Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2011/paper-1/12/b/solution

Take on the horizontal axis and on the vertical axis, both nonnegative. There is no interruption when the noise occurs after the scheduled ending, namely . This is the part of the first quadrant above the diagonal . Equality has probability zero, so assigning the boundary either way does not affect the calculation.
The same original diagram below also marks the region used in part (e); its lower boundary offset is an illustrative positive choice of .
Figure 1.
The no-interruption region above the diagonal and the region of positive remaining time exceeding a chosen threshold
. Details.

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