Abstract
Stability of various systems’ characteristics with respect to changes in initial states or external factors are the key problems in all natural sciences. For stochastic systems stability often means insensitivity or low sensitivity of their output characteristics subject to changes in the shapes of some input distributions. In Kozyev et al. (2018) the reliability function for a two-components standby renewable system operating under the Marshall-Olkin failure model has been found and its asymptotic insensitivity to the shapes of its component times’ distributions has been proved. In the recent paper the problem of asymptotic insensitivity of stationary and quasi-stationary probabilities for the same model are considered.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
The assumption about absolute continuity of c.d.f. is used only for convenient representation of the hazard rate functions \(\beta _k(x)\) and can be omitted.
- 2.
Note that the maximal root of the function \(\tilde{\pi }_3(s)\) is zero.
References
Efrosinin, D., Rykov, V.: Sensitivity analysis of reliability characteristics to the shape of the life and repair time distributions. In: Dudin, A., Nazarov, A., Yakupov, R., Gortsev, A. (eds.) ITMM 2014. CCIS, vol. 487, pp. 101–112. Springer, Cham (2014). https://doi.org/10.1007/978-3-319-13671-4_13
Efrosinin, D., Rykov, V., Vishnevskiy, V.: Sensitivity of reliability models to the shape of life and repair time distributions. In: Proceedings of the 9-th International Conference on Availability, Reliability and Security (ARES 2014), pp. 430–437. IEEE (2014). Published in CD: 978-I-4799-4223-7/14. https://doi.org/10.1109/ARES 2014.65
Feller, W.: An Introduction to Probability Theory and Its Applications, vol. II. Willey, London (1966)
Gnedenko, B.V.: On cold double redundant system. Izv. AN SSSR. Texn. Cybern. 4, 3–12 (1964a). (in Russian)
Gnedenko, B.V.: On cold double redundant system with restoration. Izv. AN SSSR. Texn. Cybern. 5, 111–118 (1964b). (in Russian)
Kalashnikov, V.V.: Geometric Sums: Bounds for Rare Events with Applications: Risk Analysis, Reliability, Queueing, p. 256. Kluwer Academic Publishers, Dordrecht (1997)
Koenig, D., Rykov, V., Schtoyn, D.: Queueing Theory, p. 115. Gubkin University Press, Moscow (1979). (in Russian)
Kovalenko, I.N.: Investigations on Analysis of Complex Systems Reliability, p. 210. Naukova Dumka, Kiev (1976). (in Russian)
Kozyrev, D.V.: Analysis of asymptotic behavior of reliability properties of redundant systems under the fast recovery. Bull. Peoples’ Friendship Univ. Russia. Ser. Math. Inf. Sci. Phys. 349–57 (2011). (in Russian)
Kozyrev, D.V., Rykov, V.V., Kolev, N.: Reliability function of renewable system under Marshall-Olkin failure model. In: Reliability: Theory & Applications, vol. 13, no. 1(48), pp. 39–46. Gnedenko Forum, San Diego (2018)
Marshall, A., Olkin, I.: A multivariate exponential distribution. J. Am. Stat. Assoc. 62, 30–44 (1967)
Petrovsky, I.G.: Lectures on the theory of ordinary differential equations M.-L.: GITTL, p. 232 (1952). (in Russian)
Rykov, V.: Multidimensional alternative processes reliability models. In: Dudin, A., Klimenok, V., Tsarenkov, G., Dudin, S. (eds.) BWWQT 2013. CCIS, vol. 356, pp. 147–156. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-642-35980-4_17
Rykov, V.V., Kozyrev, D.V.: Analysis of renewable reliability systems by Markovization method. In: Rykov, V.V., Singpurwalla, N.D., Zubkov, A.M. (eds.) ACMPT 2017. LNCS, vol. 10684, pp. 210–220. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-71504-9_19
Rykov, V., Kozyrev, D., Zaripova, E.: Modeling and simulation of reliability function of a homogeneous hot double redundant repairable system. In: Proceedings - 31st European Conference on Modelling and Simulation, ECMS 2017, pp. 701–705 (2017). https://doi.org/10.7148/2017-0701
Rykov, V., Ngia, T.A.: On sensitivity of systems reliability characteristics to the shape of their elements life and repair time distributions. Vestnik PFUR. Ser. Math. Inform. Phys. 3, 65–77 (2014). (in Russian)
Rykov, V., Kozyrev, D.: On sensitivity of steady-state probabilities of a cold redundant system to the shapes of life and repair time distributions of its elements. In: Pilz, J., Rasch, D., Melas, V., Moder, K. (eds.) Statistics and Simulation. Springer Proceedings in Mathematics & Statistics, vol. 231, pp. 391–402. Springer, Cham (2018). https://doi.org/10.1007/978-3-319-76035-3_28
Rykov, V.: On reliability of renewable systems. In: Vonta, I., Ram, M. (eds.) Reliability Engineering. Theory and Applications, pp. 173–196. CRC Press (2018)
Sevast’yanov, B.A.: An ergodic theorem for Markov processes and its application to telephone systems with refusals. In: Theory of Probability and its Applications, vol. 2, no. 1 (1957)
Solov’ev, A.D.: On reservation with quick restoration. Izv. AN SSSR. Texn. Cybern. 1, 56–71 (1970). (in Russian)
Acknowledgments
The publication has been prepared with the support of the “RUDN University Program 5-100” (recipient V.V. Rykov, supervision). The reported study was funded by RFBR, project No. 17-01-00633 (recipient V.V. Rykov, formal analysis) and No. 17-07-00142 (recipient V.V. Rykov, mathematical model development).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Rykov, V., Dimitrov, B. (2019). Renewal Redundant Systems Under the Marshall-Olkin Failure Model. Sensitivity Analysis. In: Vishnevskiy, V., Samouylov, K., Kozyrev, D. (eds) Distributed Computer and Communication Networks. DCCN 2019. Lecture Notes in Computer Science(), vol 11965. Springer, Cham. https://doi.org/10.1007/978-3-030-36614-8_18
Download citation
DOI: https://doi.org/10.1007/978-3-030-36614-8_18
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-36613-1
Online ISBN: 978-3-030-36614-8
eBook Packages: Computer ScienceComputer Science (R0)