A system is considered in which switching takes place between sub-systems according to a continuous parameter Markov chain. Failures may occur in Poisson processes in the sub-systems, and in the transitions between subsystems. All failure processes are independent. The overall failure process is described exactly and asymptotically for highly reliable sub-systems. An application to process-control computer software is suggested.
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Bev Littlewood (1975) studied this question.
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