Reliability Prediction in Systems with Correlated Component Failures - An Approach Using Copulas

Abstract:
We investigate, how spatial dependencies can influence the reliability of a fault-tolerant system and how such dependencies may be introduced into the reliability modeL We propose the use of copulas, a mathematical dependency representation that has proven its use in other research fields such as financial risk prediction. With a Gaussian copula representation, the dependency between components in a redundant voting system is investigated. Inducing minor changes in the strength of dependency between neighbouring components, the system reliability of a voting unit varies in the order of magnitudes.