ECE 511 Analysis of Random Signals

Homework 7
IIT, Chicago

Instructor: Salim El Rouayheb Assigned on: Nov 21, 2013 Due on: Nov 27, 2013 (1:55 pm CDT) Logistics: Only submissions through Blackboard will be accepted. Submit your solution to the following problems from Stark and Woods (fourth edition) in addition to extra two extra problems below: Pages 612-633: 9.4, 9.15, 9.17, 9.19, 9.34, 9.54, 9.61 Extra Problem 1: Packets arrive at a multiplexer at two ports according to independent Poisson processes of rates 1 = 1 and 2 = 2 packets/second, respectively. 1. Find the probability that a message arrives rst on line 2. 2. Find the pdf for the time until a message arrives on either line. 3. Find the pmf for N (t), the total number of messages that arrive in an interval of length t. Extra Problem 2: A shop has n = 3 machines and one technician to repair them. A machine remains in the working state for an exponentially distributed time with parameter = 1/3. The technician works on one machine at a time, and it takes him an exponentially distributed time of rate = 1 to repair each machine. Let X (t) be the number of working machines at time t. 1. Show that if X (t) = k , then the time until the next machine breakdown is an exponentially distributed random variable with rate k. 2. Find the transition matrix Q = [qij ] and sketch the transition rate diagram for X (t). 3. Write the global balance equations and nd the steady state probabilities for X (t). 4. Redo parts (2) and (3) if the number of technicians is increased to 2. 5. Find the steady state probabilities for arbitrary values of n, and .