Semi-Markov failure rates processes

DOI10.1016/J.AMC.2011.04.055MaRDI QIDQ555409zbMATH OpenOpenAlexFDO

Authors Franciszek Grabski

Publication date 22 July 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.04.055

zbMATH Keywords

failure rateFurry-Yule processMarkov renewal processsemi-Markov process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Review text

Let \(\{\lambda(u):u\geq 0\}\) be a semi-Markov process defined by a Markov renewal kernel. The author studies the survival function \(R\) defined as the expectation of \(\exp \left(-\int_0^t\lambda(u)du\right)\), for \(t \geq 0\). Note that, \(R(t)\) is considered to be the reliability of an object with a random failure rate. In the main theorem of the paper, it is proved that the associated conditional reliability functions satisfy a system of specific renewal equations. The solution of this system is unique in the class of measurable and uniformly bounded functions. This theorem is highlighted in the case of a finite or countable state space. Also, the particular case of a Furry-Yule process is treated. In this way, the author extends some results due to \textit{I. Kopocińska} and \textit{B. Kopociński} [Zastosow. Mat. 17, 5--14 (1980; Zbl 0471.60089)] and \textit{F. Grabski} [Appl. Math. Comput. 135, No.~1, 1--16 (2003; Zbl 1021.60070)].

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Cites work

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(18)

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• The reliability of an object with semi-Markov failure rate
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• On reliability prediction and semi-renewal processes
• scientific article; zbMATH DE number 4052741 (Why is no real title available?)
• Semi-Markov processes for reliability studies
• scientific article; zbMATH DE number 1959511 (Why is no real title available?)
• scientific article; zbMATH DE number 1487759 (Why is no real title available?)
• Total cumulative work until failure of a system modelled by a finite semi-Markov process
• Conditional failure occurrence rates for semi-Markov chains
• On the extension of the limit theorem of renewal theory and its application
• Calculation of reliability function and remaining useful life for a Markov failure time process
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