File Name: semi markov processes and reliability .zip
The present paper analyzed a model consisting of one unit with a warm standby unit where the main unit has three states: up, degraded and down.
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Skip to Main Content. A not-for-profit organization, IEEE is the world's largest technical professional organization dedicated to advancing technology for the benefit of humanity. Use of this web site signifies your agreement to the terms and conditions. Semi-Markov models with an application to power-plant reliability analysis Abstract: Systems with, 1 a finite number of states, and 2 random holding times in each state, are often modeled using semi-Markov processes. For general holding-time distributions, closed formulas for transition probabilities and average availability are usually not available. Recursion procedures are derived to approximate these quantities for arbitrarily distributed holding-times; these recursion procedures are then used to fit the semi-Markov model with Weibull distributed holding-times to actual power-plant operating data. The results are compared to the more familiar Markov models; the semi-Markov model using Weibull holding-times fits the data remarkably well.
How to Cite: Barbu, V. Journal of Mathematics and Statistics , 15 1 , This is an open access article distributed under the terms of the Creative Commons Attribution License , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. This work deals with multi-state systems modelled by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to one of two different general classes of distributions so that the first class is closed under maxima and the second one is closed under minima. We obtain maximum likelihood estimators of the parameters of interest under several estimation schemes and investigate their asymptotic properties.
She had faded blond-and-gray hair caught up in a clip with strands escaping here and there. She was tall and big-boned, and her mouth was wide, topped by prominent cheekbones and bright blue eyes. A flour-dusted blue apron protected her khaki slacks and short-sleeved white blouse. Markovian interference, semi-Markov processes of rth order and their appli-cation to various problems of mass service theory, as well as reliability theory, have already been studied by different authors -. Problems close to those considered in this work have been treated in -. Semi-Markov processes have been proposed for reliability and performability evalu-ation of systems; see 6, 11, In 13 , how to apply homogeneous and nonhomogeneous semi-Markov processes in reliability problems is shown.
We show how it is possible to construct efficient duration dependent semi-Markov reliability models by considering recurrence time processes. We define generalized reliability indexes and we show how it is possible to compute them. Finally, we describe a possible application in the study of credit rating dynamics by considering the credit rating migration as a reliability problem.
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