On the notion of discrete-time signature and some associated properties and results
In this work, by considering coherent systems comprising independent components with discrete lifetimes, we introduce the notion of discrete-time signature and then discuss some of its properties. With the use of the introduced signature, a stochastic ordering result is also established. We then introduce transformation formulas for the discrete-time signature to facilitate the comparison of systems of different sizes. Some examples are also presented to illustrate all the results developed here.
Authors
- Agnieszka Goroncy (ORCID: https://orcid.org/0000-0002-3288-1530)
- He Yi
- Narayanaswamy Balakrishnan
Institutions
- Nicolaus Copernicus University (PL)
- Atilim University (TR)
- Beijing University of Chemical Technology (CN)
- McMaster University (CA)
Publication Details
- Journal
- Probability in the Engineering and Informational Sciences
- Published
- 2026-01-30
- DOI
- https://doi.org/10.1017/s0269964826100187
- Primary Topic
- Fractional Differential Equations Solutions
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- University of Cambridge
- China Scholarship Council
- Natural Sciences and Engineering Research Council of Canada
- Fundamental Research Funds for the Central Universities