Research Article
Fast Evaluation of the Moments of the Interval Availability of Large Markov Models
@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
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.
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