TELETRAFFIC THEORY

MIDTERM 2019-1

August 16th , 2019

1. (2.0) A hardware shop carries adjustable-joint pliers as a regular stock item. The demand for this tool is
stable over time. The total demand during a week has a Poisson distribution with mean λ. The demands
in the successive weeks are independent of each other. Each demand that occurs when the shop is out
of stock is lost. The owner of the shop uses a so-called periodic review (r, S ) control rule for stock
replenishment of the item. The inventory position is only reviewed at the beginning of each week. If
the stock on hand is less than the reorder point r, the inventory is replenished to the order-up point S ;
otherwise, no ordering is done. Here, r and S are given integers with 0 ≤ r ≤ S. The replenishment time
is negligible. Define Xn as the stock on hand at the beginning of the nth week just prior to review.

(a) Find an expression for Xn+1 in terms of Xn to demonstrate that it is a Markov Process.
(b) Sketch the DTMC and find the one-step transition probability matrix.
(c) Is the DTMC irreducible? Explain.
(d) What is the long-term probability of having an empty stock?

2. (2,0) Messages arrive at a transmission channel according to a Poisson process with rate λ. The channel
can transmit only one message at a time and a new transmission can only start at the beginnings of
the time slots t = 1, 2, . . . . The transmission time of a message is one time slot. The following
access-control rule is used. The gate is closed for newly arriving messages when the number of messages
awaiting transmission has reached the level R and is opened again when the number of messages awaiting
transmission has dropped to the level r, where the parameters R and r are given integers with 0 ≤ r ≤
R. The goal is to study the long-run fraction of lost messages as function of r and R.
(a) Define an appropriate Markov chain and specify its one-step transition probabilities.
(b) Show how to calculate the long-run fraction of lost messages.

3. (1,0) On a given communication link, it has been observed that the type of a packet depends on the three
previous ones, in the following way: if the previous three packets were voice, the next one is voice with
a probability of 0.5. However, if the previous three were data, then the next packet is also data with
probability 0.9. In all other cases, the next packet will be of the same type as the previous one with
probability 0.6. Use a DTMC to model this problem.