The rate of occurrence of failures for semi-Markov processes and estimation (Q1871279)

For a finite state semi-Markov process describing an unreliable system's behaviour over time the state space is divided into disjoint sets U (up-states of the system) and D (down states of the system). Let \(N_f(t)\) denote the number of transitions from U to D in \([0,t)\). Under some smoothness conditions, the authors derive an expression for the derivative \((d/dt) E(N_f(t))\). The general formula is specilized then to the case of Markov reliability systems and alternating renewal processes. Finally an estimator for the derivative is suggested which is proved to be uniformly strongly consistent and, under some further smoothness conditions, asymptotically normal.