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The expected cumulative operational time for finite semi-Markov systems and estimation

Brahim OuhbiAli BoudiMohamed Tkiouat — 2007

RAIRO - Operations Research

In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.

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