Simple formulae for counting processes in reliability models

被引:3
|
作者
Ledoux, J
Rubino, G
机构
[1] INSA, F-35043 Rennes, France
[2] ENST, F-35512 Cesson Sevigne, France
关键词
counting processes; Markov chains; uniformization;
D O I
10.2307/1427852
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Dependability evaluation is a basic component in the assessment of the quality of repairable systems. We develop a model taking simultaneously into account the occurrence of failures and repairs, together with the observation of user-defined success events. The model is built from a Markovian description of the behavior of the system. We obtain the distribution function of the joint number of observed failures and of delivered services on a fixed mission period of the system. In particular, the marginal distribution of the number of failures can be directly related to the distribution of the Markovian arrival process extensively used in queueing theory. We give both the analytical expressions of the considered distributions and the algorithmic solutions for their evaluation. An asymptotic analysis is also provided.
引用
收藏
页码:1018 / 1038
页数:21
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