Exact upper estimate of the distribution function of the time to a break of the restoration process with an exponentially distributed component (Q1968531)

Let the distribution function \(\Phi\) of the time to a break of the respective restoration (renewal) process have the following form \[ \Phi(t)= \int^t_0 (1- p\exp(- q(x- t))) dF(x),\quad t\geq 0, \] where \(q\) is the probability of event \(A\) (a break of the process during the regeneration period), \(p= 1-q\), and \(F\) is an unknown distribution function under the condition that \(A\) has taken place during this period. The exact, as possible, upper and lower bounds of \(\Phi(t)\) are obtained, when the information about random variables related to the process is only given by its two first moments.