ISBN: 3540431330
TITLE: Stochastic Models in Reliability and Maintenance
AUTHOR: Osaki
TOC:

1. Renewal Processes and Their Computational Aspects 1
1.1 Introduction 2
1.2 Basic Renewal Theory 3
1.2.1 Continuous renewal theory 3
1.2.2 Discrete renewal theory 6
1.3 Some Useful Properties of the Renewal Function 7
1.3.1 Specific examples 7
1.3.2 Asymptotic properties 8
1.4 Analytical Approximation Methods 9
1 4 1 Phase renewal processes 9
1.4.2 Gamma approximations 10
1.4.3 Methods based on equilibrium distribution 13
1.5 Bounds 14
1.6 Numerical Methods 16
1.6.1 Laplace inversion technique 17
1.6.2 Cubic spline algorithm 18
1.6.3 Discritization algorithm 19
1.6.4 Approximation by rational functions 20
1.7 Concluding Remarks 23
2. Stochastic Orders in Reliability Theory 31
2.1 Introduction 31
2.2 Definitions and Basic Properties 32
2.2.1 Stochastic orders generated from univariate functions 33
2.2.2 Conditional stochastic orders 37
2.2.3 Bivariate characterization of stochastic orders 41
2.3 Applications in Reliability Theory 42
2.3.1 Notions of aging 42
2.3.2 Useful stochastic inequalities in reliability theory 47
2.3.3 Stochastic comparisons of system reliabilities 48
2.3.4 Redundancy improvement 51
2.3.5 Stochastic comparisons of maintenance policies 53
2.3.5.1 Replacements upon failures 53
2.3.5.2 Age replacement 54
2.3.5.3 Block replacement 55
2.3.5.4 Minimal repair 56
2.3.5.5 Minimal repair with block replacement 56
2.3.5.6 Stochastic comparison of different maintenance policies 57
2.A TP_2 Functions 63
3. Classical Maintenance Models 65
3.1 Introduction 65
3.2 Block Replacement 67
3.3 Age Replacement 71
3.4 Order Replacement 75
3.5 Inspection Strategies 79
3.6 Conclusions 81
4. A Review of Delay Time Analysis for Modelling Plant Maintenance 89
4.1 Introduction 89
4.2 Maintenance Practice 93
4.3 The Delay Time Concept 94
4.4 Basic Delay Time Maintenance Model: Complex Plant 96
4.5 Basic Maintenance Model: Component Tracking 97
4.6 Relaxation of Assumptions 98
4.7 Non-perfect Inspection 98
4.8 Non-steady-state Condition 99
4.9 Non-homogeneous Defect Arrival Rate lambda 100
4.10 Condition-dependent Cost and Downtime for Repair 102
4.11 Case Experience Using Subjective Data: Case Experience 103
4.12 Revision of Subjectively Estimated Delay Time Distribution 106
4.13 Correction for Sampling Bias 106
4.14 Subjective Estimation of the Delay Time Distribution Directly 107
4.15 Objective Estimation of Delay Time Parameters 107
4.16 Case Experience Using Objective Data: HPP of Defect Arrival 110
4.17 Discussion of Further Developments in Delay Time Modelling 115
4.18 Conclusions 116
5. Imperfect Preventive Maintenance Models 125
5.1 Introduction 125
5.2 Sequential Imperfect Preventive Maintenance 126
5.2.1 Introduction 126
5.2.2 Model A - age 127
5.2.3 Model B - failure rate 128
5.2.4 Numerical examples 129
5.3 Shock Model with Imperfect Preventive Maintenance 131
5.3.1 Introduction 131
5.3.2 Model and expected cost 132
5.3.3 Optimal policies 135
5.4 Conclusions 139
6. Generalized Renewal Processes and General Repair Models 145
6.1 Background and Motivation 145
6.2 Generalized Renewal Processes 149
6.3 g-Renewal Processes in Discrete Time 153
6.4 Monotonicity and Asymptotic Properties of the g-Renewal Density 155
6.5 On the g-Renewal Function 156
6.6 A General Repair Model 159
7. Two-Unit Redundant Models 165
7.1 Introduction 165
7.2 Two-Unit Standby System 167
7.2.1 Model and assumptions 167
7.2.2 First-passage time distributions 169
7.2.3 Expected numbers of visits to state 170
7.2.4 Transition probabilities 171
7.3 Preventive Maintenance of Two-Unit Systems 173
7.3.1 Model and analysis 173
7.3.2 Optimum preventive maintenance policies 175
7.3.3 Replacement of a two-unit parallel system 178
7.4 Other Two-Unit Systems 179
7.4.1 Two-unit parallel system 179
7.4.2 Two-unit priority standby system 181
7.4.3 Two-unit standby system with imperfect switchover 182
7.4.4 Other models 184
8. Optimal Maintenance Problems for Markovian Deteriorating Systems 193
8.1 A Basic Optimal Replacement Problem for a Discrete Time Markovian Deteriorating System 193
8.1.1 Some conditions on transition probabilities and cost structure 194
8.1.2 Formulation by Markovian decision process (MDP) 194
8.1.3 Optimality of control limit rule 195
8.2 An Optimal Inspection and Replacement Problem 195
8.2.1 Transition probability 196
8.2.2 Formulation by semi-Markov decision process (SMDP) 196
8.2.3 Structure of optimal inspection and replacement policy 197
8.3 An Optimal Inspection and Replacement Policy with Incomplete Information 199
8.3.1 Some notations and conditions 200
8.3.2 Formulation by partially observable Markov decision process (POMDP) 200
8.3.3 Some properties of TP_2 order 202
8.3.4 Some properties of optimal function 204
8.3.5 Structure of optimal inspection and replacement policy 206
8.4 An Optimal Inspection and Replacement Problem of a Continuous Time Markovian Deteriorating System 207
8.4.1 A continuous time Markovian deteriorating system 207
8.4.2 Transition probability 208
8.4.3 Formulation by semi-Markov decision process 209
8.4.4 Structure of optimal policy 209
8.5 An Optimal Maintenance Problem for a Queueing System 211
8.5.1 Model description 211
8.5.2 Formulation by semi-Markov decision process 214
8.5.3 Properties of value function 214
8.5.4 Structure of optimal policy 215
9. Transient Analysis of semi-Markov Reliability Models - A Tutorial Review with Emphasis on Discrete-Parameter Approaches 219
9.1 Introduction 219
9.2 Modelling Framework 220
9.3 Dependability Measures 222
9.4 Methods of Analysis 226
9.4.1 Continuous-Parameter models 226
9.4.2 Discrete-parameter models 233
9.5 Equations for the Dependability Measures 234
9.6 Numerical Solution Techniques 239
9.6.1 Solving the integral equations 239
9.6.2 Discrete-parameter approximations 240
9.7 Recent Developments, Conclusions and Further Work 242
10. Software Reliability Models 253
10.1 Introduction 253
10.2 Definitions and Software Reliability Model 254
10.3 Software Reliability Growth Modeling 256
10.4 Imperfect Debugging Modeling 260
10.4.1 Imperfect debugging model with perfect correction rate 262
10.4.2 Imperfect debugging model for introduced faults 263
10.5 Software Availability Modeling 265
10.5.1 Model description 265
10.5.2 Software availability measures 266
10.6 Application of Software Reliability Assessment 268
10.6.1 Optimal Software release problem 269
10.6.1.1 Maintenance cost model 269
10.6.1.2 Maintenance cost model with reliability requirement 271
10.6.2 Statistical Software testing-progress control 272
10.6.3 Optimal testing-effort allocation problem 274
11. Reliability Models in Data Communication Systems 281
11.1 Introduction 282
11.2 SW ARQ Model with Intermittent Faults 283
11.2.1 Intermittent faults 283
11.2.2 ARQ policy 285
11.2.3 Optimal retransmission number 287
11.2.4 Numerical examples and remarks 288
11.3 SR ARQ Model with Retransmission Number 288
11.3.1 Model and analysis 289
11.3.2 Optimal policy 291
11.3.3 Numerical examples and remarks 293
11.4 Hybrid ARQ Models with Response Time 294
11.4.1 Type-1 hybrid ARQ 295
11.4.2 Type-II hybrid ARQ 296
11.4.3 Comparison of type-I and type-II hybrid ARQs 299
11.4.4 Numerical examples and remarks 300
12. Quick Monte Carlo Methods in Stochastic Systems and Reliability 307
12.1 Introduction 307
12.2 The Problem with Direct Simulation 308
12.3 Importance Sampling 309
12.4 The Optimal Change of Measure 310
12.4.1 Remarks 310
12.4.2 Preliminary definitions 311
12.4.3 The recursive approach 312
12.4.4 Exact calculation of y(z) 314
12.5 Cases of Application of the Recursive Approach 314
12.6 System Model 316
12.7 Regenerative Simulation 318
12.8 Failure Biasing Methods 319
12.8.1 Simple failure biasing (SFB) 319
12.8.2 Balanced failure biasing (BFB) 320
12.8.3 Bias 2 failure biasing 321
12.8.4 Failure distance biasing (FDB) 322
12.8.5 Balanced 1 failure biasing (B1FB) 322
12.8.6 Balanced 2 failure biasing (B2FB) 323
12.8.7 Bounded relative error and failure biasing 323
12.9 Unreliability Estimation 323
12.9.1 One-component system 323
12.9.2 General case 324
12.9.3 Example 326
12.10 Analytical-Statistical Methods 326
12.11 Concluding Remarks 329
Index 335
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