Dead-time counters and replacement models

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A Type 1 counter records the arrivals of radioactive particles. Suppose that the arrival process is Poisson with intensity λ\lambda, and that the counter is locked for a dead period of fixed length TT after each detected arrival. Show that the detection process N~\widetilde{N} is a renewal process with interarrival time distribution F~(x)=1−e−λ(x−T)\widetilde{F}(x) = 1-e^{-\lambda (x-T)} if x≥Tx \geq T. Find an expression for P(N~(t)≥k)\mathbb {P}\left(\widetilde{N}(t) \geq k\right).

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Particles arrive at a Type 1 counter in the manner of a renewal process NN; each detected arrival locks the counter for a dead period of random positive length. Show that

P(X~1≤x)=∫0x[1−F(x−y)]FL(y)dm(y) \mathbb {P}\left(\widetilde{X}_{1} \leq x\right) = \int _{0}^{x}[1-F(x-y)] F_{L}(y) d m(y)

where FLF_{L} is the distribution function of a typical dead period.

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Particles are detected by a Type 2 counter of the following sort. The incoming particles constitute a Poisson process with intensity λ\lambda. The jj th particle locks the counter for a length YjY_{j} of time, and annuls any after-effect of its predecessors. Suppose that Y1,Y2,…Y_{1}, Y_{2}, \ldots are independent of each other and of the Poisson process, each having distribution function GG. The counter is unlocked at time 0.

Let LL be the (maximal) length of the first interval of time during which the counter is locked. Show that H(t)=P(L>t)H(t) = \mathbb {P}\left(L > t\right) satisfies

H(t)=e−λt[1−G(t)]+∫0tH(t−x)[1−G(x)]λe−λxdx H(t) = e^{-\lambda t}[1-G(t)]+\int _{0}^{t} H(t-x)[1-G(x)] \lambda e^{-\lambda x} d x

Solve for HH in terms of GG, and evaluate the ensuing expression in the case G(x)=1−e−μxG(x) = 1-e^{-\mu x} where μ>0\mu > 0.

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A specific component in a cryptometer has an Exp(μ)\mathrm{Exp}(\mu )-distributed lifetime, μ>0\mu > 0. If replacement is made as soon as a component fails, and if X(t)=#X(t) = \# failures during (0,t]=#(0,t] = \# replacements during (0,t](0,t], then {X(t),t≥0}\left\{ X(t), t \geq 0\right\} is, of course, a Poisson process. Let {Vn,n≥1}\left\{ V_n, n \geq 1\right\} be these usual interreplacement times, and suppose, instead, that the nnth component is replaced:

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(a)

After time min⁡{Vn,a}\min \left\{ V_n, a\right\}, that is, as soon as the component fails or reaches age aa, whichever comes first. Show that the replacement process is not a Poisson process.

(b)

After time min⁡{Vn,Wn}\min \left\{ V_n, W_n\right\}, where {Wn,n≥1}\left\{ W_n, n \geq 1\right\} is a sequence of independent, Exp(θ)\mathrm{Exp}(\theta )-distributed random variables, θ>0\theta > 0, which is independent of {Vn,n≥1}\left\{ V_n, n \geq 1\right\}. Show that the replacement process is a Poisson process and determine the intensity.

References

[GrSt20] Grimmett G.R., Stirzaker D.R. Probability and Random Processes. 4th ed., Oxford University Press, 2020.
[Gut09] Gut A. An Intermediate Course in Probability. 2nd ed., Springer, 2009.