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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 442, Pages 143–165
(Mi znsl6250)
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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.
Received: 12.10.2015
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
Linking options:
https://www.mathnet.ru/eng/znsl6250 https://www.mathnet.ru/eng/znsl/v442/p143
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