In this paper it is shown how to construct duration dependent semi- Markov models. The in uence of backward and forward recurrence time processes on the transition probabilities of a non-homogeneous continuous time semi-Markov process (NHCTSMP) is considered. The results are applied to define and evaluate general duration dependent reliability indicators useful in the performability analysis of the systems
A semi‐Markov process is a generalization of continuous‐time Markov chain, so that the sojourn times...
Abstract. The credit risk problem is one of the most important issues of modern ?nancial mathematics...
We consider repairable reliability systems with m components, the lifetimes and repair times of whic...
In this paper, we computed general interval indicators of availability and reliability for systems m...
Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discre...
The characteristics of semi-Markov process we can translate on the reliability characteristics in th...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
This chapter presents the reliability of discrete-time semi-Markov systems. After some basic definit...
In the reliability investigation of complex systems it sometimes becomes necessary to deal with dist...
Abstract. Markovian models have been used for about a century now for the evaluation of the performa...
Multi-state processes provide a convenient framework for analysis of event history data, which arise...
Probabilistic model of a system composed of a main component, an emergency backup component and the ...
In this paper, we extend to our knowledge, for the ?rst case, some reliability results using homogen...
We analyze mean time to failure and availability of semi-Markov missions that consist of phases with...
The duration dependence of stock market cycles has been investigated using the Markov-switching mode...
A semi‐Markov process is a generalization of continuous‐time Markov chain, so that the sojourn times...
Abstract. The credit risk problem is one of the most important issues of modern ?nancial mathematics...
We consider repairable reliability systems with m components, the lifetimes and repair times of whic...
In this paper, we computed general interval indicators of availability and reliability for systems m...
Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discre...
The characteristics of semi-Markov process we can translate on the reliability characteristics in th...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
This chapter presents the reliability of discrete-time semi-Markov systems. After some basic definit...
In the reliability investigation of complex systems it sometimes becomes necessary to deal with dist...
Abstract. Markovian models have been used for about a century now for the evaluation of the performa...
Multi-state processes provide a convenient framework for analysis of event history data, which arise...
Probabilistic model of a system composed of a main component, an emergency backup component and the ...
In this paper, we extend to our knowledge, for the ?rst case, some reliability results using homogen...
We analyze mean time to failure and availability of semi-Markov missions that consist of phases with...
The duration dependence of stock market cycles has been investigated using the Markov-switching mode...
A semi‐Markov process is a generalization of continuous‐time Markov chain, so that the sojourn times...
Abstract. The credit risk problem is one of the most important issues of modern ?nancial mathematics...
We consider repairable reliability systems with m components, the lifetimes and repair times of whic...