HW7 solutions

October 26, 2012

5-63, 66, 70, 72, 75 a and b, 80, 83 86, 94,

6-1, 6, 20 (and give generator matrix), 37.
5-63

(b) N(t): the number of arrivals by t ~Poisson(t)

PN (t)
Ri :the remaining service time of customer i. S(t) = i=1 Ri .
Ri = [Si (t Ai )]+ , where Si is the service time of customer i , Ai is the
arrival time of customer i.
Si ~iid G. Given arrived by t, Ai ~iid Unif(0,t), so Ri 's are iid. Therefore,
S(t) is a compund
Poisson
r.v.

[y (t s)]g(y)dyds, E(S(t)) = tE(Ri )

(c)E(Ri ) = 0t 1t ts

(d)E(Ri2 ) = 0t 1t ts
[y (t s)]2 g(y)dyds, V ar(S(t)) = tE(Ri2 )

d: Determine E[time to go from state 4 to 0] assuming i , i = ,

and < .)

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SLT:
1: up, 0: being repaired, -1: waiting to be repaired.
State
1: (-1, 0); State 2: (1,0); State 3: (1,1); State 4: (0,1); State5: (0,-1)

0
0

0
1 ( + 1 )

0
0

(
+

0
Q=
2
1
2
1

0
0

( + 2 ) 2
0

0
0

SLT:

(t) = 1,when t [0, 1);,(t) = 2,when t [1, 2].

The length of T1 aects the arrival rate of event 2, therefore aects the length
of T2 .

SLT:
Ti =1.1 w.p. 0.5, and Ti = 0.9 w.p. 0.5. Ti iid.
If N(0,0.9]=1, then N(0.9, 1.1]=0. If N(0,0.9]=0, then N(0.9, 1.1]=1. So it
does not have independt increments.
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SLT: the same example as 2.

SLT:X1 (t) =

Yi , Yi unif (1, 3),N1 (t) has rate 2.

PN2 (t)i=1
PN2 (t) 0 PN2 (t) 0
X2 (t) =
i=1 Zi , Zi unif (2, 6). => X2 (t) =
i=1 Zi +
i=1 Zi ,
Zi0 unif (1, 3), N2 (t)has rate 4.
PN1 (t)

Therefore, X(t) is a CPP with jump~unif(1,3), the arrival rate is 2+4+4=10.

SLT:

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SLT:

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