Consider a light whose state alternately and repeatedly switches between the OFF (no light) state and the ON (light) state. For each OFF and ON state, the duration, represented by $T _ { 0 }$ and $T _ { 1 }$ respectively, changes at each transition and is independent.
By using $t$, which represents elapsed time from the initiation of each state, $T _ { 0 }$ and $T _ { 1 }$ follow the exponential distribution whose probability density functions are described respectively as
$$f _ { 0 } ( t ) = \lambda _ { 0 } e ^ { - \lambda _ { 0 } t } \quad \left( \lambda _ { 0 } > 0 \right)$$
and
$$f _ { 1 } ( t ) = \lambda _ { 1 } e ^ { - \lambda _ { 1 } t } \quad \left( \lambda _ { 1 } > 0 \right)$$
Here, for example, $P _ { 0 } ( a , b )$, which is the probability that the condition $a \leq T _ { 0 } \leq b ( 0 \leq a \leq b )$ is satisfied, can be calculated as
$$P _ { 0 } ( a , b ) = \int _ { a } ^ { b } f _ { 0 } ( t ) \mathrm { d } t$$
Assume that the light switches from the ON state to the OFF state at time $\tau = 0$. Answer the following questions.
I. Calculate the expected value and the standard deviation of $T _ { 0 }$.
II. Calculate the expected value and the standard deviation of $T _ { 0 } + T _ { 1 }$.
III. Consider a situation where time tends towards infinity and the condition $\left( \lambda _ { 0 } + \lambda _ { 1 } \right) \tau \rightarrow \infty$ approximately holds.
1. Calculate the probability that the light is in the OFF state. 2. Calculate the expected value of the remaining time from the current state to the next state transition of the light.
IV. At the time $\tau = \tau _ { x } \left( \tau _ { x } > 0 \right)$, calculate the probability that the light is in the ON state for the first occasion after $\tau = 0$.