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Research Report SRR97-011
Elementary methods for failure due to a sequence of Markovian events
J. Gani
Abstract:
This paper is concerned with elementary methods for evaluating the
distribution of the time to system failure, following a particular
sequence of events from a Markov chain. After discussing a simple
example in which a specific sequence from a two-state Markov chain
leads to failure, the method is generalized to a sequence from a
(k > 2)-state chain. The expectation and variance of the time
T to failure can be obtained from the probability generating
function (p.g.f.) of T. The method can be extended to the case
of continuous time.
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