Elementary methods for failure due to a sequence of Markovian events

J. Gani

International Journal of Stochastic Analysis, 1998, vol. 11, 1-8

Abstract:

This paper is concerned with elementary methods for evaluating the distribution of the time to system failure, following a particular sequence of events from a Markov chain. After discussing a simple example in which a specific sequence from a two-state Markov chain leads to failure, the method is generalized to a sequence from a ( k > 2 ) -state chain. The expectation and variance of the time T to failure can be obtained from the probability generating function (p.g.f.) of T . The method can be extended to the case of continuous time.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:947340

DOI: 10.1155/S1048953398000264

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