Just Another Method to Compute MTTF from Continuous Time Markov Chain

Vasconcelos, Eduardo M.

arXiv.org Artificial Intelligence 

The Meantime To Failure (MTTF) is a statistic used for system analysis in several knowledge areas. This value represents the average time to the system enters into one of the possible states of fault, without considering system repairs. Although MTTF be considered to analyze systems with fault states, it also can be used to perform analysis on processes, since it can be used to represent the meantime to one process finishes, given that, processes can be represented by state machine models. This work presents a method to compute MTTF from Continuous Time Markov Chain (CTMC) models. There are no arguments that demonstrate that this method performs better than other methods, but this method has a simpler implementation and is intuitive. This method also allows computing the absorption probabilities and the average holding time of each state without additional steps.