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February 2, 2026Probability in the Engineering and Informational Sciences0 citationsOpen Access

On the notion of discrete-time signature and some associated properties and results

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NBNarayanaswamy BalakrishnanHYHe YiAGAgnieszka Goroncy

Key Points

  • This research aims to define discrete-time signature and explore its associated properties and applications in coherent systems.
  • Introduced the notion of discrete-time signature for systems with independent components.
  • Established stochastic ordering results using the discrete-time signature.
  • Developed transformation formulas to compare the discrete-time signatures of systems of different sizes.
  • Provided examples to illustrate the developed concepts.
  • Defined discrete-time signature and its mathematical properties.
  • Demonstrated a stochastic ordering result for coherent systems.
  • Introduced transformation formulas that enable comparison across differently sized systems.

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.

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Cite This Study

Balakrishnan et al. (2026) studied this question.

synapsesocial.com/papers/6980fe13c1c9540dea80fc96https://doi.org/10.1017/s0269964826100187
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