Semi-Markov processes for reliability studies

Cocozza-Thivent, Christiane, and Roussignol, Michel. "Semi-Markov processes for reliability studies." ESAIM: Probability and Statistics 1 (2010): 207-223. <http://eudml.org/doc/197758>.

@article{Cocozza2010,
abstract = { We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r. },
author = {Cocozza-Thivent, Christiane, Roussignol, Michel},
journal = {ESAIM: Probability and Statistics},
keywords = {Semi-Markov process / quasi-stationary distribution / reliability / r-recurrence.},
language = {eng},
month = {3},
pages = {207-223},
publisher = {EDP Sciences},
title = {Semi-Markov processes for reliability studies},
url = {http://eudml.org/doc/197758},
volume = {1},
year = {2010},
}

TY - JOUR
AU - Cocozza-Thivent, Christiane
AU - Roussignol, Michel
TI - Semi-Markov processes for reliability studies
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 207
EP - 223
AB - We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
LA - eng
KW - Semi-Markov process / quasi-stationary distribution / reliability / r-recurrence.
UR - http://eudml.org/doc/197758
ER -