1988•Unpublished venueRequires access

Multistate Markov Models for

Reader Aids

Open publisher page 0 citations

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.

About this research paper

What this paper is about

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.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available 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.

Key concepts: Kronecker delta, Transition rate matrix, Stochastic matrix, Markov chain, Markov process, Markov model, Mathematics, Continuous-time Markov chain

Related papers

Back to paper searchBrowse research topicsOriginal source
Multistate Markov Models for — Research Paper | ScholarLens