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Kybernetika 42(2):161-180, 2006.

Monotonicity and Comparison Results for Non-negative Dynamic Systems. Part II: Continuous-Time Case

Nico M. van Dijk and Karel Sladký


Abstract:

This second Part II, which follows a first Part I for the discrete-time case (see \cite{DijkSl1}), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case.


In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted.


The conditions, the technicalities and the results will be studied in detail for a reliability application that initiated the research. This concerns a reliability network with dependent components that can breakdown. A secure analytic performance bound is obtained.


Keywords: Markov chains; monotonicity; nonnegative matrices;


AMS: 60J27; 90A16;


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BIB TeX

@article{kyb:2006:2:161-180,

author = {van Dijk, Nico M. and Sladk\'{y}, Karel },

title = {Monotonicity and Comparison Results for Non-negative Dynamic Systems. Part II: Continuous-Time Case},

journal = {Kybernetika},

volume = {42},

year = {2006},

number = {2},

pages = {161-180}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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