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Zapiski Nauchnykh Seminarov 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
References:
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.
Received: 12.10.2015
English version:
Journal of Mathematical Sciences (New York), 2017, Volume 225, Issue 5, Pages 818–832
DOI: https://doi.org/10.1007/s10958-017-3498-x
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: B. P. Harlamov, O. V. Prourzin, “On interval of faultless work for a system of two independent alternating renewal processes”, Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, POMI, St. Petersburg, 2015, 143–165; J. Math. Sci. (N. Y.), 225:5 (2017), 818–832
Citation in format AMSBIB
\Bibitem{HarPro15}
\by B.~P.~Harlamov, O.~V.~Prourzin
\paper On interval of faultless work for a~system of two independent alternating renewal processes
\inbook Probability and statistics. Part~23
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 442
\pages 143--165
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6250}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3506851}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2017
\vol 225
\issue 5
\pages 818--832
\crossref{https://doi.org/10.1007/s10958-017-3498-x}
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