The expected cumulative operational time for finite semi-Markov systems and estimation

نویسندگان

  • Brahim Ouhbi
  • Ali Boudi
  • Mohamed Tkiouat
چکیده

Abstract. In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.

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عنوان ژورنال:
  • RAIRO - Operations Research

دوره 41  شماره 

صفحات  -

تاریخ انتشار 2007