Title :
Semi-Markov Modelling for Multi-state Systems
Author :
Barbu, Vlad Stefan ; Karagrigoriou, Alex ; Makrides, Andreas
Author_Institution :
Dept. of Math., Univ. of Rouen, St. Etienne du Rouvray, France
Abstract :
Markov processes are widely used in reliability engineering. In this work we focus on multi state systems (MSS) and apply the Semi-Markov methodology for parameter estimation. For this purpose the sojourn times are assumed to be independent not identically distributed (inid) random variables that follow a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto.
Keywords :
Markov processes; modelling; parameter estimation; MSS; Markov processes; Pareto; Weibull; distributed random variables; multistate systems; parameter estimation; reliability distributions; reliability engineering; semi-Markov methodology; semi-Markov modelling; sojourn times; Distribution functions; Markov processes; Random variables; Reliability theory; Tin; Trajectory; Multi-state system; Parameter estimation; Reliability engineering; Reliability theory; Semi-Markov processes;
Conference_Titel :
Availability, Reliability and Security (ARES), 2014 Ninth International Conference on
Conference_Location :
Fribourg
DOI :
10.1109/ARES.2014.60
