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A complex multi-state redundant system with preventive maintenance subject to multiple events is considered. The online unit can undergo several types of failures: internal and those provoked by external shocks. Multiple degradation levels are assumed so as internal and external. Degradation levels are observed by random inspections and if they are major, the unit goes to repair facility where preventive maintenance is carried out. This repair facility is composed of a single repairperson governed by a multiple vacation policy. This policy is set up according to the operational number of units. Two types of task can be performed by the repairperson, corrective repair and preventive maintenance. The times embedded in the system are phase type distributed and the model is built by using Markovian Arrival Processes with marked arrivals. Multiple performance measures besides of the transient and stationary distribution are worked out through matrix-analytic methods. This methodology enables us to express the main results and the global development in a matrix-algorithmic form. To optimize the model costs and rewards are included. A numerical example shows the versatility of the model.

Two complex multi-state systems subject to multiple events are built in an algorithmic and computational way by considering phase-type distributions and Markovian arrival processes with marked arrivals. The internal performance of the system is composed of different degradation levels and internal repairable and non-repairable failures can occur. Also, the system is subject to external shocks that may provoke repairable or non-repairable failure. A multiple vacation policy is introduced in the system for the repairperson. Preventive maintenance is included in the system to improve the behaviour. Two types of task may be performed by the repairperson; corrective repair and preventive maintenance. The systems are modelled, the transient and stationary distributions are built and different performance measures are calculated in a matrix-algorithmic form. Cost and rewards are included in the model in a vector matrix way. Several economic measures are worked out and the net reward per unit of time is used to optimize the system. A numerical example shows that the system can be optimized according to the existence of preventive maintenance and the distribution of vacation time. The results have been implemented computationally with Matlab and R (packages: expm, optim).

A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative semi-line of a phase-type distribution. The density function is defined and the main measures associated, such as the reliability function, hazard rate, cumulative hazard rate and the characteristic function are also worked out. This new class of distributions enables to decrease the number of parameter in the estimate when inference is considered. Besides, the likelihood distribution is built to estimate the model parameters by maximum likelihood. Several applications by considering Resistive Random Access Memories compare the adjustment when phase type distributions and one cut-point phase-type distributions are considered. The developed methodology has been computationally implemented in R-cran.

A new class of distributions based on phase-type distributions is introduced in the current paper to model lifetime data in the field of reliability analysis. This one is the natural extension of the distribution proposed by Acal et al. (2021) for more than one cut-point. Multiple interesting measures such as density function, hazard rate or moments, among others, were worked out both for the continuous and discrete case. Besides, a new EM-algorithm is provided to estimate the parameters by maximum likelihood. The results have been implemented computationally in R and simulation studies reveal that this new distribution reduces the number of parameters to be estimated in the optimization process and, in addition, it improves the fitting accuracy in comparison with the classical phase-type distributions, especially in heavy tailed distributions. An application is presented in the context of resistive memories with a new set of electron devices for non-volatile memory circuits. In particular, the voltage associated with the resistive switching processes that control the internal behaviour of resistive memories has been modelled with this new distribution to shed light on the physical mechanisms behind the operation of these memories.

Phase-type distributions (PHDs), which are defined as the distribution of the lifetime up to the absorption in an absorbent Markov chain, are an appropriate candidate to model the lifetime of any system, since any non-negative probability distribution can be approximated by a PHD with sufficient precision. Despite PHD potential, friendly statistical programs do not have a module implemented in their interfaces to handle PHD. Thus, researchers must consider others statistical software such as R, Matlab or Python that work with the compilation of code chunks and functions. This fact might be an important handicap for those researchers who do not have sufficient knowledge in programming environments. In this paper, a new interactive web application developed with shiny is introduced in order to adjust PHD to an experimental dataset. This open access app does not require any kind of knowledge about programming or major mathematical concepts. Users can easily compare the graphic fit of several PHDs while estimating their parameters and assess the goodness of fit with just several clicks. All these functionalities are exhibited by means of a numerical simulation and modeling the time to live since the diagnostic in primary breast cancer patients.

A complex multi-state redundant system undergoing preventive maintenance and experiencing multiple events is being considered in a continuous time frame. The online unit is susceptible to various types of failures, both internal and external in nature, with multiple degradation levels present, both internally and externally. Random inspections are continuously monitoring these degradation levels, and if they reach a critical state, the unit is directed to a repair facility for preventive maintenance. The repair facility is managed by a single repairperson, who follows a multiple vacation policy dependent on the operational status of the units. The repairperson is responsible for two primary tasks: corrective repairs and preventive maintenance. The time durations within the system follow phase-type distributions, and the model is constructed using Markovian Arrival Processes with marked arrivals. A variety of performance measures, including transient and stationary distributions, are calculated using matrix-analytic methods. This approach enables the expression of key results and overall system behaviour in a matrix-algorithmic format. In order to optimize the model, costs and rewards are integrated into the analysis. A numerical example is presented to showcase the model's flexibility and effectiveness in real-world applications.

Functional principal component analysis based on Karhunen Loeve expansion allows to describe the stochastic evolution of the main characteristics associated to multiple systems and devices. Identifying the probability distribution of the principal component scores is fundamental to characterize the whole process. The aim of this work is to consider a family of statistical distributions that could be accurately adjusted to a previous transformation. Then, a new class of distributions, the linear-phase-type, is introduced to model the principal components. This class is studied in detail in order to prove, through the KL expansion, that certain linear transformations of the process at each time point are phase-type distributed. This way, the one-dimensional distributions of the process are in the same linear-phase-type class. Finally, an application to model the reset process associated with resistive memories is developed and explained.