Exercise #5

(Markov and queue)

1.

2.

(e) Let Yn  X n  X n 1 . Thus, Yn  1 indicates that the nth transition was to the right,
Yn  0 indicates it was a self-transition, and Yn  1 indicates it was a transition
to the left. Find lim P  Yn  1 .
n 
3.

4.

a. Find the steady state probabilities.

b. Starting from state 1, calculate the mean recurrence time to state1.

5.

6.
7.
I have 4 umbrellas, some at home and some in the office. I keep moving between home and office. I
take an umbrella with me only if it rains. If it does not rain I leave the umbrella (if I took one) behind
(at home or in the office). It may happen that all umbrellas are in one place and I am at the other, so if
it rains when I leave, I get wet. The probability of rain is p.
a. Draw a Markov chain taking values in the set S = {1, 2, 3, 4}, where i represents the number
of umbrellas in the place where I am currently at (home or office).
b. What is the probability that I get wet?

8.
An airport runway is for arrivals only. Arriving aircraft join a single queue for the runway.
Airplanes arrive according to a Poisson process with a rate λ = 20 arrivals / hour. ‰
Service time is exponential with a rate µ = 27 aircraft / hour.
a. Compute: Ls, Lq, Ws, Wq.
b. What is the probability that the runway is empty?
c. Suppose we are in holidays and the arrival rate increases λ = 25 arrivals / hour. Repeat a. b.
d. Suppose we have a bad weather and the service rate decreases µ = 22. Repeat a. b. with λ = 20.

9.
Consider an M/M/1 system in which customers arrive according to a Poisson process of rate λ.
Service rate is μ = 20 customers /minute.
The average number of customers in system is 3.
Calculate λ and Wq.
10.
An M/M/1 system has the service rate μ = 10 customers per minute.
Average time in the system for one customer is 3 minutes.
Calculate λ and Ls.

11.
A communication channel is operating at a transmission rate of 1,000,000 bps (bits per second). To the
channel arrive packets according to a Poisson process with rate λ=100 packets per second. The packets
have an exponentially distributed length with a mean of v = 5,000 bits. We assume that the channel can
be modeled as an M/M/1 system.
a. Calculate μ = average number of packets served per second.
b. Calculate Ls, Lq, Wq, Ws.

12.
Consider the following queuing system with one server:

a. Write the steady state equations for k = probability of k customers in the system.
b. Find k , for k = 0, 1, 2, 3.
c. Write the proper expression for the expected values Ls, Lq and calculate Ls, Lq.
12.
Consider the following queuing system with one server:

d. Write the steady state equations for k = probability of k customers in the system.
e. Find k , for k = 0, 1, 2, 3.
f. Write the proper expression for the expected values Ls, Lq and calculate: Ls, Lq.