Markov Chains and Dependability Theory

Rubino, Gerardo; Sericola, Bruno

Abstract

Dependability metrics are omnipresent in every engineering field, from simple ones through to more complex measures combining performance and dependability aspects of systems. This book presents the mathematical basis of the analysis of these metrics in the most used framework, Markov models, describing both basic results and specialized techniques. The authors first present both discrete and continuous-time Markov chains before focusing on dependability measures, which necessitate the study of Markov chains on a subset of states representing different user satisfaction levels for the modeled sys- tem. Topics covered include Markovian state lumping, analysis of sojourns on subset of states of Markov chains, analysis of most dependability metrics, fundamentals of performability analysis, and bounding and simulation techniques designed to evaluate dependability measures. The book is of interest to graduate students and researchers in all areas of engineering where the concepts of life-time, repair duration, availability, reliability, and risk are important.

Más información

Editorial: Cambridge University Press
Fecha de publicación: 2014
Página final: 278
Idioma: English