Classical Markov approach
Risk analysis of dynamic systems: Markovian approach

Before going any further, it's worth recalling a few basic concepts in the field of operational safety. They should be perfectly well known, but experience has shown that they are somewhat forgotten or poorly assimilated by the engineers who use them:

• reliability R (t ): probability of correct operation over a given time interval [0, t ] and under given conditions ;

• availability A (t ): probability of correct operation at a given time t and under given conditions.

It follows from these definitions that reliability, in the mathematical sense of the term, corresponds to uninterrupted operation over a certain period of time. The notion of reliability...