Numerical bounds for semi-Markovian quantities and application to reliability

DOI10.1007/s11009-007-9035-5zbMath1140.60341OpenAlexW2033219131MaRDI QIDQ931374

Sophie Bloch-Mercier

Publication date: 25 June 2008

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00693069/file/P11%20-%20PREPRINT.pdf

zbMATH Keywords

Numerical algorithmsMarkov renewal equationsContinuous and discrete time homogeneous semi-Markov processes

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Markov renewal processes, semi-Markov processes (60K15)

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Cites Work

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• Discrete random bounds for general random variables and applications to reliability
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• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
• On numerical solution of the Markov renewal equation: Tight upper and lower kernel bounds
• Numerical solution of non-homogeneous semi-Markov processes in transient case