2nd International ICST Conference on Performance Evaluation Methodologies and Tools

Research Article

Fast Evaluation of the Moments of the Interval Availability of Large Markov Models

Download197 downloads
  • @INPROCEEDINGS{10.4108/valuetools.2007.1952,
        author={Reinaldo Vallejos C.},
        title={Fast Evaluation of the Moments of the Interval Availability of Large Markov Models},
        proceedings={2nd International ICST Conference on Performance Evaluation Methodologies and Tools},
        proceedings_a={VALUETOOLS},
        year={2010},
        month={5},
        keywords={Markov models availability cumulative operational time repairable systems transient evaluation.},
        doi={10.4108/valuetools.2007.1952}
    }
    
  • Reinaldo Vallejos C.
    Year: 2010
    Fast Evaluation of the Moments of the Interval Availability of Large Markov Models
    VALUETOOLS
    ICST
    DOI: 10.4108/valuetools.2007.1952
Reinaldo Vallejos C.1,*
  • 1: Telematics Group, Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, Chile
*Contact email: reinaldo.vallejos@usm.cl

Abstract

This paper proposes a new numerically stable method for evaluating the first K moments (K ≥ 1) of the interval availability for repairable systems. Its time complexity is O(|S|KdNmax), where |S| is the cardinality of the Markov model state space; d is the average degree of connectivity of the Markov chain states; and Nmax represents the number os transition of the Markov chain in [0, t]). This time complexity is O(L|S|) times faster than the best existing method, without extra memory requirements, where L is the number of different time intervals for which the moments are evaluated.