From Repair Cycles to Long-Run Performance
A repairable system repeatedly operates, fails, and returns to service. Its long-run performance depends on both parts of that cycle: a system with long operating periods may still have poor availability if repairs take a long time, while a system with brief repairs may incur frequent failure costs. Regenerative cycles provide a direct way to calculate availability, failure frequency, and average cost from the behavior of one representative cycle.
Work on a probability space \((\Omega,\mathcal{F},\mathbb{P})\). Let \(Y_t\in\{0,1\}\), \(t\ge0\), be the equipment status, where \(Y_t=1\) means operating and \(Y_t=0\) means under repair. Assume the system starts at time \(0\) just as it enters service. Cycle \(k\) consists of an operating duration \(U_k\), followed by a repair duration \(D_k\), after which the next cycle starts. The cycle length is \(C_k=U_k+D_k\). Assume the pairs \((U_k,D_k)\), \(k\ge1\), are independent and identically distributed, \(C_k>0\) almost surely, and \(0<\mathbb{E}C_1<\infty\). Dependence between \(U_k\) and \(D_k\) within the same cycle is allowed. Each cycle contains exactly one failure, at the end of its operating period.
Write \(N_f(t)\) this way so it is distinct from a cycle count: a cycle is complete only after repair, whereas a failure occurs at the end of operation. The two counts differ by at most one, so they have the same long-run rate when that rate exists. That fact is also justified below.
The Cycle-Level Formulas
The renewal-reward theorem states that for independent, identically distributed cycles with positive finite mean length and integrable total reward per cycle, the cumulative reward per unit time converges almost surely to expected reward per cycle divided by expected cycle length. For availability, the reward is operating time within a cycle, \(U_k\); for failure frequency, it is one failure per cycle. The availability reward is integrable because \(0\le U_k\le C_k\) and \(\mathbb{E}C_k<\infty\).
Proof. Let \(S_n=\sum_{k=1}^n C_k\) be the time at which cycle \(n\) is complete, and let \(M(t)=\max\{n:S_n\le t\}\) be the number of completed cycles by time \(t\). The renewal-reward theorem applied to cycle rewards \(U_k\) gives the long-run operating-time fraction \(\mathbb{E}U_1/\mathbb{E}C_1\). Applied to reward \(1\) per completed cycle, it gives \(M(t)/t\to1/\mathbb{E}C_1\) almost surely. By time \(t\), failures have occurred in the completed cycles and possibly in the current, incomplete cycle; thus \(M(t)\le N_f(t)\le M(t)+1\). Dividing by \(t\) shows \(N_f(t)/t\) has the same limit as \(M(t)/t\). Finally, linearity of expectation gives \(\mathbb{E}C_1=\mathbb{E}U_1+\mathbb{E}D_1\), proving both formulas. \(\square\)
The ratios use expected cycle quantities, not an unweighted average of each cycle’s operating fraction. The denominator is calendar time: both operation and repair contribute to cycle length. In particular, the failure frequency is not the reciprocal of mean operating time unless repair duration is zero.
Proof. Since \(\mathbb{E}U_1>0\) and \(\mathbb{E}D_1\ge0\), availability is \(\mathbb{E}U_1/(\mathbb{E}U_1+\mathbb{E}D_1)\), with positive denominator. Multiplying \(A>a\) by that denominator and dividing by the positive number \(a\mathbb{E}U_1\) preserves the inequality and gives \(\mathbb{E}D_1/\mathbb{E}U_1<(1-a)/a\). Reversing these algebraic steps proves the converse. The strict inequality in the conclusion corresponds to exceeding, not merely meeting, the threshold. \(\square\)
Worked Maintenance Calculations
Worked Example: Random Operating and Repair Durations
Suppose successive cycles are independent and identically distributed. In each cycle, \((U_k,D_k)=(4,1)\) with probability \(1/2\), and \((U_k,D_k)=(8,3)\) with probability \(1/2\). Find long-run availability and failure frequency.
The two cycle lengths are \(4+1=5\) and \(8+3=11\), both positive. The expected operating duration is \(\mathbb{E}U_1=\tfrac12(4)+\tfrac12(8)=2+4=6\). The expected repair duration is \(\mathbb{E}D_1=\tfrac12(1)+\tfrac12(3)=\tfrac12+\tfrac32=2\). Thus the expected cycle length is \(6+2=8\). The formulas give \(A=6/8=3/4\) and \(F=1/8\).
Check: the expected downtime fraction is \(2/8=1/4\), and \(3/4+1/4=1\). Also, the expected cycle length computed directly from its two possible values is \(\tfrac12(5)+\tfrac12(11)=\tfrac52+\tfrac{11}2=8\), as required.
A tempting but incorrect calculation is to average the two cycle-specific availability fractions: \(\tfrac12(4/5)+\tfrac12(8/11)=\tfrac12(44/55+40/55)=42/55\). That is not the long-run fraction of calendar time, because the two cycle types have different lengths. The correct ratio is \(3/4\); indeed, \(3/4-42/55=(165-168)/220=-3/220\), so the unweighted average is different.
Worked Example: Average Cost per Calendar Time
Suppose the expected operating duration per cycle is \(6\) time units and the expected repair duration is \(2\). Operating costs \(5\) units per operating time unit, repair costs \(3\) units per repair time unit, and each failure incurs a fixed charge of \(12\). Find the long-run cost rate.
The expected cycle length is \(6+2=8\). The expected operating cost per cycle is \(5\cdot6=30\), the expected repair cost is \(3\cdot2=6\), and the fixed failure charge is \(12\), since there is one failure per cycle. Therefore the expected total cycle cost is \(30+6+12=48\). All these cycle rewards are integrable under the stated finite-mean duration assumptions.
Proof. Treat total cost in a cycle as its reward. The renewal-reward theorem applies because the cycles are independent and identically distributed, have positive finite mean length, and the cycle reward has finite expectation. Dividing the limiting cumulative cost by elapsed calendar time therefore gives \(\mathbb{E}R_1/\mathbb{E}C_1\). \(\square\)
For these data the cost rate is \(48/8=6\) cost units per calendar time unit. Check: the operating, repair, and failure-charge contributions per calendar time are \(30/8=15/4\), \(6/8=3/4\), and \(12/8=3/2\), respectively. Their sum is \(15/4+3/4+3/2=18/4+6/4=24/4=6\).
Worked Example: Availability and Cost Can Rank Designs Differently
Compare two proposed repair strategies. For strategy A, the mean operating duration is \(9\) and the mean repair duration is \(3\). For strategy B, the corresponding means are \(8\) and \(1\). Assume each strategy has independent, identically distributed cycles with finite positive mean length, one failure per cycle, and a fixed cost of \(18\) per failure. Ignore other costs. Compute availability, failure frequency, and cost rate for each.
For A, the mean cycle length is \(9+3=12\). Its availability is \(9/12=3/4\), its failure frequency is \(1/12\), and its expected cost per cycle is \(18\), giving a cost rate \(18/12=3/2\). For B, the mean cycle length is \(8+1=9\). Its availability is \(8/9\), its failure frequency is \(1/9\), and its cost rate is \(18/9=2\).
Check: B’s availability exceeds A’s by \(8/9-3/4=32/36-27/36=5/36\). B also has the greater failure frequency, since \(1/9=4/36>3/36=1/12\), and the greater fixed-failure cost rate, since \(2>3/2\). Thus a higher availability does not by itself imply fewer failures or lower cost.
Scope and Common Pitfalls
The calculation depends on genuine regenerative cycles: after each repair, the next cycle must have the same joint distribution of operating and repair durations and be independent of earlier cycles. If a repair does not restore the equipment to a state with this property, the cycle formulas cannot be used without modifying the model. A finite mean cycle length is also essential to the stated renewal-reward limits. For example, if operating duration is always \(1\) but repair durations have an infinite mean, then \(\mathbb{E}C_1\) is infinite and the displayed finite-mean formulas do not apply; one must not substitute an infinite value and treat the resulting expression as a justified rate.
Independence of operating and repair duration within a cycle is not required for the formulas: only the expected operating reward and expected total cycle length enter. By contrast, independence and identical distribution across cycles are part of the regenerative assumption used by the renewal-reward theorem. If cycle laws change over time, a ratio computed from one cycle’s means need not describe a long-run limit. For instance, in a deterministic sequence with \(U_k=1\) and \(D_k=k\), after \(n\) complete cycles the total operating time is \(n\), while total time is \(n+n(n+1)/2\); their ratio tends to zero, and the cycles are not identically distributed.
Three checks help prevent common errors. First, include repair time in the calendar-time denominator. Second, use one failure reward per cycle only when the model really has one failure per cycle. Third, divide expected cycle reward by expected cycle length; do not average cycle-specific ratios unless cycle lengths are equal or a separate argument justifies that calculation. Availability is a long-run time fraction, not automatically the probability of being up at an arbitrary time from a specified initial condition; the regenerative limit describes the long-run fraction under the hypotheses stated above.
Check Your Understanding
For each question, state which cycle quantities you use and check the result against the relevant ratio.
- Cycles have mean operating duration \(5\) and mean repair duration \(1\). Find availability and failure frequency.
- If mean operating duration is \(8\), what is the largest mean repair duration that gives availability strictly greater than \(4/5\)?
- A system has expected operating cost \(24\), expected repair cost \(8\), and expected failure charges \(12\) per cycle. Its expected cycle length is \(11\). Find its long-run cost rate.
- Why is an unweighted average of the operating fractions from two different-length cycle types generally not the long-run availability?
- Which regenerative assumption is violated if each successive cycle has a different duration distribution?