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Nozer D.Singpurwalla,

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Igor A. Ryabinin

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DESSERT’ 2012

The 6th Scientific Conference "Dependable Systems, Services & Technologies"

(http://www.stc-dessert.com/conf2012/

 

Sevastopol, Ukraine, 25-28 May 2012

 

The Sixth DESSERT’2012 Conference will be devoted to broad topics of dependability and contemporary complex systems. Paradigm “dependable and safe infrastructure/system/component out of undependable and unsafe (or not enough dependable and safe) systems/components/elements” is becoming more and more important. We invite you personally and your co-researchers to take active part in this event. We will be grateful for spreading the message about this event among your colleagues, if possible, along with your kind recommendation. We hope we will meet in May next year in beautiful place on the sea side of Ukraine, city Sevastopol!

 

Our Forum invited by the organizers of the conference as a media partner. Expected to release a special issue with selected papers of the conference participants.

 


 

The Gnedenko e-Forum has been established by the International Group On Reliability (I.G.O.R.). The Forum is named after outstanding probabilist and statistician Boris Vladimirovich Gnedenko. The I.G.O.R’s purpose is promoting contacts between members of the World reliability community and exchanging professional news and information (new publications, forthcoming events, etc.).

 

The Gnedenko e-Forum is an informal association ( a “club”) of specialists dealing with probability theory and mathematical statistics applications, preferably in the fields of Risk Analysis (reliability, safety, security, survivability anti-terrorism defensibility and other related topics).

 

 

 

We are publishing  International electronic journal “Reliability & Risk Analysis: Theory & Applications” (until March 2008 published under the name "Reliability: Theory & Applications").  The journal has been registered in the Library of the U.S. Congress (ISSN 1932-2321).

 

Electronic Journal Reliability & Risk Analysis: Theory & Applications has been publishing since January 2006.  Previously the Journal had name Reliability: Theory & Applications though since March 2008 it was decided that the journal scope is actually wider than just reliability. Actually the Journal covers various fields of Risk Analysis (reliability, safety, security, survivability, anti-terrorism defensive ability, quality control, reliability testing, queuing models, and other related topics).

 

 

 

 

 

Template of Electronic Journal Reliability & Risk Analysis: Theory & Applications (click to download)

 

 

  GF free e-library


 

Yu. Paramonov, A. Kiiziietsov, M. Kleinhofs

 

Reliability of fatigue-prone airframes and composite materials

 

Riga, Aviation institute of Riga Technical University. 2011 - 122 pages.

 

This book is intended to help students of Aviation Institute of Riga Technical University to study the problem of reliability of an airframe. It describes modem mathematical solutions of this problem and its historical background. The book consists of two pails.

 

Airframe designers have always been seriously concerned with an issue of preventing of an airframe from a fatigue failure. Several approaches to solution of this problem are offered: safe-life, fail-safe and damage-tolerance. Mathematical aspects of these approaches are considered in the first part of the book.

There used to be a delusion that only metals suffer from fatigue and that this problem would disappear for composite airframe. In November 2001 the composite tail fin of an Airbus A300 had broken away just before the plane crashed soon after take-off from the New York airport. Now the problem of fatigue of composite materials is being substantially and seriously studied. Of course, investigation of static strength and its relation to fatigue life of composite material is very impotant. These problems are discussed in the second part of the book.

 

This book is not .An Introduction to Reliability". The introductory courses in both the theory of probability and mathematical statistics are prerequisites for this book. Formal treatment of the mathematical models considered in the book requires the use of some basic facts from Markov chain theory.

 

It is worth to mention that some new specific definitions are introduced in this book: p-set function, Byes-Fidicial approuch. MinMaxDM distribution family. New solutions of the problems with wide field of application are offered: the most uniformly poweful test for testing statistical hypotheses (Weibull distribution against lognormal distribution): maximization of conditional expectation of estimate of p-quantile (as maximization of specified life under condition of limitation of aircraft failure probability by a very small value): specific coordinates for fitting test data (estimates of mean value of ordered statistics vs sample ordered statistics. But in general this book represents an application of well-known methods of the theory of probability and mathematical statistics to a specific problem related to reliability analysis of both airframe and composite material.

 

download free

 

Oboskalov  V.P.

 

RELIABILITY REQUIREMENTS ON SUPPORT OF POWER BALANCE

FOR THE ELECTRICAL POWER

SYSTEM

 

The book was the result of a long period

of the author's work on the issue of

reliability of electric power systems.

This book summarizes the author’s publications in scientific journals and conferences.

The work focuses primarily on the masters, learning fundamentals of the reliability theory of power systems, and graduate students who are either on its own

initiative or at the initiative of their leaders are trying to find new, more efficient algorithms and procedures for calculating reliability index.

 

download free

 

Methods and models of reliability of electric power systems

 

Syktyvkar, 2010. - 292 pp. 

(Komi Scientific Center of UB RAS).

The monograph is devoted to assessing and ensuring regime and the carrying of reliability of electric power systems. Dana original interpretation of the structure properties of the reliability of EPS, the data on the adequacy and operational reliability of the Unified Electric Power zones the U.S. and Canada for 2002-2007., Considered control problem of static and dynamic reliability of EPS in relation to their information management disclosed methods and models of balance of reliability multiband EPS based on market relations in the electricity sector.

 

The book may be of interest to those engaged in theoretical problems of reliability of electric power systems and practical applications of their solutions.

 

 

download free TOC and Preface (on russian)
 

 

New Book


Importance Measures in Reliability, Risk, and Optimization
Principles and Applications

Kuo, Way / Zhu, Xiaoyan

 

1. Edition - May 2012
ca. 89.90 Euro
2012. 384 PagesHardcover
ISBN-10: 1-119-99344-X
ISBN-13: 978-1-119-99344-5 - John Wiley & Sons

 

This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measures, it describes how they are modelled and combined with other design tools to allow users to solve readily many real-world, large-scale decision-making problems.

Presenting the state-of-the-art in network analysis, multistate systems, and application in modern systems, this book offers a clear and complete introduction to the topic. Through describing the reliability importance and the fundamentals, it covers advanced topics such as signature of coherent systems, multi-linear functions, and new interpretation of the mathematical programming problems.
Key highlights:

  • Generalizes the concepts behind importance measures (such as sensitivity and perturbation analysis, uncertainty analysis, mathematical programming, network designs), enabling readers to address large-scale problems within various fields effectively

  • Covers a large range of importance measures, including those in binary coherent systems, binary monotone systems, multistate systems, continuum systems, repairable systems, as well as importance measures of pairs and groups of components

  • Demonstrates numerical and practical applications of importance measures and the related methodologies, including risk analysis in nuclear power plants, cloud computing, software reliability and more

  • Provides thorough comparisons, examples and case studies on relations of different importance measures, with conclusive results based on the authors' own research

  • Describes reliability design such as redundancy allocation, system upgrading and component assignment.

This book will benefit researchers and practitioners interested in systems design, reliability, risk and optimization, statistics, maintenance, prognostics and operations. Readers can develop feasible approaches to solving various open-ended problems in their research and practical work. Software developers, IT analysts and reliability and safety engineers in nuclear, telecommunications, offshore and civil industries will also find the book useful.


STATISTICAL MODELS IN RELIABILITY THEORY

Antonov, A.V., Ph.D., professor of Obninsk State Technical University of Atomic Energy, Russia
Nikulin, M.S., Professor of University  B. Segal, Bordeaux-2, Institute of Applied Mathematics, France

The book presents the modern dynamic models and methods of statistical analysis of the reliability of complex technical systems. The methods of calculating the reliability of components and systems taking into account their age, presents problems of calculating the characteristics of structurally complex systems, models of reliability analysis to restore equipment. Attention is paid to issues of statistical information processing based on censored observations are presented non-parametric methods for estimating the reliability characteristics, the statistical models used in the planning and organization for accelerated tests, as well as methods of analysis for the study of degradation processes occurring in the equipment during its operation, in order to predict its behavior during subsequent operation.


For students enrolled in "Computer Science" and the educational program (specialty), implemented in the areas of training graduates' Automated Information Processing and Management, "as well as for graduate students and engineers.

Table of Contents

For all questions purchase book contact publishing "Нigh School"
Tel. +7 (495) 694-07-69 (sales).


Practical Reliability Engineering 

Patrick P. O'Connor , Andre Kleyner 

Publication Date: March 6, 2012 | ISBN-10: 047097981X | ISBN-13: 978-0470979815 | Edition: 5

With emphasis on practical aspects of engineering, this bestseller has gained worldwide recognition through progressive editions as the essential reliability textbook. This fifth edition retains the unique balanced mixture of reliability theory and applications, thoroughly updated with the latest industry best practices. Practical Reliability Engineering fulfils the requirements of the Certified Reliability Engineer curriculum of the American Society for Quality (ASQ). Each chapter is supported by practice questions, and a solutions manual is available to course tutors via the companion website.

Enhanced coverage of mathematics of reliability, physics of failure, graphical and software methods of failure data analysis, reliability prediction and modelling, design for reliability and safety as well as management and economics of reliability programmes ensures continued relevance to all quality assurance and reliability courses.

Notable additions include:

  • New chapters on applications of Monte Carlo simulation methods and reliability demonstration methods.

  • Software applications of statistical methods, including probability plotting and a wider use of common software tools.

  • More detailed descriptions of reliability prediction methods.

  • Comprehensive treatment of accelerated test data analysis and warranty data analysis.

  • Revised and expanded end-of-chapter tutorial sections to advance students’ practical knowledge.

The fifth edition will appeal to a wide range of readers from college students to seasoned engineering professionals involved in the design, development, manufacture and maintenance of reliable engineering products and systems.

For more information see on link.


Statistical Data Analysis, Modeling and Study of Probability Regularities. Computer Approach: monograph

B.Yu. Lemeshko, S.B. Lemeshko, S.N. Postovalov, E.V. Chimitova.

 

Novosibirsk : NSTU Publisher, 2011. – 888 pp. (“NSTU Monographs” series).  

ISBN 978-5-7782-1590-0

 

Issues relating to applying statistical analysis methods are addressed in the monograph. Problems of estimating parameters for point, censored, grouped and interval samples are discussed. Differences between estimate properties under limited amounts of samples and asymptotic properties of the same estimates are studied. The use of the χ2 goodness-of-fit tests and the effect of factors on the test power (i.e. the number of intervals and ways of grouping) are considered. The use of nonparametric goodness-of-fit tests (Kolmogorov’s, Kramer–Mises–Smirnov’s and Anderson–Darling’s) when testing complex hypotheses is discussed. A lot of models of distributed statistics of these tests when checking various complex hypotheses are provided. The results of a comparative analysis of the power of parametric and nonparametric goodness-of-fit tests are given. The results of study of properties of various tests of hypotheses of empirical distribution abnormality are given, Advantages and disadvantages of some tests are emphasized and the results of a comparative analysis of tests power are provided. Properties and power of nonparametric tests for homogeneity are studied. The stability of classical tests for homogeneity of means against the departure from the normal law is demonstrated and a comparative analysis of parametric and nonparametric test power is made. A comparative analysis of classical test power in checking hypotheses of variances homogeneity is made as well as an analysis of nonparametric criteria of testing hypotheses of variance characteristics equality. A possibility of using classical tests for homogeneity of variances with distribution abnormality laws is shown. Tests for the rejection of abnormal measurements and tests of the presence of a trend are studied and analyzed. A lot of tables that present the results of the study and help to use correctly the proposed methods of statistical analysis are given in the appendices. The book is intended for undergraduate, graduate and postgraduate students, university teachers, researchers and specialists in various fields (e.g. engineers, economists, physicians, etc.) who need to analyze the results of their experimental research.


Network Reliability and Resilience

(SpringerBriefs in Electrical and Computer Engineering)

 

Ilya Gertsbakh, 

Yoseph Shpungin

 

Paperback: 74 pages

Publisher: Springer; 1st Edition. edition (September 3, 2011)

Language: English

ISBN-10: 3642223737

ISBN-13: 978-3642223730

Product Dimensions: 9.1 x 5.9 x 0.6 inches

 

This book is devoted to the probabilistic description of the behavior of a network in the process of random removal of its components (links, nodes) appearing as a result of technical failures, natural disasters or intentional attacks. It is focused on a practical approach to network reliability and resilience evaluation, based on applications of Monte Carlo methodology to numerical approximation of network combinatorial invariants, including so-called multidimensional destruction spectra. This allows to develop a probabilistic follow-up analysis of the network in the process of its gradual destruction, to identify most important network components and to develop efficient heuristic algorithms for network optimal design. Our methodology works with satisfactory accuracy and efficiency for most applications of reliability theory to real –life problems in networks.


Applied Nonparametric Statistics in Reliability

Series: Springer Series in Reliability Engineering

Gámiz, M.L., Kulasekera, K.B., Limnios, N., Lindqvist, B.H.

 

1st Edition., 2011, XIII, 230 p. 41 illus.

Hardcover, ISBN 978-0-85729-117-2

Usually dispatched within 3 to 5 business days

 

99,95 €

 

ABOUT THIS BOOK

 

Nonparametric statistics has probably become the leading methodology for researchers performing data analysis. It is nevertheless true that, whereas these methods have already proved highly effective in other applied areas of knowledge such as biostatistics or social sciences, nonparametric analyses in reliability currently form an interesting area of study that has not yet been fully explored. Applied Nonparametric Statistics in Reliability is focused on the use of modern statistical methods for the estimation of dependability measures of reliability systems that operate under different conditions. The scope of the book includes: smooth estimation of the reliability function and hazard rate of non-repairable systems; study of stochastic processes for modelling the time evolution of systems when imperfect repairs are performed; nonparametric analysis of discrete and continuous time semi-Markov processes; isotonic regression analysis of the structure function of a reliability system, and lifetime regression analysis. Besides the explanation of the mathematical background, several numerical computations or simulations are presented as illustrative examples. The corresponding computer-based methods have been implemented using R and MATLAB®. A concrete modelling scheme is chosen for each practical situation and, in consequence, a nonparametric inference procedure is conducted. Applied Nonparametric Statistics in Reliability will serve the practical needs of scientists (statisticians and engineers) working on applied reliability subjects.


Mathematical and Statistical Models and Methods in Reliability

Applications to Medicine, Finance, and Quality Control

Rykov, V.V.; Balakrishnan, N.; Nikulin, M.S. (Eds.)
 

1st Edition., 2010, XXVI, 457 p. 74 illus.

A product of Birkhäuser Boston

Hardcover, ISBN 978-0-8176-4970-8

 

An outgrowth of the sixth conference on “Mathematical Methods in Reliability: Theory, Methods, and Applications,” this book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability.

 

Written by recognized experts in the field of reliability, the contributions cover a wide range of models, methods, and applications, reflecting recent developments in areas such as survival analysis, aging, lifetime data analysis, artificial intelligence, medicine, carcinogenesis studies, nuclear power, financial modeling, aircraft engineering, quality control, and transportation.

 

The volume is thematically organized into four major sections:

 

* Reliability Models, Methods, and Optimization;

* Statistical Methods in Reliability;

* Applications;

* Computer Tools for Reliability.

Mathematical and Statistical Models and Methods in Reliability is an excellent reference text for researchers and practitioners in applied probability and statistics, industrial statistics, engineering, medicine, finance, transportation, the oil and gas industry, and artificial intelligence.


Nonparametric Tests for Censored Data

 

Vilijandas Bagdonavicus, Julius Kruopis, Mikhail Nikulin

 

ISBN: 978-1-84821-289-3

 

Hardcover

January 2011, Wiley-ISTE

 

US $95.00

 

 

 

This book concerns testing hypotheses in non-parametric models. Generalizations of many non-parametric tests to the case of censored and truncated data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.

 

 

 


 

G.P. Klimov

Invariant Statistical

Desisions

 

The book based on course

of lectures at Universities

of Russia, United States,

Poland, Germany and Belgium.

Published by Moscow State

University (Russia).

 

G.P. Klimov

Queuing Theory

 

 

The book based on course

of lectures at Universities

of Russia, United States,

Poland, Germany and Belgium.

 Published by Moscow

State University (Russia).

 

G.P. Klimov

Probability Theory

and Mathematical Statistics

 

The book based on course

of lectures at Universities

of Russia, United States, Poland,

Germany and Belgium.

 Published by Moscow State

University (Russia).

 

 


Decomposable Semi-Regenerative Processes. And Their Applications

 

(Paperback)

Publisher: Lap Lambert Academic Publishin

 

A very known notion of regeneration means that the "future" of a stochastic process became independent from its "past" in some random times, which is usually times of some state (regeneration state) destination. Presence of regeneration times allows to represent appropriate process as independent functional elements, regeneration cycles, investigate its characteristics in terms of them at separate regeneration cycles and proof some asymptotic theorem about this type of processes. If there are several such regeneration states this notion is generalized up to notion of semi- regeneration. In this case the process could be represented as a Markov chain of its cycles. Next step of generalization consists in discovering of some embedded regeneration times that allows to construct some hierarchical structure for the processes, possessing this property. This processes are named as decomposable semi-regenerative processes. The methods of these processes applied then for the investigation of several models: M/GI/1 queuing system, M_r/GI_r/1 priority queuing system, GI/GI/1 queuing system, polling system and reliability of complex hierarchical system.

 

Table of Contents

 


Mathematical Statistics and Experiment Design

 

Gubkin Russian State University of Oil and Gas

Applied Mathematics for Engineers

 

by V.V. RYKOV,  V.Yu.Itkon

 

Moscow, 2009

 

 

 

This issue is a text book that has been done during several years for students in Applied Mathematics of Gubkin Russian State University of Oil and Gas. Some specific contains in e3xamples and materials for students work that are oriented to application in oil and gas industry.

 

 

 

 

 

 

Table of contents available or Russian

 


Stochastic Processes. Diffusion Processes and Processes with Independent Increments

 

Lections to the course on Applied Stochastic Models

 

Peoples’ Friendship University of Russia

Probability Theory and Mathematical Statistics Department

 

by V.V. RYKOV

 

Moscow, 2010

 

This issue is the second part of a previous one. This is a course of lections that during several years has been done for students of Applied Mathematics of Gubkin Russian State University of Oil & Gas and for students of Probability Theory and Mathematical Statistics of Peoples’ Friendship University of Russia.

 

The course is based on the traditional material for stochastic processes and being oriented to application its peculiarities are commentaries instead of strong proofs of some theorems.

 

Table of contents available or Russian

 


 

This book includes notes of lectures given over the years to students majoring in applied mathematics and computer simulation of the Russian State University of Oil and Gas, and students majoring in Probability and Mathematical Statistics of the Russian Peoples' Friendship University.

The material is based on traditional courses, the theory of random processes. Some features of this course designed for students majoring in Applied Mathematics and Computer Science, is the replacement of complete proofs of some fundamental theorems of their comments, allowing to understand the peculiarities of the evidence around complex and tedious calculations show the presence of "thin places", but did not investigate them thoroughly.

The basic unit of the course is a paragraph so numbered formulas, figures, tables, theorems, etc. own within each section. When referring to formulas from other sections use double numbering. At the end of each section are questions for self-assessment exercises, tasks and brief bibliographical comments.

For students majoring in Applied Mathematics and Computer Science, Computer Science. "

The author is particularly grateful to V.A. Kokotushkin who prepared part of the tasks, as well as D.V. Kozyrev be of great help in the preparation and presentation of a text.

 

Table of contents available or Russian

 


 

Operational Risk Management: a practical approach to intelligent data analysis

 

ISBN  9780470517666

 

Publisher: John Wiley and Sons, Chichester

Editors: Ron S. Kenett and Yossi Raanan

 

Introduction to the book

 

Operational Risk Management is becoming a key competency for organisations in all industries. Financial institutions, regulated by the Basel II accord, need to address it systematically since their level of implementation affects their capital requirements, one of their major operational expenses. Health organisations have been tackling this challenge for many years. The Institute of Medicine reported in 2000 that 44,000 - 98,000 patients die each year in the US as a result of medication errors, surgical errors and missed diagnoses, at an estimated cost to the US economy of $17-$29 billion. Operational risks affect large organisations as well as Small and Medium-sized Enterprises (SMEs) in virtually all industries, from the oil and gas industry, to hospitals, from education to public services.

 

This multi-author book is about tracking and managing operational risks using state-of-the-art technology that combines the analysis of qualitative, semantic, unstructured data with quantitative data. The examples used are mostly from information technology but the approach is general. As such, the book provides knowledge and methods that can have a substantial impact on the economy and quality of life.

 

The book has four main parts. Part I is an introduction to Operational Risk Management, Part II deals with data for Operational Risk Management and its handling, Part III covers operational risks analytics and Part IV concludes the book with several applications and a discussion on how Operational Risk Management integrates with other disciplines. The fourteen chapters and the book layout are listed below with short descriptions.

 

read more in December issue of electronic journal “Reliability: Theory & Applications”

 


 

 

by Isaac Elishakoff (Florida Atlantic University, USA) & 

Makoto Ohsaki (Kyoto University, Japan)

 

Table of Contents (72k)
Preface (131k)
Chapter 1: Introduction (235k)
 

The volume presents a collaboration between internationally recognized experts on anti-optimization and structural optimization, and summarizes various novel ideas, methodologies and results studied over 20 years. The book vividly demonstrates how the concept of uncertainty should be incorporated in a rigorous manner during the process of designing real-world structures. The necessity of anti-optimization approach is first demonstrated, then the anti-optimization techniques are applied to static, dynamic and buckling problems, thus covering the broadest possible set of applications. Finally, anti-optimization is fully utilized by a combination of structural optimization to produce the optimal design considering the worst-case scenario. This is currently the only book that covers the combination of optimization and anti-optimization. It shows how various optimization techniques are used in the novel anti-optimization technique, and how the structural optimization can be exponentially enhanced by incorporating the concept of worst-case scenario, thereby increasing the safety of the structures designed in various fields of engineering.

 

Contents:

  • Optimization or Making the Best in the Presence of Certainty/Uncertainty

  • General Formulation of Anti-Optimization

  • Anti-Optimization in Static Problems

  • Anti-Optimization in Buckling

  • Anti-Optimization in Vibration

  • Anti-Optimization via FEM-Based Interval Analysis

  • Anti-Optimization and Probabilistic Design

  • Hybrid Optimization with Anti-Optimization under Uncertainty or Making the Best Out of the Worst

Readership: Graduate students, professionals and academics in the field of mechanical engineering.

 




 

 

 

 

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