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Phase-Type Approximations For Wear Processes In A Semi-Markov Environment, Christopher J. Solo

Theses and Dissertations

The reliability of a single-unit system experiencing degradation (wear) due to the influence of a general, observable environment process is considered. In particular, the failure time distribution is evaluated using only observations of the unit's current operating environment which is characterized as a finite semi-Markov process (SMP). In order to impose the Markov property, generally distributed environment state sojourn times are approximated as phase-type (PH) random variables using observations of state holding times and transition rates. The use of PH distributions facilitates the use of existing analytical results for reliability evaluation of units subject to an environment process that evolves …