A Markov time related to a priority system (Q707520)

Summary: We consider a basic renewable duplex system characterized by cold stand by and subjected to a priority rule. Apart from a general stochastic analysis presented in the previous literature, we introduce a Markov time called the recovery time of the system. In order to obtain the corresponding Laplace-Stieltjes transform, we employ a stochastic process endowed with transition measures satisfying generalized coupled differential equations. The solution is provided by the theory of sectionally holomorphic functions.