Semi-Markov processes and reliability (Q5950774): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:03, 30 January 2024
scientific article; zbMATH DE number 1682654
Language | Label | Description | Also known as |
---|---|---|---|
English | Semi-Markov processes and reliability |
scientific article; zbMATH DE number 1682654 |
Statements
Semi-Markov processes and reliability (English)
0 references
17 December 2001
0 references
This book is in two parts: the first presents semi-Markov process theory from scratch; the second discusses applications of these processes to problems in reliability. The authors claim that the text is ``within reach of those who have a first course in probability theory'', but it assumes rather more than this: it is really a handbook for researchers. In the first part, after a brief roll call of stochastic processes, emphasizing renewal theory, the formal machinery of general state-space Markov renewal processes is set up. There is no motivation at this stage. In a similar vein, semi-Markov processes are then developed, and there is a discussion of the Markov renewal equation, process functionals and jump time asymptotics. For the countable state-space case some more specialized topics are covered, such as limit theorems for recurrence time processes, statistical estimation of semi-Markov kernels and renewal functions, and phase-type kernels. The second part, which refers to the first rather sparingly, explains how semi-Markov processes can be applied in studying various aspects of the dependability of systems: reliability, availability, maintainability, performability, etc. The emphasis is on finite state-space models; in particular, six methods are outlined for calculating system transition probabilities. The generalities are illustrated by a selection from the literature of specific system models. The book closes with a brief account of Monte Carlo methodology. There are numerous minor inconsistencies and slips, by far the most amusing of which is the phrase ``finitely maNew York states' that appears in the bibliography.
0 references
Markov renewal process
0 references
semi-Markov process
0 references
functionals
0 references
limit theorems
0 references
reliability
0 references
availability
0 references
maintainability
0 references
performability
0 references