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Asymptotic distribution of the downtime of a monotone system

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Abstract

To compute the distribution of the downtime in a time interval [0,t] for a highly available monotone system, a Compound Poisson process (CP(t)) approximation is often used. In this paper we give sufficient conditions for when the distribution ofCP(t) is an asymptotic limit. We also study the convergence to the normal distribution.

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Aven, T., Jensen, U. Asymptotic distribution of the downtime of a monotone system. Mathematical Methods of Operations Research 45, 355–375 (1997). https://doi.org/10.1007/BF01194785

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