Mathematical foundations of event trees

Abstract

A mathematical foundation from first principles of event trees is presented. The main objective of this formulation is to offer a formal basis for developing automated computer assisted construction techniques for event trees. The mathematical theory of event trees is based on the correspondence between the paths of the tree and the elements of the outcome space of a joint event. The concept of a basic cylinder set is introduced to describe joint event outcomes conditional on specific outcomes of basic events or unconditional on the outcome of basic events. The concept of outcome space partition is used to describe the minimum amount of information intended to be preserved by the event tree representation. These concepts form the basis for an algorithm for systematic search for and generation of the most compact (reduced) form of an event tree consistent with the minimum amount of information the tree should preserve. This mathematical foundation allows for the development of techniques for automated generation of event trees corresponding to joint events which are formally described through other types of graphical models. Such a technique has been developed for complex systems described by functional blocks and it is reported elsewhere. On the quantification issue of event trees, a formal definition of a probability space corresponding to the event tree outcomes is provided. Finally, a short discussion is offered on the relationship of the presented mathematical theory with the more general use of event trees in reliability analysis of dynamic systems.