy factors. An M-estimator for the regression coefficients is obtained and accordingly the properties and the variance-covariance for the coefficient M-estimators are also investigated in terms of weighted least-squares arguments. Finally, we explore the asymptotic membership function for the coefficient M-estimators.

Krzysztof Kolowrocki
RELIABILITY AND RISK ANALYSIS OF MULTI-STATE SYSTEMS WITH DEGRADING COPONENTS

Applications of multi-state approach to the reliability evaluation of systems composed of independent components are considered. The main emphasis is on multi-state systems with degrading components because of the importance of such an approach in safety analysis, assessment and prediction, and analysing the effectiveness of operation processes of real technical systems. The results concerned with multi-state series systems are applied to the reliability evaluation and risk function determination of a homogeneous bus transportation system. Results on homogeneous multi-state "m out of n" systems are applied to durability evaluation of a steel rope. A non-homogeneous series-parallel pipeline system composed of several lines of multi-state pipe segments is estimated as well. Moreover, the reliability evaluation of the model homogeneous multi-state parallel-series electrical energy distribution system is performed.

S. Guze
TRELIABILITY ANALYSIS OF TWO-STATE CONSECUTIVE "M OUT OF L: F"-SERIES SYSTEMS

A non-stationary approach to reliability analysis of two-state series and consecutive "m out of k: F" systems is presented. Further, the consecutive "m out of k: F"-series system is defined and the recurrent formulae for its reliability function evaluation are proposed.

Paramonov Yuri, Andersons Janis, Kleinhofs Martinsh
MINMAXDM DISTRIBUTION FAMILY FOR TENSILE STRENGTH OF COMPOSITE

Generalization of extended family of weakest-link distributions with application to the composite specimen strength analysis is presented. Composite (specifically, monolayer) specimen for tensile strength is modeled as series system but every "link" of this system is modeled as parallel system. Results of successful attempts of using some specific distribution from this family for fitting of experimental dataset of strength of some carbon fiber reinforced specimens are presented.

Viorel Gh. Voda
SOME COMMENTS ON STATISTICAL RISKS

In this work we make a detailed analysis of the concept of risk, the stress being focused then on various kinds of statistical risks: producer and consumer risks, technical risk, Taguchi`s risk (making a connection with Cpm capability index) and a risk arising in SPC practice.

 

 

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