TRANSIENT ANALYSIS OF A MULTI-COMPONENT SYSTEM MODELED BY A GENERAL MARKOV PROCESS

Rafael Pérez-Ocón (), Delia Montoro-Cazorla () and Juan Eloy Ruiz-Castro ()
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Rafael Pérez-Ocón: Deparmento de Estadística e Investigación Operativa, Facultad de Ciencias, Universidad de Granada, 18071 Granada, Spain
Delia Montoro-Cazorla: Dpto. de Estadística e I.O., Universidad de Jaén, Spain
Juan Eloy Ruiz-Castro: Depto. de Estadística e I.O., Universidad de Granada, España, Spain

Asia-Pacific Journal of Operational Research (APJOR), 2006, vol. 23, issue 03, 311-327

Abstract: An M-unit system in dynamic environment with operational and repair times following phase-type distributions and incorporating geometrical processes is considered. A general Markov process with vectorial states is the appropriate structure for modeling this system. A transient analysis is performed for this complex system and the transition probabilities are calculated. Some performance measures of general interest in the study of systems are obtained using an algorithmic approach, and applied toG-out-of-Msystems. A numerical example is presented and the transient performance measures are calculated and compared with the stationary ones. This paper extends previous reliability systems, that can be considered as particular cases of this one. Throughout the paper, the mathematical expressions are given by algorithmic methods, that emphasized the utility of phase-type distributions in the analysis of lifetime data.

Keywords: Phase-type distribution; G-out-of-Msystem; replacement; repair; reliability (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:apjorx:v:23:y:2006:i:03:n:s0217595906000954

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DOI: 10.1142/S0217595906000954

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