Title: Reliability of particular semi-Markov systems: Modeling and nonparametric estimation
Authors: Vlad Barbu - Universite de Rouen (France) [presenting]
Abstract: Three particular types of semi-Markov systems are considered which are associated reliability theory and nonparametric estimation. More precisely, we assume particular cases for the holding time distributions: they may depend only on the current state, or only on the next state to be visited, or neither on the current state, nor on the next state. These specific cases can be important from a practical point of view in some specific applications. We obtain explicit forms for the reliability indicators (reliability, availability, maintainability, failure rate, mean times, etc.) and propose consistent nonparametric estimators. Several estimation frameworks are taken into account: one or several trajectories, and complete or censored sample paths.