Multistate Markov models for systems with dependent units
Antonín Lešanovský
Abstract
Antonín Lešanovský
Abstract
A system that can be described by a homogeneous continuous-time discrete-state Markov process is treated. The case in which transition rates for each unit depend on the current state of the system is considered. The condition in which the transition-rate matrix of the system has the form of a modified Kronecker sum of transition-rate matrices of its units is investigated. An algorithm based on the Kronecker algebra is introduced for determining the transition-rate matrix of the system. its use is particularly efficient during construction of machines when reliability is evaluated for several systems with the same structure but different transition rates.>
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A system that can be described by a homogeneous continuous-time discrete-state Markov process is treated. The case in which transition rates for each unit depend on the current state of the system is considered. The condition in which the transition-rate matrix of the system has the form of a modified Kronecker sum of transition-rate matrices of its units is investigated. An algorithm based on the Kronecker algebra is introduced for determining the transition-rate matrix of the system. its use is particularly efficient during construction of machines when reliability is evaluated for several systems with the same structure but different transition rates.>
Key concepts: Kronecker delta, Transition rate matrix, Markov chain, Markov process, Stochastic matrix, Markov model, Continuous-time Markov chain, State (computer science)