Hitting time in a finite non-homogeneous Markov chain with applications

Applied Stochastic Models and Data Analysis

Volumn 14, Issue 2-3, 1998, Pages 241-253

  Platis, A ^a,b   Limnios, N ^a   Le Du, M ^b  

^a UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

^b EDF R AND D   (France)

Author keywords

Existence conditions of mean hitting time; Hitting time; Non homogeneous Markov chain; Reliability

Indexed keywords

FUNCTIONS; NUMERICAL ANALYSIS; RELIABILITY;

FINITE NONHOMOGENEOUS MARKOV CHAIN; HITTING TIME;

MARKOV PROCESSES;

EID: 0032155597     PISSN: 87550024     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-0747(199809)14:3<241::aid-asm354>3.0.co;2-3     Document Type: Article

References (5)

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3. A. Platis, N. Limnios and M. Le Du, 'Electrical substation performability and reliability indicators modeled by non-homogeneous Markov chains, ESREL '96-PSAM-III Conf., 24-28 June 1996, Crete, Greece.
4. W. Feller, An introduction to Probability Theory and its Applications, Vol. 1, Wiley, New York, 1970.
5. N. Limnios, 'Stochastic processes and reliability, (in French), CS-61 Course-DEA-System Control-UTC, 1994.