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RAIRO Oper. Res. 41 (2007) 399-410
DOI: 10.1051/ro:2007029
The expected cumulative operational time for finite semi-Markov systems and estimation
Brahim Ouhbi1, Ali Boudi2 and Mohamed Tkiouat31 École Nationale Supérieure d'Arts et Métiers, Marjane II, Meknès Ismailia, B.P. 4024 Béni M'Hamed, Meknès, Maroc; ouhbib@yahoo.co.uk
2 Office National des Chemins de Fer, Agdal, Rabat, Maroc
3 École Mohammadia d'Ingénieurs, Agdal, B.P. 765, Rabat, Maroc
(Received May 11, 2005. Accepted February 6, 2007. Published online 11 October 2007.)
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.
Mathematics Subject Classification. 60K20
Key words: Expected cumulative operational time, Semi-Markov process, Non-parametric Estimation
© EDP Sciences, ROADEF, SMAI 2007
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