Question: 7.2.1 Let fXnIn D 0;1; : : :g be a two-state Markov chain with the transition probability matrix State 0 represents an operating state of

7.2.1 Let fXnIn D 0;1; : : :g be a two-state Markov chain with the transition probability matrix

01 1-a a P = 1 b 1-b

State 0 represents an operating state of some system, while state 1 represents a repair state. We assume that the process begins in state X0 D 0, and then the successive returns to state 0 from the repair state form a renewal process. Determine the mean duration of one of these renewal intervals.

01 1-a a P = 1 b 1-b

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