Modelling a reliability system governed by discrete phase-type distributions

We present an n-system with one online unit and the others in cold standby. There is a repairman. When the online fails it goes to repair, and instantaneously a standby unit becomes the online one. The operational and repair times follow discrete phase-type distributions. Given that any discrete distribution defined on the positive integers is a discrete phase-type distribution, the system can be considered a general one. A model with unlimited number of units is considered for approximating a system with a great number of units. We show that the process that governs the system is a quasi-birth-and-death process. For this system, performance reliability measures; the up and down periods, and the involved costs are calculated in a matrix and algorithmic form. We show that the discrete case is not a trivial case of the continuous one. The results given in this paper have been implemented computationally with Matlab.