View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by DSpace at VSB Technical University of Ostrava STATISTICS VOLUME: 12 j NUMBER: 2 j 2014 j JUNE An Application of Graph Theory in Markov Chains Reliability Analysis Pavel SKALNY Department of Applied Mathematics, Faculty of Electrical Engineering and Computer Science, VSB–Technical University of Ostrava, 17. listopadu 15/2172, 708 33 Ostrava-Poruba, Czech Republic
[email protected] Abstract. The paper presents reliability analysis which the production will be equal or greater than the indus- was realized for an industrial company. The aim of the trial partner demand. To deal with the task a Monte paper is to present the usage of discrete time Markov Carlo simulation of Discrete time Markov chains was chains and the flow in network approach. Discrete used. Markov chains a well-known method of stochastic mod- The goal of this paper is to present the Discrete time elling describes the issue. The method is suitable for Markov chain analysis realized on the system, which is many systems occurring in practice where we can easily not distributed in parallel. Since the analysed process distinguish various amount of states. Markov chains is more complicated the graph theory approach seems are used to describe transitions between the states of to be an appropriate tool. the process. The industrial process is described as a graph network. The maximal flow in the network cor- Graph theory has previously been applied to relia- responds to the production. The Ford-Fulkerson algo- bility, but for different purposes than we intend.