On the notion of discrete-time signature and some associated properties and results
Abstract
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.
Fields of Study & Subjects
Fractional Differential Equations Solutions
Quantum chaos and dynamical systems
Statistical Distribution Estimation and Applications
Publication details
- Journal / source
- Probability in the Engineering and Informational Sciences
- Publisher
- Cambridge University Press (CUP)
- Volume
- 40
- Issue
- 3
- Pages
- 355–375
- Publication date
- 30 January 2026
- Language
- EN