On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem

Edmond J. Vanderperre

International Journal of Stochastic Analysis, 2008, vol. 2008, 1-13

Abstract:

We analyze the survival time of a renewable duplex system characterized by warm standby and subjected to a priority rule. In order to obtain the Laplace transform of the survival function, we employ a stochastic process endowed with time-dependent transition measures satisfying coupled partial differential equations. The solution procedure is based on the theory of sectionally holomorphic functions combined with the notion of dual transforms. Finally, we introduce a security interval related to a prescribed security level and a suitable risk criterion based on the survival function of the system. As an example, we consider the particular case of deterministic repair. A computer-plotted graph displays the survival function together with the security interval corresponding to a security level of 90%.

Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2008/905721.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2008/905721.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:905721

DOI: 10.1155/2008/905721

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().