Subject Index

accelerated life-testing, 17 behavioral decomposition, 592

ACT, see attack and countermeasure tree benchmark network
ADT, see attack and defense tree weighted, 181
aggregation, 444 Bernoulli distribution, 62
agropark appraisal, 213 binary decision diagram, 150, 155, 222, 224, 226,
aircraft network 247, 248
upper and lower bounds, 194 basic properties, 152
all-terminal reliability, 152 ordered, 153
alternating renewal process, 81 probability computation, 154
exponential case, 85 reduced, 153
limiting behavior, 83 binary decision tree, 227
analytical solution, 18 binary event, 203
closed form, 18 binary probabilistic networks, 151
numerical, 19 binary probabilistic weighted networks, 173
AND gate, 205, 253 Birnbaum importance index, 110, 230, 261
AndMin, 179, 187 birth–death process, 424
AndSum, 176, 187 steady state, 426
Apache HTTP server, 567 blade server system, 237
APH, see distribution, acyclic phase-type BN, see Bayesian network
AT, see attack tree Bohrbug, 5, 8, 349, 671
atomic exploit, 243 Boolean algebra
attack and countermeasure tree, 243, 245 useful properties, 265
propagation rules, 244 bridge network, 155
attack and defense tree, 243 BDD, 157
attack cost, 244 capacity weight, 180
attack tree, 243 cost weight, 177
availability, 3, 6, 74, 280, 305 factoring, 162
models, 305 graph-visiting algorithm, 163
availability analysis, 81 inclusion–exclusion, 156
state transition diagram, 87 mincut, 160
availability model, 645 multi-state version, 189
availability taxonomy, 89 multi-valued version, 191
SDP, 156
Brouwer’s fixed-point theorem, 632
balance equation, 425
base repeater, 123, 213, 215, 227
basic event, 203, 221, 243 canonical disjunctive normal form, 275
probability, 219 CCF, see common cause failure
Bayesian belief network, see Bayesian network Cdf, see cumulative distribution function
Bayesian network, 22, 250 CDNF, see canonical disjunctive normal form
definition, 250 CFR, see constant failure rate
k-out-of-n, 253 Chapman–Kolmogorov equation, 306, 307
BDD, see binary decision diagram Cisco GSR 12000 router, 113, 645
Beaudry’s method, 387 CK, see Chapman–Kolmogorov equation

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 Subject Index 705

coefficient of variation, 44 reward rate, 358

coincident fault, 34 reward structure, 330
cold standby, 286, 296 self-loop, 405
common cause failure, 35, 255, 372 series expansion, 413
comparison of different model types, 569 single absorbing state, 375
comparison of non-exponential models, 559 sojourn time, 312
completion time, 96 solution
constrained repair, 98 steady-state, 314
component redundancy, 126, 211 standby configuration, 367
composite web service, 535, 676 state
computer system absorbing, 357
interval reliability, 114 recurrent, 357
conditional expected absorption time, 392 transient, 357
conditional independence, 251 state probability, 306
conditional probability table, 251, 253 equation, 309
consecutive k-out-of-n, 140 stationary distribution, 313
circular, 140 steady-state analysis, 352
linear, 140 steady-state availability, 318
constant failure rate, 44 steady-state probability vector, 314
continuous-time Markov chain, 305 steady-state properties, 314
absorbing state, 313, 374 structure state, 330
balance equation, 315 successive over-relaxation, 353
classification of states, 313 symbolic solution, 412
dependability models, 317 time-averaged expected state occupancy, 316
expected downtime, 318 transient solution methods, 412
expected number of failures, 373 transient state, 313
expected state occupancy, 315 transition probability, 306
expected time to absorption, 376 transition rates, 308
expected uptime, 318 uniformization, 409, 415
fault/error-handling model, 406 countermeasure, 243
holding time, 312 coverage, 292, 295
homogeneous, 308 coverage factor, 22
instantaneous availability, 318 CPT, see conditional probability table
integral equation, 363 criticality importance index, 231
interval availability, 318 CTMC, see continuous-time Markov chain
irreducible, 313 cumulative distribution function, 41
Laplace transform, 364 cumulative downtime distribution, 93
mean time to failure, 397 cybersecurity, 243, 245
mean time to repair, 397 cyclic queuing system, 442
moments of time to absorption, 381
multiple absorbing state, 388 decision power, 18
non-homogeneous, see non-homogeneous decomposition, 446
continuous-time Markov chain decreasing failure rate, 44
non-irreducible, 357 deductive reasoning, 201
non-null recurrent state, 313 defective distribution, 359
null recurrent state, 313 defects per million, 7, 340, 381
ODE-based methods, 416 application server, 341
hybrid, 419 IBM SIP system, 680
implicit Runge–Kutta, 418 sensitivity analysis, 350
TR-BDF2, 417 dependability, 3
parametric sensitivity analysis, 351 evaluation, 15
performance, 424 measures, 4
positive recurrent state, 313 metrics, 4, 41
power method, 352 service-oriented, 7, 9
recurrent state, 313 system-oriented, 7
reliability models, 357 task-oriented, 9

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 706 Subject Index

depth-first search, 212 hot standby, 299

design specifications, 10 multi-voltage high-speed train, 614
device-to-device communication, 638 warm standby, 298
DFR, see decreasing failure rate equivalent failure rate, 89
DFS, see depth-first search equivalent repair rate, 89
DFT, see dynamic fault tree Erlang distribution, 59, 288
different failure causes, 391 Erlang random variable, 287
directed networks, 151 expected first-passage time, 397
discrete-time Markov chain expected interval availability, 88
embedded, 510 expected number of failures, 264
disjunctive normal form, 154, 208, 275 expected reliability, 71
distribution expected value, 43
acyclic phase-type, 553 exponential distribution, 46
canonical form, 553 normalized, 48
eigenvalue, 556 shifted, 50
order two, 553 typical behavior, 47
Coxian, 552 exponential polynomial, 552
defective, 64 exponomial, 552
Erlang, 552
gamma, 61
factoring, 162, 226
hyperexponential, 55, 552
fail-danger, 64, 133
hypoexponential, 58, 292, 515, 552
fail-safe, 64, 133
log-logistic, 61
failure mode and effect analysis, 21
lognormal, 54, 516
failure mode effects and criticality analysis, 21
mass at origin, 63
failure rate, 44
normal, 52
bathtub curve, 45
standard, 52
fault detection, isolation, and repair, 22
phase-type, 54, 376, 552
fault management, 286
asymptotic hazard rate, 556
fault tree, 201
closure properties, 556
analysis, 201
eigenvalue, 556
binary, 203
fitting algorithms, 557
case study, 234
fitting long-tail distribution, 558
coherent, 203
fitting Weibull distribution, 557
graph-visiting algorithm, 212
minimum coefficient of variation, 556
k-out-of-n, 207
properties, 556
logical expression, 208
queuing models, 566
mincut, 208
system modeling, 558
multi-state, 203, 247
task completion time, 563
non-coherent, 203, 265
Weibull, 50, 109, 491, 495, 515
OR and AND gate, 206
DNF, see disjunctive normal form
qualitative analysis, 208
dormancy factor, 289, 367
quantitative analysis, 219
dormant condition, 220
non-repeated events, 221
drop policy, 96
repeated events, 206, 213, 226, 229
Duane model, 501
two-level representation, 209
duplex processor, 396, 491, 492
fault-occurrence model, 593
with repair, 495
fault/error handling, 22
dynamic fault tree, 599
fault/error-handling mechanism, 292, 295
dynamic redundancy, 286
fault/error-handling model, 406, 593
FDIR, see fault detection, isolation, and repair
early-life failure, 45 FEH, see fault/error handling
embedded DTMC, 509 FEHM, see fault/error-handling model
ENF, see expected number of failures field measurement, 16
EP, see exponential polynomial fire-fighting station, 400
epistemic uncertainty propagation, 69, 295 first-passage time, 397
cold standby, 296 five-component system, 282

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 Subject Index 707

fixed-point IBM BladeCenter, 656

availability models, 632 IBM WebSphere model, 339, 659
equation, 631 application server, 664
import graph, 632 CPU, 662
iteration, 631 memory, 663
performance models, 636 midplane, 662
reliability models, 635 operating system, 665
fluid level controller, 108, 111 RAID, 663
approximate solution, 583, 632, 635 identical repairable components, 319
hierarchical solution, 582 common cause failures, 322
redundancy, 120, 121, 127, 584 expected cost, 331
Weibull distribution, 109 imperfect coverage, 321
FMEA, see failure mode and effect analysis IFR, see increasing failure rate
FMECA, see failure mode effects and criticality impact cost, 244
analysis imperfect coverage, 292, 380, 454
FOM, see fault-occurrence model import graph, 579
FT, see fault tree acyclic, 580
FTA, see fault tree, analysis non-acyclic, 580
functional dependence, 34 importance analysis, 110, 118, 125
fundamental renewal equation, 76 importance measures, 229
improving dependability, 99
impulse reward, 329
GARR network, 169
inclusion–exclusion formula, 155
weighted, 182
increasing failure rate, 44
Goel–Okumoto model, 503
inference
graph-visiting algorithm, 152, 163, 212
diagnostic, 261, 262
predictive, 261
hazard operability analysis, 21, 22 infinitesimal generator matrix, 308, 358
hazard rate, 44 INH, see inhibit gate
HAZOP, see hazard operability analysis inhibit gate, 264
hearing aid, 287 interval reliability, 94, 114, 586, 590
hierarchical composition, 578
hierarchical model, 577
k-out-of-n, 291, 292, 299
availability, 577, 580
k-out-of-n gate, 253
behavioral decomposition, 592
K-terminal reliability, 152
dynamic fault tree, 577, 599
Kolmogorov differential equation, 309, 489
performability, 577, 608
Kronecker delta function, 490
performance, 577, 604
phased mission systems, 590
reliability, 577, 586 labeled directed graph, 272
behavioral decomposition, 593, 597 Laplace transform, 311, 553
survivability, 577, 619 largeness, 577
homogeneity property, 509 avoidance, 577
homogeneous Markov chain, 307 tolerance, 577, 578
hot standby, 291, 299 Little’s law, 430
human error, 34 load dependence, 34
hypoexponential random variable, 288 log-logistic model, 503
logic gates, 203
IBM blade server system, 342
cooling, 343 M/ER2 /1/K
memory, 345 response time distribution, 568
midplane, 342 maintainability, 3, 6, 73
power domain, 343 maintenance, 22
processor, 345 majority voting system
RAID, 347 exponential case, 136
software, 348 k-out-of-n, 133, 134, 137, 278

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 708 Subject Index

majority voting system (cont.) minimum of random variables, 66, 107

consecutive, 140 exponential, 67
non-identical, 143 minpath, 154
two groups, 144 analysis, 152
two-out-of-three, 134, 138, 139, 278, 282 connectivity, 154
Mandelbug, 5, 8, 349, 532, 671 disconnectivity, 154
marginal prior probability, 251 from BDD, 167
Markov model, 578 order, 154
Markov property, 305, 509 two-terminal reliability, 155
Markov regenerative model, 509 minterm, 275
Markov regenerative process, 509, 542, 543, model, 15
552 abstraction, 24
global kernel, 543 decomposition, 23
local kernel, 543 error, 32
M/D/1/2/2 queue, 545 idealization, 24
M/PH/1/2/2 queue, 566 monolithic, 24
steady-state analysis, 543, 544 multi-level, 24
subordinated process, 543 validation, 25, 31
transient analysis, 543, 544 verification, 25, 29
Markov reward model, 329, 330 model-based evaluation, 17
availability measures, 333 modeling formalism, 27
equivalent failure and repair rate, 337 multi-level, 28
expected accumulated reward, 331 non-state-space, 27
expected downtime, 333 power hierarchy, 28
expected instantaneous reward rate, 330 state-space, 28
expected number of failures, 335 modeling power, 18
expected number of repairs, 335 modeling process, 20
expected number of transitions, 334 modified renewal process, 81
expected number of visits, 334 modularization, 228, 586, 601
expected uptime, 333 MRGP, see Markov regenerative process
impulse reward, 332 MRM, see Markov reward model
reward rate, 330 MTBDD, see multi-terminal binary decision
Markov-modulated Poisson process, 474, 481 diagram
Markovization, 552, 558 MTTF, see mean time to failure
maximal repair, 495 multi-server retrial queue, 474
maximum of random variables, 68, 117 multi-server retrial system, 474
exponential, 68 multi-state component, 247, 257, 272
MCS, see minimal cut set multi-state event, 203
MDD, see multi-valued decision diagram multi-state networks, 183
mean downtime, 86 weighted, 185
mean time to failure, 43, 280 multi-state variable, 257
multi-terminal binary decision diagram, 174
mean uptime, 86
definition, 174
measurement, 15
multi-valued decision diagram, 185, 247–249
measurement-based evaluation, 16
multi-voltage high-speed train, 122, 146, 386, 493,
memory leak, 498
613
memoryless property, 47, 305
multiprocessor system, 253, 259, 262
MFT, see fault tree, multi-state
mutually exclusive, 271
mincut
analysis, 152, 159
definition, 159 n-identical component system, 440
from BDD, 167 NASA remote exploration system, 669
order, 159 uncertainty propagation, 671
minimal cut set, 208, 244 near-coincident fault, 295
analysis, 209 network connectivity, 152
order, 210 network reliability, 150, 201
minimal repair, 495, 559 algorithm limitation, 192

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 Subject Index 709

upper and lower bounds, 193 output, 456

networks and graphs, 151 variable cardinality, 469
NHCTMC, see non-homogeneous continuous-time dependability measures, 476
Markov chain enabling function, 469
NHPP, see non-homogeneous Poisson process execution sequence, 457
noisy gates, 256 extended reachability graph, 464
noisy-AND, 257 firing time, 461
noisy-OR, 257 guard function, 469
non-homogeneous continuous-time Markov chain, marking, 456
308, 489, 552, 558, 559 marking dependency, 469
convolution integral approach, 490 place, 456
equivalent-HCTMC method, 490 priority level, 460
numerical solution, 503 random switch, 464
ODE method, 490, 503 reachability graph, 457
piecewise constant approximation, 490, 494 reachability set, 457
Runge–Kutta method, 504 reward-based measures, 476
uniformization, 490, 504 state
non-homogeneous Poisson process, 501 tangible, 464
non-repairable unit, 41 vanishing, 464
non-self-revealing failure, 220 stochastic, 460
non-series-parallel system, 142, 282 generalized, 463
factoring, 141 timed, 460
non-shared (independent) repair, 319 token, 456
transition, 456
ODE IVP, see ordinary differential equation initial enabled, 456
value problem immediate, 463
one repairable component timed, 463
availability, 311 two repairable components, 456–459, 462, 466,
operational computerized model, 24 467, 479
optimal preventive maintenance, 517 PH, see distribution, phase-type
OR gate, 203, 253 phase-type random variable, 552
ordinary differential equation initial value problem, phase-type representation, 553
310 phased mission systems, 590
OrMin, 176, 187 piecewise constant approximation, 494,
OrSum, 179, 188 500
Poisson distribution, 63
Poisson probability mass function, 78
parallel redundancy, 115 Poisson process, 77
parallel system buffer design, 79
availability, 119 posterior probability, 251
exponential case, 118 power network reliability, 170
reliability, 116 power smart grid, 397
parameter uncertainty, 25 predictive dependability assessment, 10
parametric sensitivity analysis, 349 preemptive repeat policy, 96
partial parallel redundancy, 121 preemptive resume policy, 96
parts count method, 111 preventive maintenance, 11, 529,
PCA, see piecewise constant approximation 581
pdf, see probability density function probabilistic approach, 33
Peano–Baker series, 490 probabilistic gate, 255
performability, 446
probability density function, 43
performability model, 675
product law of reliability, 106
performance, 604
prototype measurement, 17
Petri net, 453, 455
arc
inhibitor, 458 qualitative analysis, 202
input, 456 quantitative analysis, 202
multiplicity, 458 quantitative evaluation, 15

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 710 Subject Index

queue repairable unit, 41, 72

breakdown, 442, 453, 454, 459, 462, 467, replacement, 559
478, 479 retrial queue, 474
Erlang B formula, 439 return on investment, 245
Kendall notation, 427 reward rate, 329, 400
M/Ek /1, 468, 480 RF channel, 541
M/M/∞, 435 risk assessment, 10
M/M/1, 428 ROI, see return on investment
closed, 441 root variable, 251
response time distribution, 431
M/M/1/K, 435
(s,t)-terminal reliability, 152
M/M/m, 433, 498
S-shaped model, 503
M/M/m/m, 438
safety, 3, 240, 599
MMPP/M/1/K, 474
safety analysis, 240
single, 427
safety-critical, 64, 67, 133
state aggregation, 444
SCADA, 245
scaled sensitivity
race model, 313 availability, 92
RAID SDP, see sum of disjoint products
reliability model, 588 security, 243, 245, 599
random variable security computer system, 520, 538
moments, 43 security modeling, 243, 245
recovery block, 394 security quantification, 243, 245
recovery process, 532 self-revealing failure, 219
redundancy, 115 semi-Markov model, 509, 578
cold standby, 368 semi-Markov process, 509, 552,
hot standby, 368 558, 559
warm standby, 368 absorbing state, 528
redundant system with spare, 411 different types of failures, 511
regeneration time point, 543 mean time to absorption, 528
regular network, 158 multiple absorbing states, 538
graph-visiting algorithm, 166 planned and unplanned outages, 513
rejuvenation, 540 probability of absorption, 538
reliability, 3, 6, 42, 279 RF channel, 530
independent components, 280 sojourn time, 509
reliability block diagram, 105, 201, 292 steady-state solution, 510
reliability growth, 501 time-based preventive maintenance, 514
reliability model, 669 transient solution, 539
renal disease model, 384 two-state model, 510
renewal density, 76 variance of time to absorption, 535
renewal equation, 77 SEN, see shuffle-exchange network
renewal function, 75 sensitivity
renewal process, 74 availability, 91
repair sensitivity analysis, 26, 110, 118, 125
as bad as old, 495, 559 multi-voltage high-speed train, 614
as good as new, 495, 559 sequentially dependent failure, 259
repair policy, 325 series system, 105
deferred, 328 availability, 112
non-preemptive priority, 325 exponential case, 107
preemptive priority, 325 generally distributed TTF, 109
repairable fluid level controller, 325 interval reliability, 114
redundant, 326, 472 reliability, 106
travel time, 327 series-parallel system, 119
travel time, 472 Sf, see survival function
repairable systems Shannon decomposition, 152, 154, 163, 174, 217,
independent components, 284 279

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 Subject Index 711

shared repair, 320 three-component system, 273, 281

ship propulsion system, 512 series-parallel configuration, 276
shuffle-exchange network, 127 time-dependent infinitesimal generator,
plus, 129 489
simulative solution, 19 tire subsystem, 554
single component, 358 TMR, see triple modular redundancy
mass at origin, 359 top event, 201, 202
single unit, 41 TPM, see transition probability matrix
skydiver, 294 transient availability, 86
SMP, see semi-Markov process transition probability matrix, 307, 509
software aging, 8, 498, 500, 522 transition rate matrix, 358
software dependability, 8 triple modular redundancy, 134, 136, 137
software rejuvenation, 523 truth table, 274
software reliability growth model, 502 turbine control system, 240
finite failure, 502 two failure modes, 359
infinite failure, 503 two-component system, 272, 360, 364
SRGM, see software reliability growth model common cause failure, 372, 397
standby redundancy, 286 identical, 361
cold, 286 imperfect coverage, 380
hot, 286 mean time to failure, 377
warm, 286 parallel configuration, 276, 281
state enumeration, 271 phase-type distribution, 560
state probability vector, 307 phase-type distribution and CCF, 561
state space, 271 repairable, 284, 370, 518
state vector, 271 series configuration, 276, 281
static redundancy, 286 series-parallel, 366
statistical dependence, 34 standby configuration, 367
steady-state availability, 86 with repair
stiffness, 577 mean time to failure, 379
stochastic reward nets, 469 two-out-of-three PLC system, 234
structural importance, 217 two-terminal reliability, 152
structure function, 271, 274
Boolean expression, 274, 275
unavailability on demand, 370
success tree, 216
uncertainty, 27
sum of disjoint products, 155, 222, 224,
propagation, 27
226, 227
undirected networks, 151
sum of random variables, 286
uninterruptible power supply, 519, 530, 540
Sun Microsystems, 123, 137, 650
unreliability, 42
alarm card, 652
UPS, see uninterruptible power supply
backplane, 655
useful life region, 45
CPU, 653
Ethernet, 654
power supply, 651 variance, 44
satellite card, 655 vehicular network, 526
SCSI, 655 Vesely–Fussell importance index, 232,
survivability, 397, 619 261, 262
survival function, 42
system failure rate, 497, 500
warm standby, 289, 292, 298
system redundancy, 126, 211
safety analysis, 391
with repair
task-oriented measures, 96 safety analysis, 393
TE, see top event warm standby system
telecommunication switching system, 324, 336, mean time to failure, 378
362, 439 WAT, see weighted attack tree
terminal event, 203 wearout failure, 46
test measurement, 17 web service request, 114

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 712 Subject Index

weight wireless handoff performance model,

capacity, 174, 178 636
cost, 174, 175 wireless sensor network, 140, 141
weighted attack tree, 244 WSN, see wireless sensor network

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