Abstract
The authors discuss the notion of conditional MTTF (mean time to failure) and develop an efficient computational method for the absorption probability and conditional MTTF in a finite state-space Markov model. The method requires the solution of two systems of linear equations of size n, where n is the number of transient states in the Markov chain. The concept of cumulative conditional MTTF is introduced and applied to computation of the mean time to critical (unsafe, hazardous) failures. >
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