马尔可夫骨架过程在可靠性理论中的应用-概率论与数理统计专业毕业论文.docx

摘 摘 要 在应用随机过程中，可靠性理论无疑是其中极为重要的一类。串联系统及 并联系统是可靠性理论中的两个最重要的模型。本文主要研究两个不同型部件、 一个修理设备组成的串联系统和并联系统的状态转移概率性质，以及系统的稳态 可用度。首先介绍了马尔可夫骨架过程及向量马氏过程的基本知识，可靠性理论 的现状及主要研究模型和研究指标。然后对两个不同型部件、一个修理设备组成 的串联系统和并联系统的状态转移概率，以及系统的稳态可用度进行系统研究 得到了如下一些结果。 第一，对两个不同型部件、一个修理设备组成的串联系统，其寿命和修理 时间的分布函数的各种情况，给出了状态转移概率所满足的偏微分方程组，证明 了状态转移概率满足的方程，并且是这些方程的最小非负解。同时给出了系统的 稳态可用度的另一种求法。 第二，对两个不同型部件、一个修理设备组成的并联系统，其寿命和修理 时间的分布函数的各种情况，给出了状态转移概率所满足的偏微分方程组，证明 了状态转移概率满足的方程，并且是这些方程的最小非负解。 第三，对一个基本模型的系统的稳态可用度，给出了一种新解法。 关键词 马尔可夫骨架过程，可靠性理论，串联系统，并联系统，稳态 可用度 ABSTRACTReliability ABSTRACT Reliability theory is a greatly important kind of application stochastic processes． The series system and parallel system are the most typical and the important reliability modes among all the reliability systems．／n this dissertation，we mainly study state transition probability of two-unit series system and paralleled system and stable availability of system．We first introduce the basic knowledge of Markov skeleton processes and vector Markov processes，the present condition of reliability theory,the mainly models and index．Then we systematically study state transition probability of two—unit series system and paralleled system and stable availability of system，and drew the following conclusions： Firstly,we present the partial differential equation which satisfies state transition probability of the two—unit series system，and proves that state transition probability satisfy the equation，and are their minimal nonnegative solutions．At the same time， we give out another solution of stable availability of system． Secondly,we state the partial differential equation which satisfies state transition probability of the two-unit paralleled system，and proves that state transition probability satisfy the equation，and are their minimal normegative solutions． Lastly,for a basic model，we give out a new solution of stable availability of system． KEY WORDS Markov skeleton process，reliability theory,series system， parallel system，stable availability 原创性声