Semi-Markov failure rates processes

Abstract

Abstract Usually, a reliability function is defined by a failure rate which is a real function taking the non-negative real values. In this paper the failure rate is assumed to be a stochastic process with non-negative and right continuous trajectories. The reliability function is defined as an expectation of a function of that random process. Particularly, the failure rate defined by the semi-Markov processes is considered here. The theorems dealing with the renewal equations for the conditional reliability functions with a semi-Markov process as a failure rate are presented in this paper. A system of that kind of equations for the discrete state space semi-Markov process is applied for calculating the reliability function for the 3-states semi-Markov random walk. Using the introduced system of renewal equations for the countable state space, the reliability function for the Furry–Yule failure rate process is obtained.