J. Gani, "Elementary methods for failure due to a sequence of Markovian events", International Journal of Stochastic Analysis, vol. 11, Article ID 947340, 8 pages, 1998. https://doi.org/10.1155/S1048953398000264
Elementary methods for failure due to a sequence of Markovian events
This paper is concerned with elementary methods for evaluating the distribution of the time to system failure, following a particular sequence of events from a Markov chain. After discussing a simple example in which a specific sequence from a two-state Markov chain leads to failure, the method is generalized to a sequence from a -state chain. The expectation and variance of the time to failure can be obtained from the probability generating function (p.g.f.) of . The method can be extended to the case of continuous time.
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