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

Reinaldo Vallejos C.

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

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@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.

Keywords: Markov models availability cumulative operational time repairable systems transient evaluation.

Published: 2010-05-16
Modified: 2011-09-14

: http://dx.doi.org/10.4108/valuetools.2007.1952