Importance and sensitivity analysis in dynamic reliability

DOI10.1007/S11009-009-9122-XMaRDI QIDQ631475zbMATH OpenOpenAlexFDO

Authors Robert Eymard, M. Roussignol, Sophie Mercier

Publication date 14 March 2011

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://hal-upec-upem.archives-ouvertes.fr/hal-00692992/file/EMR.pdf

zbMATH Keywords

sensitivity analysispiecewise deterministic Markov processdynamic reliabilityChapman-Kolmogorov equationimportance factor

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cites work

• scientific article; zbMATH DE number 3901778 (Why is no real title available?)
• scientific article; zbMATH DE number 3251767 (Why is no real title available?)
• A finite-volume scheme for dynamic reliability models
• A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
• An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Discrete random bounds for general random variables and applications to reliability
• Exponential and uniform ergodicity of Markov processes
• Importance and sensitivity analysis in assessing system reliability
• ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES
• On the Poisson Equation for Piecewise-Deterministic Markov Processes
• On the use of Lyapunov methods in renewal theory
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stability of Piecewise-Deterministic Markov Processes

Cited in

(5)

• On exact distribution for multivariate weighted distributions and classification
• Sensitivity analysis for multiscale stochastic reaction networks using hybrid approximations
• Importance and sensitivity analysis in assessing system reliability
• Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process
• Parametric sensitivity analysis for importance measure on failure probability and its efficient Kriging solution

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