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Age-usage semi-Markov models

机译:年龄使用半马尔可夫模型

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This paper presents a non-homogeneous age-usage semi-Markov model with a measurable state space. Several probability functions useful to assess the system's reliability are investigated. They satisfy the same family of equations we call indexed Markov renewal equations. Sufficient conditions to assure the existence and uniqueness of their solutions are provided. The numerical analysis of these equations is executed through the construction of a process discrete in time and space, which is shown to converge to the continuous one in the Skorohod topology. An algorithm useful for solving the discretized system of equations is presented by using a matrix representation.
机译:本文提出了具有可测量状态空间的非同质年龄使用半马尔可夫模型。研究了几种可用于评估系统可靠性的概率函数。它们满足我们称为索引马尔可夫更新方程的相同方程组。提供了足够的条件来确保其解决方案的存在和唯一性。这些方程的数值分析是通过构造一个在时间和空间上离散的过程来执行的,该过程显示收敛于Skorohod拓扑中的连续过程。通过使用矩阵表示法,提出了一种用于求解离散方程组的算法。

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