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Transient Analysis Of A Multi-Component System Modeled By A General Markov Process

Author

Listed:
  • 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)

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.

Suggested Citation

  • Rafael Pérez-Ocón & Delia Montoro-Cazorla & Juan Eloy Ruiz-Castro, 2006. "Transient Analysis Of A Multi-Component System Modeled By A General Markov Process," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 23(03), pages 311-327.
    • Handle: RePEc:wsi:apjorx:v:23:y:2006:i:03:n:s0217595906000954
    DOI: 10.1142/S0217595906000954
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