×

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.)
PDFBibTeX XMLCite
Full Text: Numdam EuDML