Example 7.20 Although a system needs only a single machine to function, it maintains an additional machine

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Example 7.20 Although a system needs only a single machine to function, it maintains an additional machine as a backup. A machine in use functions for a random time with density function f and then fails. If a machine fails while the other one is in working condition, then the latter is put in use and, simultaneously, repair begins on the one that just failed. If a machine fails while the other machine is in repair, then the newly failed machine waits until the repair is completed; at that time the repaired machine is put in use and, simultaneously, repair begins on the recently failed one. All repair times have density function g. Find P0, P1, P2, where Pi is the long-run proportion of time that exactly i of the machines are in working condition.

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