Sökning: "phase-type fördelning"

Hittade 2 uppsatser innehållade orden phase-type fördelning.

1. 1. Approximation of General Semi-Markov Models Using Expolynomials

   Master-uppsats, KTH/Matematisk statistik

   Författare :Niklas Nyholm; [2021]
   Nyckelord :applied mathematics; Markov modelling; Semi-Markov process; approximation theory; expolynomial; phase-type distribution; reliability analysis; tillämpad matematik; Markov modellering; Semi-Markov process; approximations teori; expolynom; phase-type fördelning; riskanalys;

   Sammanfattning : Safety analysis is critical when developing new engineering systems. Many systems have to function under randomly occurring events, making stochastic processes useful in a safety modelling context. However, a general stochastic process is very challenging to analyse mathematically. LÄS MER

3. 2. Quantified safety modeling of autonomous systems with hierarchical semi-Markov processes

   Master-uppsats, KTH/Optimeringslära och systemteori

   Författare :Olle Mattsson; [2020]
   Nyckelord :probability theory; stochastic processes; reliability engineering; applied mathematics; quantified safety; markov processes; markov chains; sannolikhetsteori; stokastiska processer; säkerhetsteknik; tillämpad matematik; markovprocesser; markovkedjor;

   Sammanfattning : In quantified safety engineering, mathematical probability models are used to predict the risk of failure or hazardous events in systems. Markov processes have commonly been utilized to analyze the safety of systems modeled as discrete-state stochastic processes. LÄS MER