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Markovian Repairman Problems. Classification and Approximation

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Statistical and Probabilistic Models in Reliability

Abstract

Classification of Markov repairable systems are given by the equilibrium point of the velocity drift. The diffusion approximation of the normalized queueing process by the Ornstein-Uhlenbeck process is established.

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References

  1. Iglehart, D. L. (1965). Limiting diffusion approximation for the many server queue and repairman problem, Journal of Applied Probability, 2, 429–441.

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  2. Korolyuk, V. S. and Vavrikovich, L. V. (1988). Diffusion approximation of the renewal reserved Markov system, Cybernetic, 5, 97–100 (in Russian).

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  3. Korolyuk, V. S. and Korolyuk, V. V. (1997). Stochastic Models of Systems, Dordrecht, The Netherlands: Kluwer Academic Publishers.

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  4. Feller, W. (1958). An Introduction to the Probability Theory and its Applications, Vol. 1, New York: John Wiley & Sons.

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  5. Derzko, N. A. and Korolyuk, V. V. (1997). Repairman system with limited service, Preprint University of Toronto.

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© 1999 Springer Science+Business Media New York

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Korolyuk, V.S., Derzko, N.A., Korolyuk, V.V. (1999). Markovian Repairman Problems. Classification and Approximation. In: Ionescu, D.C., Limnios, N. (eds) Statistical and Probabilistic Models in Reliability. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1782-4_10

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  • DOI: https://doi.org/10.1007/978-1-4612-1782-4_10

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7280-9

  • Online ISBN: 978-1-4612-1782-4

  • eBook Packages: Springer Book Archive

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