Joint distributions of numbers of runs of specified lengths on directed trees (Q1706471)

Consider a directed tree \(T\) with vertices \(V\), including a root vertex \(v_0\). Let \(pa(v)\) denote the parent vertex of \(v\in V\) in \(T\). The authors study the Markov directed tree \(\{X_v,v\in V\}\), a collection of \(\{0,1\}\)-valued random variables such that \(P(X_{v_0}=1)=p\), \[ P(X_v=1 | X_{pa(v)}=1)=p_{11}\,,\qquad\text{and}\qquad P(X_v=1 | X_{pa(v)}=0)=p_{01}\,, \] for all \(v\not=v_0\). Their interest is in the exact joint distribution of numbers of runs of given lengths and with a given amount of overlap on the Markov directed tree. The main results of the present paper give recurrence relations satisfied by the probability generating function of this joint distribution. An explicit algorithm and examples are provided to illustrate the use of these recurrence relations to derive the probability generating function. Applications are also provided to reliability systems, in which each vertex of the tree corresponds to an independent component of the system, with each component either in an operating or failed state. Failure of an individual component occurs according to some given distribution. The entire system fails if either there are at least \(k\) consecutive failed components, or \(f\) failed components in total. System reliability and lifetime distributions are calculated, and some statistical estimation problems for the parameters of the failure time distribution of an individual component are considered.