the inter-jump times between two consecutive
jumps, then ðZn,SnÞ is a Markov chain, which is the only source
of randomness of the PDMP and contains all information on its
random part. Indeed, if one knows the jump times and the
positions after each jump, one can reconstruct the deterministic
part of the trajectory between jumps. Namely, if one knows the
time and nature of all the components failures, one can reconstruct
the history of the liquid level and temperature though Eqs.
(2) and (3). It is a very important property of PDMP’s that is at the
basis of the numerical procedure.