Cocozza-Thivent, C.; Roussignol, M. Comparison of stationary and quasi-stationary laws of Markov processes with applications to reliability. (Comparaison des lois stationnaire et quasi-stationnaire d’un processus de Markov et application à la fiabilité.) (English) Zbl 0855.60081 Azéma, J. (ed.) et al., Séminaire de probabilités XXX. Berlin: Springer. Lect. Notes Math. 1626, 24-39 (1996). Summary: Using coupling techniques, we obtain an upper bound for the distance between the quasi-stationary law and the normalized stationary law of a Markov process which modelizes the evolution of a mechanical system. This system is made up of components which drop down either independently from each other or by the effect of a common failure and which are repaired independently form each other. This upper bound allows us to prove that the asymptotic Vesely failure rate is a good approximation of the asymptotic failure rate when the system is reliable.For the entire collection see [Zbl 0840.00041]. MSC: 60K10 Applications of renewal theory (reliability, demand theory, etc.) Keywords:reliability; failure rate; Vesely failure rate; stationary law; quasi-stationary law; coupling PDFBibTeX XMLCite \textit{C. Cocozza-Thivent} and \textit{M. Roussignol}, Lect. Notes Math. 1626, 24--39 (1996; Zbl 0855.60081) Full Text: Numdam EuDML