It is shown how saddlepoint methods may be used to approximate
reliabilities and failure rates of finite stochastic systems with feedback
loops. Some countably in .nite state systems including birth-death processes
are also considered. The use of saddlepoint methods requires as input the
moment generating functions (MGFs) for the system failure time distributions.
Some new explicit formulas for these MGFs are given that are amenable to
symbolic computation and which also make the numerical computation of
saddlepoint approximations quite simple and convenient.
Publié le : 2000-08-01
Classification:
Failure rate,
feedback,
flowgraphs,reliability,
saddlepoint approximation,
semi-Markov systems
@article{1009212818,
author = {Butler, Ronald W.},
title = {Reliabilities for feedback systems and their saddlepoint
approximation},
journal = {Statist. Sci.},
volume = {15},
number = {1},
year = {2000},
pages = { 279-298},
language = {en},
url = {http://dml.mathdoc.fr/item/1009212818}
}
Butler, Ronald W. Reliabilities for feedback systems and their saddlepoint
approximation. Statist. Sci., Tome 15 (2000) no. 1, pp. 279-298. http://gdmltest.u-ga.fr/item/1009212818/