Beruflich Dokumente
Kultur Dokumente
Received October 8, 2015, accepted November 14, 2015, date of publication December 9, 2015,
date of current version December 23, 2015.
Digital Object Identifier 10.1109/ACCESS.2015.2507201
INDEX TERMS Network survivability, network connectivity, power-aware MANET, semi-Markov model,
DoS attack, border effects, battery charge.
2169-3536
2015 IEEE. Translations and content mining are permitted for academic research only.
VOLUME 3, 2015 Personal use is also permitted, but republication/redistribution requires IEEE permission. 2665
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Z. Yi, T. Dohi: Toward Highly Dependable Power-Aware MANET
Laranjeira and Rodrigues [10] show that the relative average that suffers such a malicious attack, whose node states are
node degree for nodes in borders is independent of the node defined as follows:
transmission range and of the overall network node density in Cooperative state (C): a node complies with all routing
a square communication area. and forwarding rules.
Most recently, Yi and Dohi [11] revisit a power-aware Selfish state (S): a node may not forward control or data
MANET model in Xing and Wang [4] and Yi and Dohi [8] packets for others for the sake of power saving.
taking account of both border effects and the possibility Malicious state (M ): a node launches Jellyfish or Black
of re-charge, and quantify the network survivability more hole DoS attack.
accurately. They suppose that each node state is modulated Jellyfish state (J ): a node being cooperative in the
by a semi-Markov process and that the node density in an routing stage reluctant in forwarding data packets.
arbitrary communication area is given by a simple Poisson Blackhole state (B): a node disrupting legiti-
model, where two types of communication areas are mate path selections by broadcasting fakes route
considered; square area [10] and circular area [6]. In this replies.
paper we further extend the above result for the other stochas- Failed state (F): a node is unable to initiate or response
tic models by including a binomial model and a negative route discoveries.
binomial model [8]. We derive analytically the upper and Moreover, each node may be classified into the following
lower bounds of network survivability [4] as well as an states in terms of the battery state:
approximate form based on the expected number of active Fully charged battery state (H ): the battery is fully
nodes [8] in both square [10] and circular [6] areas, under charged.
a general assumption that the battery life in each node is Low battery state (L): the battery level is low and may
non-exponentially distributed. Also, we perform the transient cause a failure due to out of power.
analysis as well as the steady-state analysis [11] of network It is essential to characterize the power state in power-aware
survivability, and complements our early paper [11]. device. The modeling approach by Okamura et al. [9] and
The remaining part of this paper is organized as follows. Yi and Dohi [11] can be considered as an incremental one
In Section II, we define the state of each node in our stochastic in technique but significant extension in reality. For common
model to describe the behavior of a power-aware MANET. DoS attacks, the node in Jellyfish attack receives route
Based on the familiar semi-Markov analysis, the transition requests and route replies. The main mechanism of Jellyfish
behavior of the network node is analyzed. Section III is state is to delay packets without any reason. On the other
devoted to the network survivability analysis, where the node hand, the node in Blackhole attack can respond a node with a
isolation, network connectivity and network survivability are fake message immediately by declaring as it is in the optimal
defined. Here, we present the network survivability formula path or as it is only one-hop away to other nodes.
with the probability that the active nodes are k-connected Suppose that each of states, i = C, S, M , has one of
and present three stochastic models; Poisson model. binomial two sub-states; H and L. For instance, iH means a node in
model and negative binomial model. In Section IV, we intro- the state i with high energy level and iL means a node in the
duce the border effects in two kinds of communication areas; state i with low energy level. The failed state F also has one of
square area and circular area. Based on some geometric ideas two sub-states; energy exhaustion (EF) and DoS attack
in [6] and [10], we improve the quantitative network surviv- detection (DF).
ability measures taking account of border effects. Numerical
examples are given in Section V, where we compare three B. SEMI-MARKOV NODE MODEL
scenarios on battery re-charge with varying node transmis- Based on the above node classification, we consider a semi-
sion radius and number of nodes in both of steady-state Markov model to describe the stochastic behavior of a
network survivability and transient network survivability. node by combining the network state and the battery state.
We also compare our refined network survivability models We define the node behavior as follows:
with the existing ones without border effects. Finally, the A Cooperative node (CH or CL) may become a
paper is concluded with some remarks in Section VI. Malicious node (MH or ML) when it launches DoS
attack, and a low-battery Cooperative node (CL) may
II. MODEL DESCRIPTION become a Failed node due to energy exhaustion (EF).
A. NODE CLASSIFICATION A Cooperative node (CH or CL) may become a Selfish
Since nodes in MANETs cooperate with the routing pro- node (SH or SL) for saving the power.
cesses to maintain network connectivity, each of nodes is A Malicious (MH or ML) node cannot become a Coop-
designed as it behaves autonomously, but its discipline to erative node (CH or CL) again, but may become a Failed
require, send and receive the route information, is defined node by two reasons: energy exhaustion (EF) and DoS
as a strict protocol. At the same time, it is also important attack detection (DF).
to define the protocol in order to prevent propagation of A node in Failed state (DF or EF) may become a Coop-
the erroneous route information caused by malicious attacks. erative node (CH ) again after it repairs and responds to
Xing and Wang [4] and Yi and Dohi [8] consider a MANET routing requests for others.
Letting Tn = tn+1 tn be the sojourn time between the n-th NSk (M) = Pr((Ma ) = k), (4)
and (n + 1)-st transitions, we define the associated where Ma is a sub-network of M and includes all active
SMP kernel Q = (Qij (t)) by nodes of M. In the above definition, we need to find all the
Qij (t) = Pr(Xn+1 = j, Tn t|Xn = i) = pij Fij (t), (3) possible paths between arbitrary node pairs in a MANET.
Unfortunately, it is very difficult to enumerate all the com-
where pij = limt Qij (t) is the transition probability munication paths between arbitrary two nodes especially in
between state i and j (i, j = ch, cl, sh, sl, mh, ml, ef , df ) cor- a large-scaled MANET. For this state-explosion problem,
responding to S, and Fij (t) = Pr(Tn < t|Xn+1 = j, Xn = i) we employ an approximate method to derive the network
is the transition time distribution from state i to j. Figure 1 survivability. For a geometric graph G with N vertices, the
illustrates the transition diagram of the homogeneous SMP, minimum number of neighbor nodes of one node in G by
{Z (t), t 0}, under consideration, which is somewhat dif- (G) is defined as the minimum node degree and (G) is
ferent from the MRGP in [9]. By using the Laplace-Stieltjes defined as the vertex-connectivity of G. It turns out that
transform (LST) we can obtain analytically the steady-state (G) (G), i.e., the network connectivity is no longer
probability of each node (see Appendix). greater than the minimum number of neighbors of any
node. When N is sufficiently large, the probability that G is
III. QUANTITATIVE NETWORK SURVIVABILITY k-connected approximately equals to the probability that
A. NETWORK SURVIVABILITY MEASURES every vertex has at least k neighbors. So, it is immediate to
In a MANET, the transmission of a packet from one node see that
to another node must go through any path which is made by
Pr((G) = k) Pr((G) k). (5)
its neighbor nodes. Since the topology of a MANET keeps
changing dynamically due to many reasons, such as node However, it should be noted that every neighbor does not
mobility, even when node failures or DoS attacks do not always provide effective outgoing paths, because only the
cooperative neighbor can transmit a packet for other node. derive approximately the low and upper bounds of network
Hence, a necessary condition for a MANET to be k-connected survivability instead when the number of nodes is sufficiently
is that every node has at least k cooperative degree. Let (M) large by considering the network connectivity of a node in a
denote the minimum of the cooperative degree of all nodes in MANET. The upper and lower bounds of network survivabil-
a MANET M. Then, we have ity are given by
Pr((M) = k) Pr( (M) k). (6) NSk (M)U = (Pr(D(c,u) k))ND , (10)
Remind that the network survivability is defined as the prob- NSk (M)L = max(0, 1 E[Na ](Pr(D(c,u) < k))), (11)
ability that all active nodes are k-connected to M, so that the
quantitative survivability of M can be given by respectively, where u is an arbitrary node index in the active
network Ma . In Eq. (11), E[Na ] = bN (1 Pf )c is the
NSk (M) Pr( (Ma ) k). (7) expected number of active nodes in the network, where bxc
An immediate effect of node misbehaviors and failures in is the maximum integer less than x, Pf is the steady-state
MANETs is the node isolation problem [4]. It is a direct cause probability of a Failed node, and N denotes the total number
for network partitioning, and eventually affects the network of mobile nodes. In Eq. (10), ND is the number of node
survivability. The node isolation problem is caused by four points whose transmission ranges are mutually disjoint over
types of neighbor; Failed, Selfish, Jellyfish and Blackhole the MANET area. Let A and r be the area of MANET and
nodes. If all the neighbors of a node are Failed nodes, Selfish the node transmission radius, respectively. The number of
nodes or Jellyfish nodes, then it can no longer communicate disjoint points is given by ND = bN /(r 2 )c, where
with other nodes. On the other hand, if one of neighbors is = N /A is the node density.
Blackhole, it gives the other node a faked one-hop path, and Next, we give an approximate form of the network sur-
can always shutdown the communication. In this case, it is vivability based on the expected number of active nodes [8].
said that the node is isolated by the Blackhole neighbor. Getting help from the graph theory, the expected network
Furthermore, if there exists a Blackhole node, then the mini- survivability is approximately given by the probability that
mum cooperative degree (Ma ) of network Ma becomes 0, the active node in the network is k-connected:
E[Na ]
NSk (M)E = 1 Pr(D(c,u) < k) .
and the network survivability is always reduced to 0. (12)
To formulate the above isolation problem, we define the
node degree D(u) for node u by the maximum number of By the well-known total probability law, we have
neighbors [5]. Let D(i,u) be the number of node us neighbors N
X
at state i {c, s, j, b, f } corresponding to {C, S, J , B, F}. Pr(D(c,u) < k) = Pr(D(c,u) < k|D(u) = d)
Then the isolation problem in our model can be formulated d=k
as follows: Given node u with degree d, i.e., D(u) = d, Pr(D(u) = d), (13)
if D(s,u) + D(f ,u) + D(j,u) = d or D(b,u) 1, the cooperative
degree is zero, i.e., D(c,u) = 0, and u is isolated from the so that we need to find the explicit forms of Pr(D(c,u) <
network, so it holds that k|D(u) = d) and Pr(D(u) = d). From Eqs. (12) and (13),
it is easy to obtain
Pr(D(c,u) = 0|D(u) = d) = 1 (1 Pb )d + (1 Pc Pb )d ,
Pr(D(c,u) < k|D(u) = d)
(8)
k1
where Pc is the steady-state probability of a node in a d
X d
= 1 (1 Pb ) + Pcm (1 Pc Pb )dm
Cooperative state and Pb is the steady-state probability of a m
m=0
node launching Blackhole attacks. In Appendix, we give the
k1
steady-state probability in our SMP model. X
= 1 (1 Pb )d + Bm (d, Pc , 1 Pc Pb ), (14)
Hereafter, a node is said to be k-connected to a network if
m=0
its associated cooperative degree is given by k (1). Given
node u with degree d, i.e., D(u) = d, u is said to be where Bm denotes the multinomial probability mass
k-connected to the network if the cooperative degree is k, function.
i.e. D(c,u) = k, which holds only if u has no Blackhole neigh- Since the node distribution Pr(D(u) = d) strongly depends
bor and has exactly k Cooperative neighbors, i.e., D(b,u) = 0 on the model property, we introduce three specific stochastic
and D(c,u) = k, respectively. Then it is straightforward to see models [8] in the following:
that
1) POISSON MODEL [4]
d
Pr(D(c,u) = k|D(u) = d) = (Pc )k (1 Pc Pb )dk . Suppose that N mobile nodes in a MANET are uniformly
k
distributed over a 2-dimensional square with area A. The
(9)
node transmission radius, denoted by r, is assumed to be
Strictly speaking, it is still difficult to find the probability identical for all nodes. To derive the node degree distribution
distribution of (Ma ) k in Eq.(7). Xing and Wang [4] Pr(D(u) = d), we divide the area into N small grids virtually,
(E[N ] "
so that the grid size has the same order as the physical Xa
size of a node. Consider the case where the network area is NSk (M)BE = Bd (E[Na ], p) (1 Pb )d
k=0
much larger than the physical node size. Then, the probability #)E[Na ]
k1
that a node occupies a specific grid, denoted by p, is very X
Bm (d, Pc , 1 Pc Pb ) .
small. With large N and small p, the node distribution can be
m=0
modeled by the Poisson distribution: (22)
d If each node is assigned into a communication network area
Pr(D(u) = d) = e , (15)
d! of a node with probability p = r 2 /A, then the corresponding
where = r 2 , and = E[Na ]/A is the node den- binomial model results a different survivability measure.
sity depending on the underlying model. Finally, substituting
3) NEGATIVE BINOMIAL MODEL [8]
Eqs. (13) - (15) into Eqs. (10) - (12) yields
The negative binomial model comes from a mixed Pois-
0(k, Pc ) ND son distribution instead of Poisson distribution. Let f () be
NSk (M)PU = ePb 1 , (16) the distribution of parameter in the Poisson model. This
0(k)
implicitly assumes that the parameter includes uncertainty,
0(k, Pc )
P
NSk (M)L = 1 E[Na ] 1 e Pb
1 , and that the node distributions for all disjoint areas have
0(k) different Poisson parameters. Then the node distribution can
(17) be represented by the following mixed Poisson distribution:
d
Z
0(k, Pc ) E[Na ]
NSk (M)PE = ePb 1 , (18) P(D(u) = d) = e f ()d. (23)
0(k) 0 d!
For the sake of analytical simplicity, let f () be the gamma
where 0(x) = (x 1)! and 0(h, x) = (h 1)!ex h1
l=0 x /l!
l
P
probability density function with mean r 2 N (1 Pf )/A and
are the complete and incomplete gamma functions, coefficient of variation c. Then we have
respectively. 0(a + d)
b a
1 d
P(D(u) = d) = = d (a, b),
d!0(a) 1 + b 1+b
2) BINOMIAL MODEL [8]
(24)
It is evident that the Poisson model just focuses on an ideal
situation of mobile nodes. In other words, it is not always where a = b1/c2 c and b = bA/( r 2 N (1 Pf )c2 )c. It should
easy to measure the physical parameters such as r and A be noted that Eq. (24) corresponds to the negative bino-
in practice. Let p denote the probability that each node is mial probability mass function with mean r 2 N (1 Pf )/A,
assigned into a communicate network area of a node. For the and that the variance is greater than that in the Poisson
expected number of activate nodes E[Na ], we describe the model. From Eq. (24), we can obtain alternative representa-
node distribution by the binomial distribution: tions of the network survivability with an additional model
parameter c.
E[Na ] d
Pr(D(u) = d) = p (1 p)E[Na ]d (E[N ]
Xa
"
d NB
NSk (M)U = d (a, b) (1 Pb )d
= Bd (E[Na ], p), (19)
k=0
k1
#)E[ND ]
where Bd is the binomial probability mass function. X
Substituting Eq. (19) into Eqs. (10) - (12) yields alternative Bm (d, Pc , 1 Pc Pb ) ,
formulas of the network survivability: m=0
(E[N ] " (25)
Xa NSk (M)NB
L = 1 E[Na ]
NSk (M)BU = Bd (E[Na ], p) (1 Pb )d (E[N ] "
Xa
k=0 1 d (a, b) (1 Pb )d
k1
#)E[ND ]
X k=0
Bm (d, Pc , 1 Pc Pb ) , k1
#)!
X
m=0 Bm (d, Pc , 1 Pc Pb ) ,
(20) m=0
(26)
NSk (M)BL = 1 E[Na ] (E[N ] "
Xa
NSk (M)NB d (a, b) (1 Pb )d
(E[N ] "
Xa E =
1 Bd (E[Na ], p) (1 Pb )d k=0
k=0 k1
#)E[Na ]
X
k1 Bm (d, Pc , 1 Pc Pb ) .
#)!
X
Bm (d, Pc , 1 Pc Pb ) , (21) m=0
m=0 (27)
TABLE 1. Comparison of lower and upper bounds with approximate network survivability.
CL,SL (t) = SH ,CH (t) = Exp(t, 1/180), effects, we consider Case 1, and change the transition radius
MH ,DF (t) = ML,DF (t) = Exp(t, 1/480), from r = 80 to r = 130 and connectivity requirement from
k = 1 to k = 3. The comparative results are shown in Table 1.
SL,CL (t) = Exp(t, 1/360),
From this table, we can see that the difference between three
SL,ML (t) = Exp(t, 1/6e + 7), node degree models of network survivability is very small for
DF,CH (t) = Uniform(t, 30, 120), the specific values of r and k. For example, when r = 120 and
EF,CH (t) = Uniform(t, 30, 90), k = 1, the difference among three models are less than 0.0003
for the lower and upper bounds and the approximate network
pB = 0.1, pJ = 0.9,
survivability. Then, we attempt to understand the differences
where pB and pJ are the Blackhole attack ratio and the among three node degree models with three battery charge
Jellyfish attack ratio of DoS attack. Exp, Gamma and cases. The results are shown in Table 2. From the table, we can
Uniform are exponential, gamma and uniform p.d.f.s: see that these are the similar results to Table 1. The difference
among three models is small and the battery charge case in
Exp(t, x) = xext , t 0, (31) Exp is higher than others when r is small.
a a1
b t e bt
Table 3 presents effects of communication range of a
Gamma(t, a, b) = , t 0, (32)
0(a) node r on k-connected (k = 1, 2, 3) network survivabil-
1 ity in three cases in the approximate model for a given
Uniform(t, min, max) = , min t max . N = 500, where No Charge indicates (iL),(iH ) (t) = 0.
max min
(33) We find that the network survivability increases as the com-
munication range of a node r increases, and that the MANET
To analyze the effect of battery re-charge, we consider three with battery re-charge is more survivable. More specifically,
cases of transition time from low battery states (CL, SL, ML) when r is small (e.g. r = 80), the network survivability for
to fully charged battery states (CH , SH , MH ): Exp is higher than 68%, and the case with No Charge
is less than 16%. On the other hand, even when the mean
Case (1) : (iL),(iH ) (t) = Gamma(t, 2, 1/2400),
transition time for Gamma is equal to that for Exp, there exists
Case (2) : (iL),(iH ) (t) = Exp(t, 1/4800), large difference on the network survivability for small r.
Case (3) : (iL),(iH ) (t) = 0, i {C, S, M }, However, when r is sufficiently large, the difference among
Exp, Gamma and No Charge is very small. Moreover, as
where (iL),(iH ) (t) = 0 in Case (3) denotes that there is no connectivity requirement k increases, the survivability takes
battery re-charge in the MANET. a lower level when r is small. This result means that the net-
Suppose the following network parameter: work survivability is more sensitive to battery re-charge with
A = 1000 (m) 1000 (m). small r. In Table 4, we investigate the sensitivity of the total
To compare several stochastic models with different com- number of nodes N on the network survivability measures,
bination; three node degree models (Poisson, binomial and where the transmission range r is fixed as 100. Note once
negative binomial), the lower and upper bounds versus again that k = 1 corresponds to the network reliability. From
an approximate network survivability, existence of border this result, it can be seen that when the number of nodes is
TABLE 2. Comparison of three battery charge cases with approximate network survivability.
greater than 500, the network reliability is higher than 90%. In Table 5, we focus on the network reliability (k = 1) and
However, once the reliability attains the maximum value with compare the upper and lower bounds of network survivability
N = 700, it decreases gradually as the number of nodes in Eqs.(10) and (11) with our approximate formula in Eq.(12),
increases. Because of increasing number of nodes, it turns where the number of nodes is N = 500 and the transmission
out that the network connectivity increases. However, from range changes from r = 80 to r = 130. In this table, the
Table 4 with k = 2, 3, we come to know that the network values in Square and Circular are calculated based on
survivability does not show the monotone tendency on N , Eqs. (28) and (30), respectively. From the result, we can see
similar to the network reliability. This is because the number that the difference between lower and upper bounds of net-
of Blackhole nodes increases as the total number of nodes in work reliability is rather remarkable for some specific values
the whole network increases. on r. For example, when r = 80, the difference between
TABLE 5. Steady-state network reliability for node transmission radius r TABLE 6. Steady-state network reliability for varying number of node N
with/without border effects in case(1). with/without border effects in case(1).
the lower and upper bounds with/without border effects are degree models with lower and upper bounds and an approxi-
0.8648 (Ignorance), 0.8016 (Square) and 0.8135 (Circular). mate form. From Table 7, the transient network survivability
On the other hand, the approximate network reliability always has almost the same initial values, and the difference between
takes a value between lower and upper bounds. This result them will be remarkable as time elapses.
tells us that the approximate network reliability in Eq.(12)
is more useful than the bounds for quantification of net-
work reliability. Table 6 presents the dependence of the
number of nodes N on the steady-state network reliability
among three situations with/without border effects. From
these results, it is shown that the network reliability without
border effects (Ignorance) is higher than those with border
effects (Square and Circular).
FIGURE 5. Transient network survivability of Gamma case. FIGURE 7. Transient network survivability of No Charge case.
Z
that if there is no battery charge, the transient network surviv- qmh,ml (s) = exp{st}F mh,df (t)dFmh,ml (t) (41)
ability drops down as the operation time goes on. However, Z0
the transient solution with battery charge (Exp) still keeps qmh,df (s) = exp{st}F mh,ml (t)dFmh,df (t) (42)
higher levels in the same situation. This fact implies that Z0
the battery charge of node leads to an better performance of qml,mh (s) = exp{st}F ml,df (t)F ml,ef (t)dFml,mh (t)
MANETs. 0
(43)
Z
VI. CONCLUSION qml,df (s) = exp{st}F ml,mh (t)F ml,ef (t)dFml,df (t)
In this paper, we have revisited the network survivabil- 0
(44)
ity models in MANETs by taking account of the battery Z
re-charge and border effects in both square and circular com- qml,ef (s) = exp{st}F ml,mh (t)F ml,df (t)dFml,ef (t)
0
munication areas. Getting idea from the network connectivity, (45)
we have presented the approximate network survivability for-
Z
mulae by calculating the probability that all expected number qsh,ch (s) = exp{st}F sh,mh (t)dFsh,ch (t) (46)
Z0
of active nodes in the MANET is k. In numerical experiments,
we have considered two cases where the transition time from qsh,mh (s) = exp{st}F sh,ch (t)dFsh,mh (t) (47)
Z0
lower battery states to fully charged battery states are given
by the gamma and exponential distributions. We have also qsl,sh (s) = exp{st}F sl,cf (t)F sl,ml (t)dFsl,sh (t) (48)
Z0
compared the steady-state network survivability with/without
battery re-charge. It has been shown numerically that the qsl,cl (s) = exp{st}F sl,sh (t)F sl,ml (t)dFsl,cl (t) (49)
network survivability with battery re-charge was higher than Z0
that with no battery charge, when r was small, and that the qsl,ml (s) = exp{st}F sl,sh (t)F sl,cl (t)dFsl,ml (t) (50)
approximate network reliability always took a middle value Z0
between the lower and upper bounds. In future, we will qdf ,ch (s) = exp{st}dFdf ,ch (t) (51)
develop a comprehensive simulation model and investigate Z0
whether the approximate method for network survivability qef ,ch (s) = exp{st}dFef ,ch (t), (52)
0
itself can work well in several random network environments.
Then it will be needed to develop an efficient algorithm to where in general () = 1(). We also define the recurrent
count all the paths between an arbitrary pair of nodes. time distribution from state CH to state CH and its LST by
Hch,ch (t) and hch,ch (s), respectively. Then, from the one-step
APPENDIX transition probabilities from Eqs.(34)-(52), we have
Z
In this Appendix, we derive the steady-state probability of our
SMP model. Let 1/ij denote the mean transition time from hch,ch (s) = exp{st}dHch,ch (t)
0
state i to state j.
R Define the Laplace-Stieltjes transform (LST) = qch,cl (s)
by qij (s) = 0 exp{st}dQij (t). From the familiar SMP [qcl,ch (s) + qcl,ml (s)(qml,mh (s)qmh,df (s)
analysis technique, it is immediate to see that
qdf ,ch (s) + qml,df (s)qdf ,ch (s) + qml,ef (s)
Z
qef ,ch (s))/k(s)) + qcl,sl (s)
qch,cl (s) = exp{st}F ch,mh (t)F ch,sg (t)dFch,cl (t) (34)
0 [qsl,sh (s)(qsh,ch (s) + qsh,mh (s)(qmh,df (s)
Z
qdf ,ch (s) + qmh,ml (s) (qml,df (s)qdf ,ch (s)
qch,mh (s) = exp{st}F ch,cl (t)F ch,sh (t)dFch,mh (t) (35)
Z0 + qml,ef (s)qef ,ch (s)))/k(s)) + qsl,ml (s)
qch.sh (s) = exp{st}F ch,cl (t)F ch,mh (t)dFch,sh (t) (36) (qml,mh (s)qmh,df (s)qdf ,ch (s) + qml,df (s)
Z0 qdf ,ch (s) + qml,ef (s)qef ,ch (s))/k(s)]
qcl,ch (s) = exp{st}F cl,ml (t)F cl.sl (t)F cl,ef (t) + qcl,ef (s)qef ,ch (s)]/l(s) + qch,mh (s)
0 [qmh,ml (s) (qml,df (s)qdf ,ch (s) + qml,ef (s)
dF (t) (37)
Z cl,ch qef ,ch (s)) + qmh,df (s)qdf ,ch (s)]/k(s)
qcl,ml (s) = exp{st}F cl,ch (t)F cl,sl (t)F cl,ef (t) + qch,sh (s)[qsh,ch (s) + qsh,mh (s)(qmh,ml (s)
0
dF (t) (38) (qml,df (s)qdf ,ch (s) + qml,ef (s)
Z cl,ml qef ,ch (s)) + qmh,df (s)qdf ,ch (s))
qcl,sl (s) = exp{st}F cl,ch (t)F cl.ml (t)F cl,ef (t) /k(s)], (53)
0
dFcl,sl (t) (39) where
Z
qcl,ef (s) = exp{st}F cl,ch (t)F cl,ml (t)F cl,sl (t) l(s) = 1 qcl,sl (s)qsl,cl (s) (54)
0
dFcl,ef (t) (40) k(s) = 1 qmh,ml (s)qml,mh (s). (55)
Let Pch,i (t) denote the transition probability from the initial i {ch, cl, sh, sl, mh, ml, ef , df } corresponding to S. Based
state CH to respective states i {ch, cl, sh, sl, mh, ml, on the LSTs, pch,i (s), we can obtain Pi = limt Pch,i (t) =
ef , df } corresponding to S. Then, the LSTs of the transition lims0 pch,i (s) from Eqs.(56)-(63).
R
probability, pch,i = 0 exp{st}dPch,i (t), are given by
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