Abstract
A notion of the positive spatial association is introduced in this paper to analyze spatial dependence of Boolean models with the focus on estimating the long-range spatial dependence. The explicit tail estimates for probabilities of simultaneous damage to two distant spatial regions are obtained using the regular variation method, and the long-range spatial covariance for the Boolean models with heavy-tailed grains is shown to decay at the power-law rate that is smaller than the tail decay rate of grains. Examples and applications to spatial reliability modeling are also discussed.
Similar content being viewed by others
References
Ferris-Prabhu, A. V. (1985). Defect size variations and their effect on the critical area of VLSI devices. IEEE Journal of Solid-State Circuits, 20, 878–880.
Hwang, J. Y. (2004). Spatial stochastic processes for yield and reliability management with applications to nano electronics. PhD thesis, Texas A & M University.
Hwang, J. Y., & Kuo, W. (2007). Model-based clustering for integrated circuit yield enhancement. European Journal of Operational Research, 178, 143–153.
Joe, H., & Li, H. (2011). Tail risk of multivariate regular variation. Methodology and Computing in Applied Probability, 13, 671–693.
Kreinovich, V., Chiangpradit, M., & Panichkitkosolkul, W. (2012). Efficient algorithms for heavy-tail analysis under interval uncertainty. Annals of Operations Research, 195(1), 73–96.
Li, H. (2003). Association of multivariate phase-type distributions with applications to shock models. Statistics and Probability Letters, 64, 381–392.
Molchanov, I. (2005). Theory of random sets. New York: Springer.
Resnick, S. (2007). Heavy-tail phenomena: probabilistic and statistical modeling. New York: Springer.
Shaked, M., & Shanthikumar, J. G. (2007). Stochastic orders. New York: Springer.
Stoyan, D., Kendall, W. S., & Mecke, J. (1996). Stochastic geometry and its applications. New York: Wiley.
Stoyanov, S. V., Racheva-Iotova, B., Rachev, S. T., & Fabozzi, F. J. (2010). Stochastic models for risk estimation in volatile markets: a survey. Annals of Operations Research, 176(1), 293–309.
Zhu, L., & Li, H. (2012a). Tail distortion risk and its asymptotic analysis. Insurance: Mathematics and Economics, 51(1), 115–121.
Zhu, L., & Li, H. (2012b). Asymptotic analysis of conditional tail expectations. North American Actuarial Journal, 16(3).
Acknowledgements
The authors would like to sincerely thank the two reviewers for their comments, which led to an improvement of the presentation of this paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
First author is supported by NSF grants CMMI 0825960 and DMS 1007556. Second author is supported by NSF grants CMMI 0825928 and CMMI 1000183. Third author is supported by NSF grant CMMI 0825908.
Rights and permissions
About this article
Cite this article
Li, H., Xu, S.H. & Kuo, W. Asymptotic analysis of simultaneous damages in spatial Boolean models. Ann Oper Res 212, 139–154 (2014). https://doi.org/10.1007/s10479-013-1363-y
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10479-013-1363-y