Multistate Markov Models for
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Abstract
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Abstract
This paper deals with a system that can be described by a homogeneous continuous-time discrete-state Markov process. The case when transition rates or each unit de- pend on the current state of the system is considered. The condi- tion upon 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 for determining the transition-rate matrix of the system based on the Kronecker algebra is introduced. Its use is particularly efficient during con- struction of machines when reliability is evaluated for several systems with the same structure but different transition rates.
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This paper deals with a system that can be described by a homogeneous continuous-time discrete-state Markov process. The case when transition rates or each unit de- pend on the current state of the system is considered. The condi- tion upon 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 for determining the transition-rate matrix of the system based on the Kronecker algebra is introduced. Its use is particularly efficient during con- struction of machines when reliability is evaluated for several systems with the same structure but different transition rates.
Key concepts: Kronecker delta, Transition rate matrix, Stochastic matrix, Markov chain, Markov process, Markov model, Mathematics, Continuous-time Markov chain