SRI RAMAKRISHNA ENGINEERING COLLEGE

[Educational Service : SNR Sons Charitable Trust]

[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

TUTORIAL –X
RANDOM PROCESSES
PART-A

1. A random process which is stationary to all order of N where N=1,2….is called______ stationary
process.
a. strict sense b. Wide sense c. first order d. second order
2. The derivative of the mean of a stationary process is __________
a. 1 b. 0 c. -1 d. 2
3. The mean square value of the random process { X (t) } is obtained from the Auto correlation function
R XX ( τ ) by putting τ =¿ _____.
( a ) 1 ( b ) 0 ( c )−1 ( d ) ∞
4. The process { X (t) } and { Y (t ) } are orthogonal then R XY ( τ )=¿ ¿
( a ) 1 ( b ) 0 ( c )−1 ( d ) ∞
4
5. Given R XX ( τ )=25+ ,the the mean value is _______
1+ 6 τ 2
( a ) 5 ( b ) 4 ( c ) 29 ( d ) 0 .
6. A wide sense stationary process need not be __________ stationary.
a. strict sense b. finite c. first order d. second order
7. A random process or stochastic process is defined as a family of ___________
a. State space b. Random variable c. stationary process d. Poisson process
8. If X and T are continuous , the random process is called a ________
(a) continuous random process (b) continuous random sequence
(c ) discrete random process (d ) discrete random sequence

9. A random process is said to be stationary to order one if the first order density functions defined for
all the random variables of the process are_____
a. Different b. same c. odd d. even

10. A Random process is called _________ random process if all the future values can be predicted
from past observatios.
a. Poisson b. stationary c. deterministic d.non deterministic

PART-B
25 τ 2 +36
1. The stationary process has Autocorrelation function R XX ( τ )= . Find the mean square value
6.25 τ 2+ 4
and the variance.
 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

PART-C
1. The process { X (t) } whose probability distribution under the condition is given by

(at )n−1

{
P { X ( t )=n } = (1+ at) n+1

at
1+at
,n=1 ,2,3 , …

, n=0
. Show that { X (t) } is not stationary.

ANSWERS
PART-A

1. strict sense
2. 0
3. 0
4. 0
5. 5
6. first order
7. Random variable
8. continuous random process
9. same(invariant under time)
10. deterministic

PART-B

1. 7,100

PART-C

1. E { X ( t) }=1 Var=2 at . Not stationary

 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

TUTORIAL –XI
RANDOM & POISSON PROCESSES

PART-A

1. Tell if a random process has constant mean and variance then the process is a ------------
( a ) Markov chain ( b ) Markov Process ( c )Stationary Process ( d ) WSS Process
2. The Difference of two independent Poisson process is ________________
a) Poisson process b) not Poisson process c) Stationary process d) Random Process
3. The Poisson process is not _____________
a) Markov Process b)Stationary Process c) WSS d) SSS
4. A discrete random process satisfying Markov property is called as continuous
parameter Markov chain if the parameter t is continuous and {X(t)} is -----------
a. Discrete b. Continuous c. Random variable d. odd
5. The Interval Between two successive occurrences of a Poisson Process with parameter λ
has an __________ distribution with mean 1/λ.
( a ) Gamma ( b ) Poisson ( c ) Uniform( d) Exponential
6. Auto correlation function is ________function
a. even b. Continuous c. Random d. odd
7. A markov chain is better explained by a diagram called ______diagram.
a. Discrete b. Continuous c. Random d. state
8. The Auto correlation function RXX(Ʈ) = _______
a. RYX(Ʈ) b. RYY(Ʈ) c RXX(-Ʈ) d. RXX(Ʈ)
9. If the processes X(t) and Y(t) are orthogonal then R XY(Ʈ) = _____
a. 1 b. -1 c. 0 d. 2
10. Poisson process is a _______random process.
( a ) Discrete ( b ) Continuous ( c )Random variable ( d ) Stationary

PART-B
 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

1. The number of particles emitted by radio active source is distributed in Poisson process, the source
emits the particle at the rate of 6/min. Find the probability of 11 particles emitted in less than four
minutes.
2. State and Prove the inter arrival time of Poisson Process.

PART-C

1. Show that the process  X (t ) , X (t )  A cos (t   ) where A,  are constants and  is

uniformly distributed in 
 ,  
is a WSS.
2. X (t)=5 sin( ωt+θɸ) and Y (t )=2 cos( ωt+θɸ) where ω is a constant and θ is a random variable
distributed in (0,2 π) . Verify any two properties of auto correlation and cross correlation.

ANSWERS

PART-A

1. Stationary Process
2. not Poisson process
3. Stationary Process
4. Discrete
5. Exponential
6. Even
7. State
8. RXX(-Ʈ)
9. 0
10. Discrete

PART-B

1. 0.0381
2. Inter arrival time between two successive occurrence of a Poisson process with parameter 𝞴 has an
1
Exponential distribution with mean .
λ

PART-C
 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

A2
1. E { X ( t) }=0 R XX ( τ )= cos ωτ
2
2. R XX ( τ )=R XX (−τ )
R XY ( τ )=RYX (−τ )
|R XY ( τ )|≤ √ R XX ( 0 ) RYY 0
|R XY ( τ )|≤ R XX ( 0 )
TUTORIAL –XII
POISSON PROCESS & MARKOV CHAIN
PART-A

1. The mean and variance of a Poisson distribution is _______.

1 1
( a ) λ ( b ) λt ( c ) ( d ) 2
λ λ
2. From the statement of Chapman-Kolmogorov theorem Pij(n) = ………..
n
( a ) Pij(n−1) ( b ) P ij(0) Pij (n ) ( c ) [ Pij ] ( d ) 1
3. A continuous random process satisfying Markov process is known as _________ parameter Markov process
( a ) Discrete ( b ) Continuous ( c )Random variable ( d ) Stationary
4. Sum of two independent Poisson process is a ___________.
(a ¿ Poisson process (b) not Poisson process (c ) Stationary process (d ¿ Markov
5. Poisson process is a ________ process.
a) Markov b) Stationary c) WSS d) Not Stationary
6. The _______process is an independent increment process with Markov property.
a) Random b) Stationary c) WSS d) Poisson
7. The sum of the elements of any row in the transition probability matrix of a finite state Markov chain
is _____
a) 0 b) 1 c) ∞ d) -1
8. The transition probability matrix of a finite state Markov chain takes only ______ values
a) Random b) Positive c) negative d) non negative
9. The number of ______ in a transition probability matrix of a finite state Markov chain is equal to the
number of states of the system.
a) Row b) column c) diagonal values d) all the above
10. The transition probability matrix of a finite state Markov chain is a ______ matrix.
a) Row b) column c) square d) diagonal
 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

PART-B

1. Define Markov Process.

2. A random process {X(t)} is defined as X(t)= {0A, otherwisw

,0≤ x≤1
where A is a random variable uniformally
θ2
distributed in (-θ,θ). Prove that auto correlation function function x(t) is .
3

PART-C

1. Assume that a computer system is in any one of the three states busy :idle and under repair respectively

0.6 0.2 0.2

[ ]
denoted by 0,1,2. Observing its state at 2.00 p.m each day we get TPM as ¿ 0.1 0.8 0.1 . Find out the

third step TPM. Determine the limiting probability

0.6 0 0.4

3 1
2. Consider a Markov chain with 2 states and TPM

the chain.
P=
4
1
2
[ ] 4
1
2
. Find the steady state distribution in

ANSWERS

PART-A

1. Λt
n
2. [ Pij ]
3. Continuous
4. Poisson process
5. Markov
6. Poisson
7. 1
8. non negative
 SRI RAMAKRISHNA ENGINEERING COLLEGE
[Educational Service : SNR Sons Charitable Trust]
[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF COMPUTER SCIENCE & ENGINEERING& INFORMATION TECHNOLOGY

TUTORIAL QUESTIONS

SUBJECT CODE &TITLE :- 16MA219 PROBABILITY & QUEUEING THEORY

9. all the above(since it is a square matrix)

10. Square

PART-B
θ2
2.
3

PART-C

1. p(3 )= p(0 ) P3
2 1
2. π 1= , π 2= .
3 3