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Calculation of reliability characteristics for regenerative models. (English) Zbl 0939.60092

If a regenerative process is represented as semi-regenerative, we derive formulae enabling us to calculate basic characteristics associated with the first occurrence time starting from corresponding characteristics for the semi-regenerative process. Recursive equations, integral equations, and Monte-Carlo algorithms are proposed for practical solving of the problem.

MSC:

60K15 Markov renewal processes, semi-Markov processes
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