A Probability Problem Arising in Reliability and Traffic Studies

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Abstract
A system is alternately operative and inoperative; operative times and inoperative times are identically and independently distributed according to arbitrary distributions. Demands for system service occur at exponentially distributed time intervals, and persist for exponentially distributed times thereafter. The system “disappointment time” is discussed, where the latter is the time until either the system fails while a demand is being satisfied, or a demand occurs during an inoperative period. Approximations to the expected disappointment time and to the distribution of disappointment time are suggested. Numerical examples are given.

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