Stochastic processes with imbedded marked point processes (pmp) and thcir application in queneing

In generalization of special cases of the literature a class of stochastic processes (PMP) is defined with an imbedded stochastic marked point process of “basic points” which must not be renewal points. A theorem (“intensity conservation principle”) has been proved concerning a relation between stationary distribution of PMP at arbitrary points in time and distributions and intensities connected with the basic points. This relationship simultaneously yields a general method for determination of stationary quantities at arbitrary points in time by means of the corresponding “imbedded” quantities. Some applications to concrete queueing systems have been demonstrated, where arrival or departure epochs of customers are used as basic points. Under weaker independence assumptions as till now done in the literature, new relations are given.     

Reliability analysis of a warm standby repairable system with priority in use

In this paper, a warm standby repairable system consisting of two dissimilar units and one repairman is studied. In this system, it is assumed that the working time distributions and the repair time distributions of the two units are both exponential, and unit 1 is given priority in use. After repair, both unit 1 and unit 2 are “as good as new”. Moreover, the transfer switch in the system is unreliable, and the function of the switch is: “as long as the switch fails, the whole system fails immediately”. Under these assumptions, using Markov process theory and the Laplace transform, some important reliability indexes and some steady state system indexes are derived. Finally, a numerical example is given to illustrate the theoretical results of the model.     

有优先权且工作故障与贮备故障后的修理时间不相同的温贮备系统的可靠性分析

为了解决开关寿命为连续随机变量且部件工作故障的修理时间与贮备故障后的修理时间各不相同的问题,利用Markov过程理论和Laplace变换方法,研究了有优先权的两不同型部件和两不同修理工组成的温贮备可修系统.假定部件的工作寿命、贮备寿命、工作故障的修理时间和贮备故障的修理时间均服从不同的指数分布,得到了该系统的可靠度Laplace变换和系统的首次故障前平均时间的解析表达式.     

具有修理延迟的两不同部件冷贮备系统的可靠性分析

研究了有修理延迟的两个不同部件和两个修理工组成的冷贮备系统.假定部件的工作寿命服从一般分布,故障后的延迟修理时间和修理时间均服从指数分布.利用马尔可夫更新过程、拉普拉斯变换和拉普拉斯-司梯阶变换工具,得到了系统的首次故障前时间、可用度和平均故障次数等可靠性指标.     

Availability and failure frequency of a Gnedenko system

This paper considers anN-unit series system supported by a warm standby unit and a single repair facility. Suppose that the operating units and the standby unit have constant failure ratesa anda ₁, respectively. When the system is down, all the operable units have constant failure ratea ₂. The repair time of a failed unit has an arbitrary distribution. Using Takács' method and a Markov renewal process, we discuss the stochastic behavior of this system and obtain the explicit formulae of the system availability and failure frequency.Project supported by the National Natural Science Foundation of China.     

A multiple warm standby system with operational and repair times following phase-type distributions

We study a warm standby n-unit system. The system functions as long as there is one operative unit. When the unit online fails, a unit in standby becomes the new unit online, if any. When a unit fails it goes to repair. There is a repairman. The units are repaired following the arrival order. The unit online has a lifetime governed by a phase-time distribution. The repair times follow a phase-type distribution. The warm standby units have lifetimes exponentially distributed. All the other times are negligible. This system extends many others of frequent use in the literature. We show that this system is governed by a level-dependent quasi-birth-and-death process (LDQBD process). The availability, rate of occurrence of failures and other magnitudes of interest are calculated. The mathematical expressions are algorithmically and computationally implemented, using the Matlab programme.     

Reliability-based measures for a retrial system with mixed standby components

In this paper, we consider a retrial and repairable multi-component system with mixed warm and cold standby components. It is assumed that the failure times of primary (operating) and warm standby components follow exponential distributions. When a component fails, it is sent to a service station with a single server (repairman) and no waiting space. The failed component is repaired if the server is idle and it has to enter an orbit if the server is busy. The failed component in the orbit will try to get the repair service again after an exponentially distributed random time period. The repair time also has an exponential distribution. The mean time-to-failure, MTTF, and the steady-state availability, A_T(∞), are derived in this retrial and repairable system. Using a numerical example, we compare the systems with and without retrials in terms of the cost/benefit ratios. Sensitivity analysis for the mean time-to-failure and the steady-state availability are investigated as well.     

An LDQBD process under degradation,inspection, and two types of repair

A warm standby n-system with operational and repair times following phase-type distributions is considered. The online unit goes through degradating levels, determined by inspections. Two types of repairs are performed, preventive and corrective, depending on the degradation level. The standby units undergo corrective repair. This systems is governed by a level-dependent-quasi-birth-and-death proces (LDQBD process), whose generator is constructed. The availability, rate of occurrence of failures, and other quantities of interest are calculated. A numerical example including an optimization problem and illustrating the calculations is presented. This system extend other previously studied in the literature.     

Comparative analysis of availability between three systems with general repair times, reboot delay and switching failures

This paper compares the availability characteristics between three different systems with reboot delay and standby switching failures. Three systems are studied under the assumption that the time-to-failure and the time-to-repair of the primary and standby units are exponentially and generally distributed, respectively. The reboot times are assumed to be exponentially distributed with parameter β. It is assumed that there is a significant probability q of a switching failure. Using the supplementary variable technique, we develop the explicit expressions for the steady-state availability, Av, for three configurations and perform comparative analysis for three various repair time distributions, such as exponential, gamma, and uniform. Under the cost/benefit criterion, comparisons are made based on assumed numerical values given to the distribution parameters, and to the cost of the primary and standby units.     

A complex discrete warm standby system with loss of units

A redundant complex discrete system is modelled through phase type distributions. The system is composed of a finite number of units, one online and the others in a warm standby arrangement. The units may undergo internal wear and/or accidental external failures. The latter may be repairable or non-repairable for the online unit, while the failures of the standby units are always repairable. The repairability of accidental failures for the online unit may be independent or not of the time elapsed up to their occurrence. The times up to failure of the online unit, the time up to accidental failure of the warm standby ones and the time needed for repair are assumed to be phase-type distributed. When a non-repairable failure occurs, the corresponding unit is removed. If all units are removed, the system is then reinitialized. The model is built and the transient and stationary distributions determined. Some measures of interest associated with the system, such as transition probabilities, availability and the conditional probability of failure are achieved in transient and stationary regimes. All measures are obtained in a matrix algebraic algorithmic form under which the model can be applied. The results in algorithmic form have been implemented computationally with Matlab. An optimization is performed when costs and rewards are present in the system. A numerical example illustrates the results and the CPU (Central Processing Unit) times for the computation are determined, showing the utility of the algorithms.     

A new look at dynamic behavior of binary coherent system from a state-level perspective

In this paper we study lifetime properties of binary coherent systems from a state-level perspective. We define and study a system whose performance levels are determined by its total number of working components and structure. That is, the more working components the better performance level for the system. This enables us to make a more detailed analysis of a binary system. We obtain the distributions of the time that is spent by the system in a specific state subset and a specific state. Our analysis is based on the use of system signature. We also define an optimization problem concerned with the determination of the number of warm standby components.     

开关寿命连续型二部件温贮备可修系统的可靠性分析

本文对由2个部件组成的开关寿命为连续随机变量的温贮备可修系统,当部件的工作时间和维修时间以及转换开关的寿命和修理时间均服从指数分布,所有随机变量均相互独立,故障部件和转换开关能修复如新的情况下作了可靠性分析,建立了该类系统模型,给出了系统可靠度R（t)和首次故障前的平均时间MTTFF的解析表达式。     

Reliability analysis of a single warm-standby system subject to repairable and nonrepairable failures

An n-unit system provisioned with a single warm standby is investigated. The individual units are subject to repairable failures, while the entire system is subject to a nonrepairable failure at some finite but random time in the future. System performance measures for systems observed over a time interval of random duration are introduced. Two models to compute these system performance measures, one employing a policy of block replacement, and the other without a block replacement policy, are developed. Distributional assumptions involving distributions of phase type introduce matrix Laplace transformations into the calculations of the performance measures. It is shown that these measures are easily carried out on a laptop computer using Microsoft Excel. A simple economic model is used to illustrate how the performance measures may be used to determine optimal economic design specifications for the warm standby.     

Modelling a general standby system and evaluation of its performance

Redundancy or standby is a technique that has been widely applied to improving system reliability and availability in system design. In this paper, a general method for modelling standby system is proposed and system performance measures are derived. It is shown that the proposed general standby system includes the cases of cold, hot and warm standby systems with units of exponential distribution, which were studied in the literature, as special cases. An optimal allocation problem for a standby system is also discussed. Copyright © 2007 John Wiley & Sons, Ltd.     

修理设备可更换且修理延迟的两相同部件冷储备可修系统(Ⅱ)

在文[1]的基础上,本文研究了修理有延迟和修理设备可更换的两单元冷储备可修系统.在假定单元的寿命服从指数分布、修理时间和延迟时间服从一般分布、修理设备的寿命和故障后的更换时间服从指数分布下,通过定义修理设备的"广义忙期",使用更新过程理论和全概率分解技术,提出一种新的分析技巧,讨论了修理设备的一些可靠性指标,获得了如修理设备的可用度和故障次数等可靠性结果.     

具有位相型修理的离散时间可修排队系统

本文研究了具有一般独立输入，位相型修理的离散时间可修排队系统，假定服务台对顾客的服务时间和服务台寿命服从几何分布，运用矩阵解析方法我们给出系统嵌入在到达时刻的稳态队长分布和等待时间分布，并证明这些分布均为离散位相型分布．我们也得到在广义服务时间内服务台发生故障次数的分布，证明它服从一个修正的几何分布．我们对离散时间可修排队与连续时间可修排队进行了比较，说明这两种排队系统在一些性能指标方面的区别之处．最后我们通过一些数值例子说明在这类系统中顾客的到达过程、服务时间和服务台的故障率之间的关系．     

Stochastic analysis of a n-unit repairable system with slow switch

This paper deals with the costn–benefit analysis of a cold standby system composed of n identical repairable units, subject to slow switch. Two models of system functioning are studied in this paper. In model 1, the repair time of a unit is assumed to follow exponential distribution and the other time distributions as arbitrary, while in model 2, the repair time of a unit is assumed to be arbitrarily distributed and the other time distributions follow exponential law. For both the models, the system characteristics, namely

(i) the expected upn–time of the system during the period (O,t]

(ii) the expected busyn–period of the repair facility during the period (0,t] and

(iii) the expected time the units spend in the switchover/installation state during the period (O,t]

are studied by identifying the system a t suitable regeneration epochs. The cost-benefit analysis is carried out using these characteristics     

A redundant repairable system with imperfect coverage and fuzzy parameters

This paper proposes a procedure to construct the membership functions of the system characteristics of a redundant repairable system with two primary units and one standby in which the coverage factor is the same for an operating unit failure as that for a standby unit failure. Times to failure and times to repair of the operating and standby units are assumed to follow fuzzified exponential distributions. The α-cut approach is used to extract from the fuzzy repairable system a family of conventional crisp intervals for the desired system characteristics, determined with a set of parametric nonlinear programs using their membership functions. A numerical example is solved successfully to illustrate the practicality of the proposed approach. Because the system characteristics are governed by the membership functions, more information is provided for use by management, and because the redundant system is extended to the fuzzy environment, general repairable systems are represented more accurately and the analytic results are more useful for designers and practitioners.     

修理设备可更换的k/n(G)表决可修系统

研究了修理设备可更换的k/n(G)表决可修系统,其中修理设备在修理故障部件时可能发生失效.假定部件和修理设备的寿命服从负指数分布,故障部件的修理时间和修理设备的更换时间服从一般分布的条件下,利用马尔可夫更新过程理论和拉普拉斯变换(Laplace-Stieltjes变换),分别讨论了系统首次故障前的平均时间,可用度,故障频度及修理设备的不可用度和失效频度,获得了相关指标的递推表达式.在此基础上,给出了1/2(G)表决可修系统和(n-1)/n(G)表决可修系统相关可靠性指标的表达式.     

Maintenance optimization on parallel production units

The optimal preventive-maintenance schedule for a productionsystem consisting of N identical parallel production units isinvestigated. The lifetimes of the units are IFR-distributed,i.e. with an increasing failure rate, and are supposed to bestatistically independent. The relevant costs are due to productionlosses, which are increasing and convex in the number of unitsthat are out of operation simultaneously. Actual maintenancecosts (either preventive or corrective) are supposed to be negligibleas compared to the costs due to these production losses. First we consider the apparently trivial case of geometric (discrete-time)or exponential (continuous-time) lifetime distributions forthe units. In this situation, preventive maintenance cannotimprove the condition of a unit. Hence, apparently the onlyrelevant policy is to do corrective maintenance on failed units.However, the analysis reveals that this conclusion is not correct.It turns out that taking non-failed units out of operation deliberatelycan be better than restricting to corrective maintenance only. We first show that, in the case of geometrically distributedlifetimes and unit repair times, the optimal preventive–maintenancepolicy is characterized by a single control limit K. Wheneverthe number of working units is less than or equal to K, no unitsare taken out of operation, while i – K units are setapart whenever i ( > K) units are operational. Next we consider the case with exponentially distributed lifetimesand repair times. Moreover, we assume that the repair capacityis limited, in the sense that only s ( N) units can be underrepair simultaneously. We show that, also in this case, it canbe optimal to take a working unit out of operation until thenext decision epoch (which is either a failure epoch or a repaircompletion epoch). It is shown that the optimal policy has aweak monotonicity property: the number of units which remainin operation increases with the number of available units. However,it is not necessarily true that, under the optimal policy, thenumber of units in standby position increases with the numberof available units. Numerical examples are presented which illustrate that, fora wide range of parameter values, the easiest policy (only performcorrective maintenance on failed units) performs rather wellas compared to the overall optimal policy. Finally we consider the possible extension to the practicallymore interesting case of non-exponential lifetime distributions.In particular, we assume that the lifetimes are composed oftwo non-identical exponential phases. A unit in its first lifephaseis called ‘good’, while a unit in its second phaseis called "doubtful". In this situation, one has the optionto put a good or doubtful unit in standby position until thenext decision epoch or to perform preventive maintenance ona doubtful unit. The latter brings a unit back from the doubtfulinto the good state. An indication is given of the problemsthat arise in generalizing the results obtained for the exponentialcase.