A machine is running continuously except when it is broken. Suppose that while the machine is running, breakages happen according to a Poisson process of rate a. As soon as the machine breaks an engineer is called. The time it takes for the engineer to arrive follows an Exp(ß) distribution. When the engineer has arrived they spend a time with Exp(y) distribution working on the machine. At the end of this time it is either mended and running (this happens with probability p) or permanently broken (this happens with probability 1 − p).
A machine is running continuously except when it is broken. Suppose that while the machine is running, breakages happen according to a Poisson process of rate a. As soon as the machine breaks an engineer is called. The time it takes for the engineer to arrive follows an Exp(ß) distribution. When the engineer has arrived they spend a time with Exp(y) distribution working on the machine. At the end of this time it is either mended and running (this happens with probability p) or permanently broken (this happens with probability 1 − p).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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(i) Describe how to model the state of the machine as a continuous-time Markov chain with four states. Write down the generator matrix for the chain
(ii) Suppose that the machine is running at time 0. What is the
it runs continuously without breaking until at least time 1?
(iii) Why is it natural to model this situation as a continuous-time process.
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