Asymptotic distribution of the downtime of a monotone system

Asymptotic distribution of the downtime of a monotone system

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Article ID: iaor19983086
Country: Germany
Volume: 45
Issue: 3
Start Page Number: 355
End Page Number: 375
Publication Date: Jan 1997
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: ,
Abstract:

To compute the distribution of the downtime in a time interval [0, t] for a highly available monotone system, a Compound Poisson process (CP(t)) approximation is often used. In this paper we give sufficient conditions for when the distribution of CP(t) is an asymptotic limit. We also study the convergence to the normal distribution.

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