MTH6141 Random Processes, Spring 2012 Solutions to Exercise Sheet 9

1. If d1 ≥ d2 then the interarrivial times are at least as long as the service times and so the system will never contain more than 1 person (you could work out for which times it has 0 and which times it has 1 if you want). If d1 < d2 then the number of people in the queue will grow to infinity (again you could work out the number of people in the queue at any time). Similarly, if d1 ≥ sd2 the system will never contain more than s people while if d1 < sd2 the number of people in the queue will grow to infinity. 2. (a) Recall the result from lectures that for M (λ)/M (µ)/1 at equilibrium we have λ . E(Q(t)) = µ−λ Here λ = 1 per minute, µ = 3/2 per minute (as the service time is distributed Exp(3/2)) and so E(Q(t)) = 2. (b) Halving the expected service time means doubling µ so we will now have λ = 1, µ = 3 and E(Q(t)) = 1/2. (c) Part b) shows that this is not always true since halving the expected service time gave a factor 4 reduction in expected queue length. In general the formula for expected queue length shows that we will always decrease the expected queue length by a factor of more that 2 (since λ < 2(µλ ). However, if λ is much smaller than µ then the change 2µ−λ −λ) in queue length is close halving. 3. (a) The M (λ)/M (µ)/3 queueing system is a birth-death process with parameters λ0 = λ1 = λ2 = · · · = λ, and µ1 = µ, µ2 = 2µ and µ3 = µ4 = µ5 = 3µ. (b) We know for a birth-death process with strictly positive birth and death parameters that λ0 λ1 . . . λj −1 w0 . wj = µ1 µ2 . . . µj Substituting for λ0 , µ1 , etc., w1 = λ w0 , µ λ2 λ wj = 2 2µ 3µ 1

j −2

w0 ,

for all j ≥ 2.

. 9 ii. . Let Y1 . 81 4. and wj = 2( 2 )j −2 w0 = 9 (3) . . . 2 2 j −2 . and so n+1 . We want t→∞ lim P(Q(t) = 0) which is just w0 = 1 .For this to be an equilibrium distribution we must also have 1.e. w0 = 1 9 9 3 (d) i. as this is the condition for the infinite sum to converge. we obtain w0 1 + 2 + 2 i≥0 i 2 3 = 1. . That is i λ λ2 λ w0 1 + + 2 = 1. We know that the Si are each distributed Exp(µ). Here we want 1 − lim (P(Q(t) = 0) + P(Q(t) = 1) + P(Q(t) = 2)) t→∞ 1 which is just 1 − w0 − w1 − w2 = 1 − 9 −2 − 9 iii. µ 2µ i≥0 3µ j ≥0 wj = This is possible iff λ/3µ < 1. Y2 . E(T ) = n E(Y1 ) = µ Let TE the time a new customer spends in the system at equilibrium. (c) Specialising to λ = 2 and µ = 1. 9 which is just w4 = 2 2 2 ( ) 9 3 = 8 . Yn denote the service times of the n customers who are in the system when the customer in question arrives and Yn+1 denote the service time of the arriving customer The arriving customer spends time T = Y1 + Y2 + · · · + Yn + Yn+1 in the system. Thus. we want lim P(Q(t) = 4) t→∞ 2 9 =4 . w1 = 2w0 = 2 . Also. Finally. an equilibrium distribution exists iff λ < 3µ. We use the fact that E(TE ) = n≥0 E(time in the system|Q(t) = n)P(Q(t) = n) n+1 wn µ = n≥0 2 . i.

where wn is the equilibrium distribution. pn = 0 for n ≥ k + 1. (a) In this case the interarrival times will not be independent. If many people have arrived recently then the waiting room is more likely to be full and so the next customer to arrive is more likely to leave in disgust. µn = µ. (This is assuming the person being served is no longer in the waiting room. λ−µ 5. Hence E(TE ) = 1 µ (n + 1)(1 − ρ)ρn n≥0 ρ = µ n(1 − ρ)ρn−1 + n≥0 1 µ (1 − ρ)ρn n≥0 ρ 1 1 = + µ1−ρ µ 1 = µ(1 − ρ) 1 = . (c) This is the case when pn = 1 for 0 ≤ n ≤ k . and we have used the first part of the question for the conditional expectation. (b) Using similar calculations to those in the lectures it can be shown that this is a birth-death process with λn = pn λ.) 3 .

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