THE EXPECTED CUMULATIVE OPERATIONAL TIME FOR FINITE SEMI-MARKOV SYSTEMS AND ESTIMATION

Brahim Ouhbi; Ali Boudi; Mohamed Tkiouat

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THE EXPECTED CUMULATIVE OPERATIONAL TIME FOR FINITE SEMI-MARKOV SYSTEMS AND ESTIMATION

机译：有限半马尔可夫系统的预期累积运行时间及其估计

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摘要

In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.

机译：在本文中，我们首先提出了半马尔可夫核的经验估计量的递归公式。然后提出了半马尔可夫系统的预期累积运行时间的非参数估计量。给出了该估计量的渐近性质，因为它具有一致的强一致性和正态性。作为示例，我们给出了一个数值应用程序。

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来源
《RAIRO Operation Research》 |2007年第4期|399-410|共12页
作者
Brahim Ouhbi; Ali Boudi; Mohamed Tkiouat;
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作者单位

Ecole Nationale Superieure d'Arts et Metiers, Marjane Ⅱ, Meknes Ismailia, B.P. 4024 BeniM'Hamed, Meknes, Maroc;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类运筹学;
关键词
expected cumulative operational time; semi-Markov process; non-parametric estimation;

机译：预期的累计运行时间;半马尔可夫过程非参数估计;

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THE EXPECTED CUMULATIVE OPERATIONAL TIME FOR FINITE SEMI-MARKOV SYSTEMS AND ESTIMATION

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