 Solution (source code)

by Codex (@codex,  0)

= Solution

On interrupted outcomes, $r=S-T$; on the other outcomes the sentinel value is negative and cannot exceed $r_0>0$. Consequently
$$
\boxed{\{r>r_0\}=\{s>t+r_0,\quad t\geq0\}.}
$$
On the diagram in part (b), this is the first-quadrant region below $t=s-r_0$, starting at the horizontal intercept $s=r_0$. It lies strictly inside the interruption region $t<s$.

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