Simple Formulas for Counting Processes in Reliability Models
Ledoux, James ; Rubino, Gerardo
HAL, hal-00852084 / Harvested from HAL
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. Asymptotical analysis is also provided.
Publié le : 1997-07-05
Classification:  COUNTING PROCESSES,  MARKOV CHAINS,  UNIFORMIZATION,  AMS 60J10; 90B25; 60J27,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [INFO.INFO-PF]Computer Science [cs]/Performance [cs.PF]
@article{hal-00852084,
     author = {Ledoux, James and Rubino, Gerardo},
     title = {Simple Formulas for Counting Processes in Reliability Models},
     journal = {HAL},
     volume = {1997},
     number = {0},
     year = {1997},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00852084}
}
Ledoux, James; Rubino, Gerardo. Simple Formulas for Counting Processes in Reliability Models. HAL, Tome 1997 (1997) no. 0, . http://gdmltest.u-ga.fr/item/hal-00852084/