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Strong Stochastic Bounds for the Stationary Distribution of a Class of Multicomponent Performability Models

Author

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  • P. G. Taylor

    (University of Adelaide, South Australia)

  • N. M. Van Dijk

    (University of Amsterdam, The Netherlands)

Abstract

We consider a class of models for multicomponent systems in which components can break down and be repaired in a dependent manner and where breakdown and repair times can be arbitrarily distributed. The problem of calculating the equilibrium distribution and, from this, the expected performability for these models is intractable unless certain assumptions are made about breakdowns and repairs. In this paper we show that the performability of multicomponent systems that do not satisfy these rules can be bounded by tractable modifications. Our results are proved by stochastic comparability arguments and a Markov reward technique, which is of interest in itself as it enables one to prove that the equilibrium distribution of one process can be bounded by that of another even when the sample paths of the process are not. This is illustrated by an example.

Suggested Citation

  • P. G. Taylor & N. M. Van Dijk, 1998. "Strong Stochastic Bounds for the Stationary Distribution of a Class of Multicomponent Performability Models," Operations Research, INFORMS, vol. 46(5), pages 665-674, October.
    • Handle: RePEc:inm:oropre:v:46:y:1998:i:5:p:665-674
    DOI: 10.1287/opre.46.5.665
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    References listed on IDEAS

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    1. William A. Massey, 1987. "Stochastic Orderings for Markov Processes on Partially Ordered Spaces," Mathematics of Operations Research, INFORMS, vol. 12(2), pages 350-367, May.
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    Cited by:

    1. van Dijk, Nico M., 2008. "Error bounds for state space truncation of finite Jackson networks," European Journal of Operational Research, Elsevier, vol. 186(1), pages 164-181, April.
    2. Nico M. van Dijk & Erik van der Sluis, 2001. "Simple Product-Form Bounds for Queueing Networks with Finite Clusters," Tinbergen Institute Discussion Papers 01-107/4, Tinbergen Institute.
    3. Nico M. van Dijk & Masakiyo Miyazawa, 2004. "Error Bounds for Perturbing Nonexponential Queues," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 525-558, August.

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