On the Positive Recurrence of Finite Regenerative Stochastic Models

We consider a general approach to establish the positive recurrence (stability) of regenerative stochastic systems. The approach is based on the renewal theory and a characterization of the remaining renewal time of the embedded renewal process generated by regeneration. We discuss how this analysis is simplified for some classes of the stochastic systems. The general approach is then illustrated by the stability analysis of a k-out-of-n repairable system containing n unreliable components with exponential lifetimes. Then we extend the stability analysis to the system with non-exponential lifetimes.

Authors
Morozov Evsey1, 2, 3 , Rykov Vladimir 4, 5
Journal
Publisher
MDPI AG
Number of issue
23
Language
English
Pages
4754
Status
Published
Volume
11
Year
2023
Organizations
  • 1 Institute of Applied Mathematical Research, Karelian Research Centre, Russian Academy of Sciences, 185035 Petrozavodsk, Russia
  • 2 Department of Applied Mathematics and Informatics, Yaroslav-the-Wise Novgorod State University, 173020 Veliky Novgorod, Russia
  • 3 Department of Applied Mathematics and Cybernetics, Petrozavodsk State University, 185910 Petrozavodsk, Russia
  • 4 Department of Applied Mathematics and Computer Modelling, National University of Oil and Gas (Gubkin University), 119991 Moscow, Russia
  • 5 Department of Applied Probability and Informatics, Peoples’ Friendship University of Russia (RUDN University), 117198 Moscow, Russia
Keywords
regenerative stochastic system; k-out-of-n repairable system; stability; unreliable component
Date of creation
26.02.2024
Date of change
26.02.2024
Short link
https://repository.rudn.ru/en/records/article/record/106253/
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