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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2015 Volume 442, Pages 143–165 (Mi znsl6250)

On interval of faultless work for a system of two independent alternating renewal processes

B. P. Harlamov, O. V. Prourzin

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia

Abstract: A system of two independent alternating renewal processes with states $0$ and $1$, and an initial shift $t_0$ of one process relative to another one is considered. An integral equation with respect to an expectation of time $T$ (the first time when both processes have state $0$) is derived. For deriving a method of so called minimal chains of overlapping $1$-intervals is used. Such a chain generates some breaking semi-Markov process of intervals composing the interval $(0,T)$. A solution of the integral equation is obtained for the case when lengths of $1$-intervals have exponential distributions and lengths of $0$-intervals have distributions of common view. For more general distributions of $1$-intervals the Monte Carlo method is applied when both processes are simulated numerically by computer. Histograms for estimates of the expectation of $T$ as a function of $t_0$ are demonstrated.

Key words and phrases: the first time of double refusal, minimal chain of overlapping work intervals, breaking semi-Markov process, Laplace transformation, integral equation, exponential distribution, simulation, initial shift, histogram.

UDC: 519.2

Received: 12.10.2015


 English version:
Journal of Mathematical Sciences (New York), 2017, 225:5, 818–832

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© Steklov Math. Inst. of RAS, 2024