Performability: asymptotic distribution and moment computation

  • Authors:
  • H. Nabli

  • Affiliations:
  • -

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2004

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Abstract

In this paper, we analyze the asymptotic behavior of performability in a Markov reward process. An accurate and numerically stable method is proposed to compute the performability of tail distributions. We derive quite simple, comparatively to known results, recursive formulae for the moments of performability. A numerical example is considered to illustrate the use of our approach.