Hostname: page-component-78c5997874-s2hrs Total loading time: 0 Render date: 2024-11-07T23:22:22.295Z Has data issue: false hasContentIssue false

Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period

Published online by Cambridge University Press:  14 July 2016

Bruno Sericola*
Affiliation:
IRISA
*
Postal address: IRISA Campus de Beaulieu, 35042 Rennes Cedex, France.

Abstract

Markov process are widely used to model computer systems. De Souza e Silva and Gail [3] calculated numerically the distribution of the cumulative operational time of repairable computer systems modelled by Markovian processes, that is, the distribution of the total time during which the system was in operation over a finite observation period. An extension of their approach is presented here. A closed-form solution is obtained for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period, which is theoretically and numerically interesting. We also give an application of this result to a fault-tolerant system.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1990 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Ciardo, G., Marie, R., Sericola, B. and Trivedi, K. (1990) Performability analysis using semi-Markov process. IEEE Trans. Computers Google Scholar
[2] Ross, S. M. (1983) Stochastic Processes. Wiley, New York.Google Scholar
[3] De Souza E Silva, E. and Gail, H. R. (1986) Calculating cumulative operational time distributions of repairable computer systems. IEEE Trans. Computers 35, 322332.CrossRefGoogle Scholar