Mean and Variance of an Alternating Geometric Process

Richard Arnold, Stefanka Chukova, Yu Hayakawa, Sarah Marshall

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper we use an alternating geometric process (AGP) to model the operational and repair times of a system. We derive new results for the mean and variance functions of two counting processes related to the AGP, namely the number of cycles up to time t and the number of failures up to time t. We propose a method to compute these functions and demonstrate our approach using numerical examples.

Original languageEnglish
Title of host publication2020 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, APARM 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728171029
DOIs
Publication statusPublished - 2020 Aug
Event2020 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, APARM 2020 - Vancouver, Canada
Duration: 2020 Aug 202020 Aug 23

Publication series

Name2020 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, APARM 2020

Conference

Conference2020 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, APARM 2020
CountryCanada
CityVancouver
Period20/8/2020/8/23

Keywords

  • Alternating geometric process (AGP)
  • Geometric process
  • mean function of AGP
  • variance function of AGP

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Mechanical Engineering
  • Safety, Risk, Reliability and Quality
  • Modelling and Simulation

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