Int J Performability Eng ›› 2006, Vol. 2 ›› Issue (1): 19-27.doi: 10.23940/ijpe.06.1.p19.mag

• Original articles • Previous Articles     Next Articles

Nonparametric Estimation of Performance and Performability for Semi-Markov Processes

N. LIMNIOS1, B. OUHBI2, A. PLATIS3, and G. SAPOUNTZOGLOU4   

  1. 1 Division Mathématiques Appliquée, Université de Technologie de Compiègne, B.P. 20529, 60205, Compiègne Cedex, France
    2 Ecole Nationale Supérieure d'Arts et Métiers, Marjane II, Meknès Ismailia, B.P. 4024 Béni M'Hamed Meknès, Morocco
    3 Department of Financial and Management Engineering, University of the Aegean, Fostini 31, 82100 Chios, Greece
    4 Departmentof Economics, Athens University of Economics and Business, Patission 76, 10434 Athens, Greece

Abstract:

In this paper a nonparametric estimator of the performability for semi-Markov systems is proposed. It is proven that this estimator is strongly consistent and asymptotic normal. A numerical example of a three state semi-Markov system is also presented.
Received on February 2, 2005
References:18