Dividing the expected occupation time of a continuous-time Markov chain by and letting gives
For this is also the almost-sure long-run time fraction, not just the limit of an expectation. The two-state continuous-time Markov chain is irreducible and positive recurrent. Alternatively, a regeneration cycle consists of a mean symptom-free holding time followed by a mean symptomatic holding time; the renewal-reward theorem gives . This agrees with the stationary distribution solving and .
Starting in state 1, if the fraction is zero; if and the patient eventually enters state 2 forever, and the fraction is one. If both rates vanish, the fraction remains zero from this initial state and the quotient is undefined.
A renewal-reward process consists of i.i.d. regenerative cycles , where is the th cycle length and is the reward accumulated during that cycle. If and , the renewal-reward theorem states that the cumulative reward satisfies
almost surely, with the usual negligible-remainder condition for an unfinished cycle.
For the machine, let be its working lifetime after a repair. The next repair occurs at the first inspection following failure, so one repair-to-repair cycle has length
while its working-time reward is . Since an exponential distribution of rate has mean ,
By the tail-sum formula for the positive integer-valued variable ,
Therefore
and the long-run proportion of time for which the machine is working is
For an M-M-1 queue, the first service lasts on average . During it, the mean number of arrivals is , and each arrival initiates another statistically identical busy-period family. Thus, when ,
so the mean busy period of an M-M-1 queue is
For the busy period is almost surely finite but has infinite mean, while for it is infinite with positive probability; in either case its expectation is infinite.
For an M-M-infinity queue, stationary occupancy is Poisson with mean , so the long-run probability of an empty system is
The process alternates between idle periods and busy periods. An idle period waits for the next Poisson arrival, so its mean is . The renewal-reward theorem, with reward equal to time spent empty, gives
Solving yields the mean busy period of an M-M-infinity queue: