Unbiased estimates for the solution of a linear integral equation of the second kind and their application to computation of reliability indices of semi-Markov systems. (Russian) Zbl 0713.62098
A new Monte-Carlo procedure for calculating unbiased estimations of reliability and effectiveness indices is proposed. The procedure based on solving a linear integral equation of second kind with a substochastic kernel is used for random processes containing the nested semi-Markov process. The relation between the offered estimates and the well-known ones is shown and the problems of their classification are considered.
Reviewer: M.Stepanova
MSC:
62N05 | Reliability and life testing |
60K20 | Applications of Markov renewal processes (reliability, queueing networks, etc.) |
60K15 | Markov renewal processes, semi-Markov processes |
45A05 | Linear integral equations |