Introduction To Queueing Theory Solutions Manual - by Børge Tilt.

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Solutions Manual for ROBERT B. COOPER'S Introduction to QUEUEING THEORY Second Edition by Berge Tilt a 6%) 3 z z North-Holland New York + Amsterdam + Oxford (© 1981 by Elsevier Science Publishing Co, ne Second Printing, 1983, ISBN 0.984.00379-7 Foreword As stated by Barge Tilt in his Preface, he has written this solutions manual with the objective of maximal utility for the instructor, which requires that the solutions be presented in a detailed and orderly fashion. As the reader will seo, this objective has been easily met. E should add that or. Tilete contribution goes far beyond merely solving a large nunber of (often difficult) exercises. He made many helpful suggestions and corrections, not only to the exercises, but to the text as well. There is no question that his efforts have considerably enhanced the value of my book, and for this I am deeply grateful. Robert 8. Cooper PREFACE Zt is ay hope that this solutions manual will prove a valuable supplenent to Robert B, Cooper's Introduction to Queueing Theory, second edition, and that both teachers and students will benefit from its availibility. As far as the teacher is concerned, it offers substantial savings of tine, if nothing else, Solutions to the exercises have been written from the point of view that to be of maximal usefulness to the teacher they should contain @ detailed and orderly exposition of steps in the solution. ‘the given solutions are besed almost exclusively on information in the book, and such knowledge of mathenatics that may reasonably be assumed on the part of the student. fon some of the exercises I have profited from discussions with the author. However, any errors or inaccuracies that may exist are solely my responsibility. Berge Tilt, Copenhagen, Denmark Novenber 1980 1 Chapter h Exercise 7 | “In what ways ..! No comment Chapter |, Exercise 2 List some applications of the Eilang lox mode]. No comment. Chapter |, Fxerise 3 "Discuss ways No comment. Chapter 1, Exercise 7 ‘Extend the heuristic consetvation~of- flow argument...” In the piesent ease only ove-step state transitions axe effected by arrivals or sewvice Completions, The conseF Vahion-af- Flow ptinciple: thea [eats te the. conclosien that in the long wn thee will be the same mimber of Hansitions Ej>E,,, and Eju>E; , per unit Hime. Alse, under certain’ coiditions, the’ mean rate f transitions Ep Ey 16 AB Gye for Poisson arrivals), and the mean Tate oF tiaust tons E,,7 Ej ie Ga02'P,, for j= 9, hyn al and so, fot j= seh 5, Cetve for EkponenHal sesvice times) If these Conditicns hold, the couserlationef- flow equations extending equations U./) become. ’ ape [Gr Grohe, sr", Gas.) o Jn the following eg. (+) a1 supposed to hl. (Chap. |, Ex. #0) [B) Recutteut solution of (#) results in - {te G=12,451), ” io USER U-se9,.03, where a= ar, Using (ond E28 =1, we find a (Eat ate ® [E]_ In calculating (2) we ser ET tS) = 1/0~ af), However, this presupposes ads [Fars) then eq, 2) 15 inconect and shovid be teplaced by Ree Tne offered toad a=ar equals the number of servers that on the average Ga the long tun) ntust be in service in oder to dispese of the’ wotk load such & way that costomer ctders do uct pile up infwitely. Thus a1, Clea) wil depend on the oder ig which waiting customers ate selected Foun dhe queve, Fer examele, iF the customer with the shettest sewice time se always selected For service, then Cls,a) will be, diflerent Haw when the converse policy is adopted, It ig therelete wecessaty to specify sesvice order, The usual assumption , makin the medel dwenuble fo aualysis, 16 that custoness He selected w.thout regard to service tue requited, as in (Chap. |, Ex. #4? order-of-arnval settice. Withevt this assumption, the con servation-of-flow equatiens will not hald, ea with Poisson ataivals avd exponeutial service times Ce] Clearly, y= RBei/ Eka R= By Chea) for j= Oyhu.. Hee, when a%3, by (ID) 42) and (3), pp = DS = U-p—§ G95. CO) where psa/s Clr Ce Somer eae yee = 1 $y b Tws, Br Upp mp nbs. independently of k Le] Assume s=1 By ReaR G= 91.0, where B= (rataten) = [-a, for acseI. Sine pea, Be prlepel GeGhud Finally, by (3, afti-a) Ciha- (Site = & Chaplet |, Exercise 5 Pp FH ‘Consider the so-called less-delay sy stew." Ag in Exetcice 4, we agsuine that the mean ruber of tar sitions Ej>Ejq and Eya>Ey will be estungtal cortectly, That she ease with! Padson arial wnt eapeneatial sewice dines, ‘ecpectely [2] The conservation -of- Flow aigunent leads te SGP Ry Gag hn od, ag {one One sen). Hence, a {22 Gnqe, VURRB (eqns), whee aan, and, fr alfa, B= (Dea + SoMa! aYst Bid R= Pe (ne) Gennoen, Gassthedy Bo (Eh + aan Clo) “Ly, Ba * pq tn ated EE he + Avan When nn0 Fer notational conveniewce, let m= NO). The dilfieubial- diffesence equations (23) specialize to FAW = G-OAR WO = PO — y= myme, Bio) with initial conditions 2H) G(O=! and PlO=0 fer jan, Dyfleental - difference equations ate given only ler jzn as evidently Gle= 0 for t2.0 when jO when {>k.’ First assume an initial state Ey with {2 k. ne states & for ED lyony bel ate impossible. A felabelhag F the states ('=j-H) and an application of the above thesiem S Biewed by a reverse: selabelite sesllis nthe stated ethos dihibtion 1B) if, on the other hand, the wibal shale ve Ej with { cy then Ey wil be teached eventually Cust probability 1) and aw opplica- iow ofthe theorem leads, again, to the indicated foniting dotabuton Thus, yaconditionally, theese dichubukon iss ‘tated for 'S< oo. Italsé follows that Reo for S = 0, Chapter 2, Exercise 4 ‘Compound disttibutions' — cf. Chap. 5, Ex. [2] By the theotem of total probability , PC Bye ih = E, Pie wb PLZ, X;~ 4) Tre probability generating Fonction of Sy ie hia -EPUS,= Wh at= EF Phe PLE X= what = E, Pile E PUL Xj oad =, Pitle nb Llen]” = g (Fle. LB) Differentiating bled twice, We) = g(a), Wiad = genta + goolhal w= gC) FM = gOFO, Hence, BOD = GCA AU + gCHOLEUNE = gn + gol Pal? (Chap. 2 Ex 4b) By E(G)= bi = g'(D-FC = EQDEON. By (HS) and (18), Vig) tl) + WM) — Eoin] ® FD egrnLeUnls gn Pen —Lyen} Len]? = gti(P0 + FO -LhAn]*) + (grt egen Cyn?) [eta = EQNYVX) + VIN) E*X) Chapter i, Exercise 5 ‘Let Nand Np be.’ — ef Ex 2% Under pioceduie (a) each of the Ny balls will be left unmarked with probability x, 60 by ibs definition g(x) isthe probability that none o€ the N, balls 13 siatked. Similétly gly) 'te the probability that neve oF the Ny balls is inaiked . “Hence, under procedste la), giXdgly) is the probability that vone of the Weil alls ‘wll be wraiked, povided theb a bol plaed in all |" 1s left onmatked wil probability x tak Under procedute. (bY a ball’ fiom eitier bateh will be lett anmarked with probability £x+4y. It Blows 4hat tha Probability that wave! of the Wy (vai) bals. 1a marked ‘ie CD ence, under procedie (bh, gCH)g°H) ve, the Probability that none of the NtN, balls will be “maiked. ‘ie take equidénce io neu that The rely dle loan of balls ww dhe Ayo cells i> dhe same for! boll ploeduves IF the procedvies axe equivalent in this semse thew, whatever X and y, the probability shat no balls miaited must be the Saye under both proceduves. “Thus equivdlnce- implies gtx) gly) = gh 4) Qo 9 Chapter 2, Exercise 6 ‘For the model of Exercise 2, Section 2.2, definen.'— ef Ex 8 [e) For n= N=], we have found B= 0 and HRC = G-nrRO - KO G=42,..0. £ #ewad- Fu Byes - Ei Ree, et EG-dR,tatt— nak Riot = or ad Ey Rat = aga) & Pad) TE) We shall verity that the above pattial diffecetial equation as well as the initial condition m=NU0~ ave salisfied by Pot) = ae Tae Diffeseniahion results in 2Peo- —s, a2 PO ean st FPO = aa) — er It is seen that the expression for Plat) satisfies the partial dsFleseudal equation derived in part (@). The wwitial condition Ple)= 1 translates inte the tequirement Fle,0)= 5/7) Rida! = 2, which sute encugh is met by the proposed expression’ for Pla, 1, im “Exercise 271+ was found that if n= N= 1, then fo G-0), Ro {Sou enyit Chet dyad To this probability distribution cottesponds the ageneiating faretion (Chap. 2, Ex 6b) gla. E para Eti-eniat = ae Late]! Taree Sinee (2,0 is identical te the given Pla,8) and because of the the-terone cetrespedecce betuten distubution and generakny function, iF ie 4we that Plt) generates the distibition fun iu Exercise 2. nthe yenesal ease NiQ=nz 1, it was foundin Exercise 2 FR = Pid= = Byte 0 feral 4, and BRE = GOak WO jrFO Gener, in the same way as in patt (2) fer mel, we find FE Plat)= 100-08 Pla,o, where (2,8 is the generating function fer Rit), given Hak Ride 1." We shall verify thee PG, = P%,0 Fisst, we will show that the proposed solution saisfies the above puthal differential equation This fellowe Frew & Pe.) oP eo S Pap, & Pad PM GN APH, and the plevicusly verified sesult SP) = aa G-08% Plat) The proposed selution alse meets the, initial condition For #=0,'P.l2,0) = PMa0)= 2" By debwition, (2,0 = Bede Pee La". Equsting the ceethcieuts of the twe Polynomials we see hat “Ri@=1 and Bin= 0 fer jen a5 fequived ‘We conclude that Rta, =P", is the unigue sdlvbion The resvit, Piz, t=P%a,4), sheuld not come as a sutptise. (Chap 2, x. 66) Clearly, the process with NiO) =n say be uderpieted as the: sim ef n independent processes, each with MIO) |. Thatis, the stale Nit), gives N@l=n, equals the sum of the states nj, NCO, NCO of sndependent processes with M(D=—- NAO 1. By ae Fundamental propeity of generating Lonctions then Fyla,t= P%. “Suppose Sa, has the binowial distvibvtion .." &, i the sum of m, independent Berneulli variables, and &,, is the sum of ny independent Bemoull; yatiables, all of which ote inde- pendent and have parameter p. Hence, the soir S,*S,, isthe sim cf nr ny independent Berncolli yatiables with parameter p. That is, Sar'Sye hag She binomial dtibikion C1) with n= n+ "Alkeinalisely, the generating functions of Sy and Sp, ase (gt par” ond (qe pa)", a Hence, Sy Sp, has the: geneteling function (4+ p2)"(q + pa)" = (qt pa)", which is Fecogmiaed ao the genetating Function of a bmewigl disttibution wi” parameters nenjtn, and p Tha pier, Exercise & stant] - Pred = [8st aa]” = ware Man Le gLatlee + MERE teat + Ss aie) + a) ata EC) nea aE ettenrd, od Tous, Bet) = CE) MH)" For 42.0, and Altl= 9 ergs, [el Wt Chapter 2, Exercise 9 Repeat Exercise 7, with the phrase.” S,, (v= 1,2) to the sum of ny independent, identically distibyted foriden TERB Thus, sub has the desired mterpietation If FLA) = |— e%* 20), then cleatly l=) 0) = liv Cha pter 2, Exercise 'Let Xi XuvvXq be independent exponential vardow variables.” By an easy generalization of (5:01), PleninlXyXy,..Xq)rad= oP Thus Y,= aii XigsXincy Xn) is exponeictially. disteipoted with parameter Eyer yj Now waite (523) a3, PEK, minh, XD = yt) G= 1D, Using the fact that X; and ¥f aie indepeedent exponential vatiobles,we find that PEK, min XX KOE POX wi hb Ao at ea oOo He 2, Exercise IF "bet X, and X, be unde pendeat expentetial variables Divect pioof Clearly Plex 6 ted, Xe = minX AQ} = eM MC nat Hence, PIX rE X= minX, Xb f For t=0, SS dam pti ote Wade eae OO PUX:= minX XM} ger (523) 7 min MM paxp eye mika)» Heeroma = ect = Phanintk,X,)> #3 Preck by use of Maikey pie pert The Maikev piopelty of the tue exponential distributions Inplies PAX; = aio Xe min XX) 98} = PUG nein Kd By this and the fesmula PLA]B} = PRAYPLBIAY/PAB3, PlrinGi, KY PAXzma Kin rE PAX win MDF = Plann WX,.XQ)> 3 PhaninlX, Xa)? Xi = minX, = whieltis the same as PEK» eK min OK XOH = Phan ye Gentialization te nz inde pendent exponewtial vasiables is stiaigitt fowaid, o rs Chapter 2, Exercise Ie tAt a customer (the test customer). ‘At t= 0.4 customer (ihe test customer) places o tequest...” [2] “The depattute tate from egstenr, and thus Prem line inte sewice, equals em as long ae any customer io iv the waiting line, Hence, Ay Kays Kup ate independent exponential voscables with mean (ir! BE EX) = Beexn = gence EIT) = E004 bate te + oat am @ PiX=m) {2 Gn = hye, j4P, (m= lef thy Dit, sega) (a Psd-d)¢ Chapter 2, bxcicise 17 'Suppese customers avive at insaute Th, Th Gieaily, GW = I~ Git), and B= (5 B,t-DIGWD for j= 1,2, Assume Gis 1-6 Ten wehave Bi)= e™ and Ruel = fF Bl-BaGey = [fe Mersy = ater itis ceen that G25) holds for j=0 aud fol, Suppise it holds for j=h, Se that Rib = Cond e™ Then f yl =P Red Gcy = fF MEPL MeHg, = Hot tenia ool at kel oe yidy Mle conclude that iF Glo =1—e75 then {BIC i 5 the Rison dighivetie: with Paduerer At, o tb Chapter 2, Exercise 18 ‘Prove equation (5:37)' - of Ex.3 of Chap. 5. Edy + Tho event Zp>y cam occur in two mutually exclusive wayss | £ £i(jj-=-_— _ aftivals in (x,t yl. Thus PILpyh= e+ eye = oN rate Hence, PES y} = 1-69 - ate. (tsy) toys The evemtL,>y can occur in three mutually exclusive ways: TT No artivals in Coe]; (2) An artival at reLGty) aud no arial in (7561, (8) Ay aatival at re Cty, €D and no astivls in (ryr4y], Thus PHL yd = ets heme « [ede = MH LeM eM] + ayers = eM aye Hence, PUL, yt = 1 - e¥ - aye" (py) The two equations may be combined iutto PUTS yh = [= 0 Aa min Gy the (37) Chapter 2, Exercise 19 "Let Flyy) be the liaiting joint distribution function." The formula Flay) = finn PIR Sx, Tis ybel—e™— me (4x9) mag be derived Grom eq. (220) of Chapter 5. (Chap. 2, Ex. 14) @ ling PET,£y)} = bie PAR, Sy, Tysy3 21 aye = Sime PER 93 = fy I~ PERS A) = \ = har PER Sd us = 1 = Sim PUR S x, 245 9} =e It may be shown that time PURE x, A yd = LUN Fah) 43 where Ray)=dFbyy)xdy is the density Function. By delfesentiation we find Fay)= 8e% Hence, Tim PR>X, Ap yh = IG tem) = Trey = een fing PED T= fon PRP GAP y= oOo 6H) lim PLRD x, Apy] = ee" Ley co] Hint PUR QD ki Pap g) oye 630) = lion (Pik> xi PAP yi) EE] Hayd= ste is constant on the ifewal O¢xSy for any given y Thus Reis vatormiy distorted titeughovt dhe caveing ntessad 9 2B Chapter 2 Exercise 20 SARS aces in (15), the prpeabity that an arbiiaty passenger ig ont ofa bus toad" of ease equale PY =4}<4R/a, wheie ar ER Evdeatiy, neva it blobs Mat) foe any distrievtion {8}, 0B Tr EE G02)... The condition, R= Ty forall 4, is theiehue equivalent +o Sea 2 “ak, 7 +4, on, a fe a: £6 ane Gok As EE R= 1, we must have B= (£7) St)" The infesence be G90.) Be fre Grain... Chapter Fxeveise O ‘Suppose customers artive according fo a Faissom process. ' [a] By the Heoteu of Jotal probability te jn6 ‘, Pej Pim: 41X=tbale) = pa eg Hel. (Chap %, Ex a) We need the conditional means E(MIX) = AX, E(M'1X) = ViMIX) + EXMIX) = aX + 0X0 Unconditioninng, we derive: E(M)= E(E(MIX)) = EX) = AE(X) = ar E(M)= E(E(M"{X) = EQX +0X17 = AELX) + 92E0X) = ar + tloter), V(M)= E(M?) ~ EX) = ar + as? & APLXSeMaj} = 20" ante, KS t Ma APES eM: A PAXS Maal = paar Pie 4 EQIM=y) = Ftd PAXSt| Mea} oak aw |, i > PIM . Ht) at © By part (a) then, EQX|May . ie det PAMejrid E¢|mej) = ee Baie sre EO) 20° ‘Cop 2, Ex Ue) PrEMer rah.) = PiMegs Meth Fined Y FiMe-7 AF PIM= 4-1} = = PPM oo for gt. Utils ain We Rad neo} = 8 ‘ 7 PIM=;3 = 82" tr Gea [a] Let meet the condition 9< Hl <1. Then gtlMeiy <2 _ EB emaito fie aHt) PIX tI Mab = STE Fa esa) * Fano Now define Ape Gabe ald, By= (xiang Thus, PUXSHM gh = aA Gea). Cleasly, a seit Lee AH s [ex eoMaHO = Ey, Bin = (Cx IM) > Jt be aH) = £8, Hence Ag /A. & § < Ba/B, hey Aw/Ay & Bru /B Thus, By. (Aya ZA) 8, Se that POLS ELM= ot = Tate. mcrae a Hye, ~ PAXstl This proves that forall + such that 0-< Hit) <1, PAX (PLI- PUXeHMejiat Loy oe] = E(XIM=7) Gro) ve have: used the Fact that the mean of a nome ative Variable with distubution function FH = PAXS 3 is aivew by dhe fermula. EQ0= feaF®) = (°LI-FUdt, which may be” proved by inke~ gration by parts [e] Hi=1-e%* Given expovewtal ‘sewice time", the process snag be Viewed ao de exponentiel ace, repeated until the p-vaiable wins By G5), the wining probabilities ate afintyd and w/in), sespectively, fer the A= and y-vaslble, We dedice that in this case. PUM =(RaY Xe GG). apt ew lnsettng the above. expreoion for PLM=j ite the Termula in part (b) we eastiy derive ‘ECX| ly (yon Anaya, Alternatively, if Maj, then the Meviice time” X iS composed of i ilerwal 's resulting from ex pentutial races, By Ee eae snbevvals ate independest experiential atiables wir mean’ ln tn. ved Cha pier 1, Fretcise 70 Customers request setvice from a group of s servers @ Pe PIN] P= cerral yi ee xt) aeSee Wen’ re a oe Chapter 2, Exercise 13 ‘Condmyation of Exercise 5", in Exercise 5 it was shown that . "IP procedures. (a) and (b) are, equivalent, then ghdgly)= 22)" Using (o) we shal prove that “Plocedutes (a) and (B) ate equivalent if aud only if Ny G12) has a Poisson “aistcibytion "=! ba) We assume that Ny (o=h) has a Rissen distibuh “e a By pivcedvte (a), the contents of the cells wil be TM, and K= hy reogectely, and so Tand Hate inependent. Rasen variables wit ineans'a By pivcedate’ ), NyeNy is @ Posen variable with wean “2a” “The deeanpesitdn: piopeity expressed by. (5%, sinpliee nat T and K. wil be tndependeet Passer vattables with means £+2a=a. "Hence, pibcd does" (a) avid (LY te eqvialeck godgly = qa @ 40 gly) = gtxep g@ ® Ties tinplies g(0)>0. Now’ put gla) uid) % Insetting () nrfe(8) yields HG uly) = vice) ee Sine gla) is imeseasing in ay 9% is ula), by). Eg. H) as idenkeal to Eq. (6.00 Hk follows thaF the only inieasiny Function uv sabisfying the Functional equation GH) is of tho form ui@= eF" Care) 2s (Chap 2, Ex, 23) Twos, by @, g(a = e%(0) ) But gi=1, so by (5) I= e°4(0, whence gld)=e* Thus g@- (a>0) ©) This ie tecognized as te pg of a Prison variable witht mean a. Thus Ny Wht) has a Poisden di sty: bution. Chapter 2, Exercise | "Cousider the single server queve with an urbiited mymber Fisst multiply equation 4 (y= )1)...) oF equatian system by at Ty 2? = pat + (pei) 2? What = pally + (gilts pf)! Tek = pp tTy + (aM +p Ty+ als Adding all ese equations fesults i gla) = hg + o"(p,t pa tate That Hence “ nisy= E, 2! 2 Eee ane) = FE ae oH) = Fe P yyy = qo90 24 (Chap 2, Ex 246) Substitution of hla) nla—ra) into (3) yelds en-rd 0 g@= Tyosa Gs ) By the application of I'Hospital’s tule 4o Eq. >, at = hn gad = Glory ge Rhea, 9 I-nai., 8 = Hw Tt Two 7 oa Cleacly, quel @ Hence, Ty |= Wy, Now, N= E 4p; 16 the meas number of asrivals dvi @ sewice time, which iv Exercise 2a was shewn te be equal fear That in, HU =ar For ar=g 2a, then ELV Vean = &( eo mP)— 4) (Chap 2, Ex, oe Ceonto) Henee, EvOiNeed={ ORRES* when p> 28, had when #4 20. ) Stil under assumption of an exponentially dishibuted Vv with mean 7), we derive the second text on the ight hand side of VeCEQW-e))= (F(ECKIVee) - EX) de = (SEL el ette Ley nwt = Rootes om) de ve ~ att Fler 0 Ide 2 * Gato ee. IF 2a, then VCE(X|V=e)) = 2, Otherwise \CE(KIV=e9= Alt = aia aan B+ ae Hence, VC ELX|V=d) = { & when p>2a, (ny a when @£ 2a. By adding Equations (i) and (2) according te the y 9 decomposition fetmnala, Ey. 7, we finally obtay, for the case Sf exponentially cistabited cheradtenste gaps L “pest wher > 20, when pszae Oo oe apier 3, Exe A singiesserver queueing syst LE] by Equation G1), R= OR por BG Gad By Equation 26), for je Gh, Ty B/E AR i oar/f orkor, aire aaa © ae mo ad Eye Hence, 7 TU PR, GaGa As 3-1, by UM) the cartied lead is a BRB Obvicusly, dhe mean artival take is H=L Py AR, 50 Yr eee BEB Pere ee, Jt follows thut the offered load is w-Xr =1-e™, and a= a’ LE] Heve the ustival-vate ipa, but the effective avtival rate = concerning artivals effecting a clunge of shake in stafe age ACU yg = yen. ‘ibe, j= h Thus, the queueing system can be nicdeled as a bisth-and-death process ‘with the same parameters u5 the model of part (a). Consequently , {RS is as iv pail GO, Futdhermete, since the avtival piecess is! Poisson, T= R. We cenehde that 3 (Chap. 3, Ex. ib? Th B= Ber Gag) As in part (ad, ae fer However, te oFfesed loud is a= ar Letting Puenote the probability that ut alitiaty atrial does net receive sewice im, Llyn | [] As in the models of parts (a) and (), ayy = ATG), go the siate disttipution 11 1s the Sune iw llnee cuses Furthermore, since the urtidal process, im fbieson, TB Henee Also, as int patts (a) utul The Vitti-undoileath prscess ill not be ul ched by preewplen coupled with sevice inteserse-otder oF uttival. |n this tase sta Customer whe a1iies ar state 4 will be schued ab rae Aj, aioe in servic 2 wey which yak Flt by pte fi BP Fat fee") ; vam i 7 2d iol foe wad 1 eat Hence -32. Chapter 3, Exertive 2 ‘Custemers ative ata to-chair shoe-shine stand...’ aslo, w= i, 521, kel The corresponding bitth-and-deoth model has: aye 2,= 2+ 10, 70; me 8 Mamie m= 1, By (LD, dey Muy 4 BC+ Rah, B= MR Hence, (BRR LE] The mean umber of customers ceed per horr is armRtwR= $= 667 AzI0, m= 10, 52, k=0 The cortes ponding buth-and-death made! haa: rg a,c" 1, Wu Os Mo 8 M=M=IO, My*Zu= 20 Applying the above Limwlas we Cond CRB, RY = G5 75, to) ond a = 800 Chapter 3, Exercise 3 D. (2.5) from the definition (14) and the probabilities (33)! wasp. Seat | | ZhatMievt Bil» oa Er ata Lisa | al/st : waive all eS]. Comm By GH), then ° a’= all~Blsa)] 5) oO 33 Chapter 5, Exercise 7 ‘Consider an Etlang loss system with I servers.’ The selution sequtes the evaluation of Bisa). Figures ATT and A-Dof Abpentic A pret ihe uses, Al cially one can use atable of the cumulative Pissen diskibution, since BGa* Ai, hea he and both numetator and denoninator may be tead eff of easily caleulated From a table with cumulative Foisson probabilikes. We Find Boloas)= 2384 « goles Land Bloyo)= 4068), Accordingly we acept a= HS as an Opproxinale soldtion of BCloa) “edt, We sles Find BU6,A0=a0110, BUT, 4.0) = Boos. Thus, a devblng of the offered load does uot necesstiate a devbling af Me nomiber of sewers, from 10 fo 20,in ofder to prevent seF vice degradation, Only T servers need be added to the system [Chapter 3, Exeveise = | "An entie plenevr affers sewices..' The offered lead is a*ar=Hel= 40. The hetly prefitatopeiahing cost © equals H(s;e)=ALI- Bis,a)] 257 se = 10L/-Bls,4all-se. Hence, =] T27syi[sye[7] sia] @ Ge ay] oe | wis | esi [Sul [149 [ir | 65 | 050 [or | 00m Hs, tail oo [es [aad [289 | Boi [ews [a7 [70 Loa? boos Thus, of c=10, tne ophsal mbes of sex¥es5 19 5, and the eierpeniog piatit tate equals 4.01, The break-even pritt for eis ¢ge2.0; with 5 | the enteepreneet wil ust break een; with o> hewil iese oO s By G4), for sz 1, Ba) = = 2 then Exgathet 8 Spek Ee aad = = $B6-10)0I-BG0I, where B(0,0)* |. Solving for Bloa) we derive Bla) = APS Goo2,. Chapter 5, Exercise 7 Consider an Erlang ess system with tetrials.’ No comment. Chapter 4 Exeroise? ‘Consider an equilibtium s-server Evlang l055 system...’ in the Erlang loos system the event (next artival is blocked} will oceut if aud only if (a) the observer finds all servers busy, and (b) next arrival occuts before next service cou pletion. Obviously, event Ca) has probability Blea) (= R=T). Given (a), event Ce} “has probability a/(rtsu), by Eq. (5:13) ef Chapter 2, a6 time to next attival aud’ dime’ to next service sougletion aye inde pendeat exponential variables with parameters » and su, Mespectively. Hence pr Bisa) oy = ah loa. The feasen pis vot eqval to Bisa), a5 ene might naive aaa tealitieds aercelan ertamtare ten taritist ame Oo 35. Chapter 3, Exerciae 4 “The Erlang loss system as a oemi-Markey process.’ We consider the s-server Erlang loss system with exponential service Himes, and let A» arrival sate, and y= sence’ gale [al Clearly, 0 y= | AMOI) Bi oti ©“ ¢ [) Clearly, on aria) (06S 5-1), {ve Usa) “uD Substitution of Eq (@ into Eq. (3) yields Me Pr t xa 5 aetna B+ a | BH areba +! e Sepa = yeep Bo By recursive solution we obtain (ose sseD, @ (is8) (sigs) “ Inserting this expression into Eq. (5), with k= 5, wederive Ey, (3%): omy! W Ce apa 1) o 36 Chopter 3, Exercise 10 ‘Tue independent Poisson streaus of traffic Let the high priority stream [rameters be >, ond r, whee a7 20 and 702, and let the bw priosity stream parameters be my and 7. The two servige time. distributions may be geal For 50, tne aesage oeitoa rfe of high plasty cosovore 15 hyowh “to be 3, 22, We wish te detering og Yat The primary group sesves two independent steams of Poisson traffic on a BCC basis. Therefeie, a5 argued in the. text, the ‘primary system 18 an Erlang loss systeur with arsidal vate! A=2 7, and a mixed senlice dime “Ulsty bution with the mean 7 = (nT + O4/r)%. The total ofleied lead is am ar = 7; #2yMG = Wear Ayr, « Y+0,. The percentage, ost Flow of high piiesity customers cleatly 1¢ X,/r= 2/02 ove The same" perceatage will oveiflow frm each steam art ng at the primary gtevp, so Bbs,a)=2/0. That ie, Bllaa)=2l Solving. by use $F fie graph in Appendix Al wend a= 75 (BU0,75)= 00995). Hence, @,= a-a)= 75-40. Thus, 935 [3] Denote by af, af and at the new values of Ay, dy anda. We have I= Lay Hence, ate xine Lay = 14,7, where at= ar at = 44711. [t follous that the’ new ofevtlow ale. Coverage)’ of high prictity custaneis will be TP = Bla") = 20 Bit, = 20-0260 = 52. The Factor of increase is Ble SF re. LE] lis not pemmseible to desigit the back youp by user ot Erlang tse fyrmule which Tassumes Arclort Cather The: overtiow tealhic ig mot Bisson" Biegaiding’ tne tak will (ead Lo underestimation of the loss on the back up gpevp, one would think. 37 Chapter 5, Exercise Il & equation (3.12): Fer all t>0, 0s HLI-Heed = (eaten < Now, act = {xd Cs) 8 the defection rate is (j-8)u. Hence =F G-ou kh By 8), a 3 A= eH 6 0,2,.09 Mis beth mean soyoute time and mean sevice time Cin the normal sense); so a=A/M is the offered lead. Thus io ts EL Aon gre m & fron Be That is, : gr Plead 2Plerla) Par omit time ALi-qi (=a-5) will enter senvice. The mean service time equals wl, lt follows that the carried load equals a= ACi-q]pi"™ all-g]. Thos, gl w/e. Chapter 3 Exercise 1 ‘Suppose thaka company with a ptivake telephone network. Let o= number of flat rate trunks, 54 number of mensuied tate twunks. Assume an ordered hust sich thata call will be cartied by a flat tate tank whenever possible, Evidently, 4his policy will minimize the felevant costs. The prietity Withid the vo classes ef frunke. ie immaterial, The agseciated hovily cost is H(s,,5)) = Is, + 305 Be 39 (Chap. 3, Ex. 13) where hr af BG+,0)- BG,0], (3.18) with a= 2 erlang s. If b> 305,, let yr=0. IF HS 308,, let j* be the maximal j such that M<'30p,.' By GI), B,= 2(c6s67 24000) = 05333 andl B,= 2 (a:H000 ~01205)= 0.9790, “Hence, I< 30p, = 16.0, but [4 > 30P.= 1,37 As p> Pr) obvioisly 4¥= 2. : ed tne cost! function H(s,.5,) and ‘the telations, i> Pars f= min (4%, 8) w is the optimal number of Flat tate trunks out of a total of s (= 6,45) twnks. It is a fequitement that Bls.+s,,2)<002, We have B52)=00K7 and G62) = 0.0121, and ginee the cost stiuctuie does mot ex- plicitly account for blocking costs, 5,+5,- 6 is the optimal iumber of trunks. Hence, by (), Sf = min (2,6) = 2. 1s the optrinal mumber of trunks, aid the associated cest HOH) = WD + 30 (RB Pet BD = 28 + 30a[BQ,0)- Beal] Toy Qi = 18 +60(04000— 0.0121) * BLA. Given 545-6, the direct approach is to calculate Hly,¢-5) (= at o\(ete 0 BG,in fer Eee ou, 6. The fate oO, [2,3 [Tere Hie a) | 5.07 | 53.28 | 51.27 | 53.40 | 60.99] TAP | P00 Aguin, = 2 40- Chapter 3, Exercise ‘Prove that in an Erlang loos system with ordered hunt.’ Suppose there aie s sewers. Comider ap arbitrary cvtnes deste by Ay the event thaton arrival he finds the fist sewets Busy, and let E, denote the- event dhat the eustawer will be sewéd by sever}, meaving that the fst j-1 seve ate busy, whereas ser is Free, Obvieusly, AS As. and Eps Ay,~ Ay. Hence, ‘PIES = PUA) ~ PIAS Gelta,s With dideved Witt the first j sewed, js, Yaiction’as an Eslang loss system, 20 P{Aj}= Blj,a) Thus, PLES = BG-,a)- Biya) Ge hns) By (18), B= Bya- Bq it follows that PEs: B® Gene Chapter 3, Exercise 15 “rove that the vatiance v of the Erlang loss distribution..” We shall demonstrate that the vatiance-of the state vatiable. T with distibution P(T=j)= R= et I Ee Yeh) 8) may be expressed ag \(J)= v= a'(I- fo) First we prove the formula inthe simple case s-1. By G5), E(D)= Ehay {R= a = aa Blo) Tis a rew-one vatiable, so that E(3%) = EW). Hence. E(J%) = a-aBll,a. (Chap. 3, Ex. 15) Hence, VS) = EG) ~ EXT) = a [I- Beal alt - Bua}, By (5), a’= aLl-Bthadl, and by (8), F=all- Bled]. Thus Vey sal-fp) (=. Now consider the case 522 To begin, we expiess the Vatiance VB) in terms of 5, a and "Btoas ECD) =Ef, 42-0’ a-a Blea). Crys) ERE FR OR Epa” ae oat) 04 8) = aap-+ ~a Bisa a5 Blo. E(34)= EG I +E) at = a*Blsa)-as Bisa 4a-aBi) E*(J) = (a~a Blsg))*= a* - 2o* Bla) + o* Bsa), Hence, M(T) + El) ENT) = 9-0 Boas 86a) +B a)-a78its.), which can be reuititlen iD) = af1-B6601(1- £885, + Bis) \F the equation ef Exercise 6 is solved wit. Bls-ha) we Lind BEES, = ae) Thus, VM= afl- BG 0) (I-alBts-1,0- Ball) Finally, using Equations (5) and (3.18) we obtain MD) yea'(-#) (520. “4a Chapter 3, Exercise 16 ‘a, Show that, for evety integer s>a, Clsa) Le) A sewriting of 48) a Keo wT tdin ar numerator and denomingter by Ze pa'Yk! and introducing Blo) =(a°/s9/Ey.4 aa! aie easily desiver Cae 280) Zr al-eeay (s>a), Ww Another rewriting of (8) gives we kt Clsa)= ne (sre) em Dividing numerator and denominator dy T7240! and intteducing Bls-l,a)= (a Yen) /E Rak! we ebtain 1 C6a= Ty Goleta (oo. [E] By 0, for ot>a, thatis, for s>a+l, = (sp Bena Con Syaaderay (raed, Solving for B(s-I,a) leads te erl-a) Cls-}a) : Boonie) = Sees (eran. Insertion of the above expiession into CL) results in 1 a) = a ea Cis) = ES (srael) (3) rah a 43. xercise I7 ‘Review and reconsider Exercises 4and 5 of Chapter |." apter The equilibtium state probabilities {9} derived For the delay system in Exercise 4 and for the loss-delay systén in Exetctse 5, hold for Poisson arrivals aud expineatial sesvice times. Tis may be proved rigorously by wadeling he syst@ues a6 bitth-aud- death proceses, avd Seu applyiy £9 (LD. For the loss-delag system of Exercise! 5 oF Chapter 1, let 6 number of servis, = waihig wom size, Ax artival rate, Ma service wale, offered load &=2Yu. 14 was found that Gabe d-D, # Gasny9%m), where R= (Xp a'e! + La%SN EP pfa/a*), of, eit ot 1h : B- (het SLs we Denste. by P,P), R, the equilibtiom probabilities of being ist (dened a/s=05, and Clsa)= CtH,2)= 0.1739 accofding te fables of the Exlang delay fefimula (18), cee Fig A, Appiah A. i eae using tables of the Erlang tood Formule, We find a [Tatar Bi] Geer Base | Some | Taeb 2g | 6957] Ho | 9880 | 2975" Substitukion of the pj's inte G@) yields rae se eee Wis) [6007 [53.7 [whan [on 98 [56.00 Best choice thereleseis st=2, and Hles)= 4992 oO 45 [ Chapter 3 Exercise 2 "Prove that Foran ¢-server Erlang delay system." Special version of theorem Let (PI be the equitibsitm state probabilities oFan Erlang tess system, and let 1P*) be the. equilibtium state probabilies of an Erlang delay system, Suppose the systems have He same number ef seneio's and ideieal pacarteers dad pt. In the delay system, let QF be detined ag the, conditional probabil of state j, given 44's, that is, Qe PR/EQ oR Ge Giant Then PP='@T G #01), 8. Poof By 33), ons! Re sear UG hone) By 44), i oe , Bre PERS C2 Oh 9) Assume that on equilibtium distribution exists, se that PY > 0. Then ee ee ERP Ee oma eT Oe True Pred} for je Oh, ny® General version of theerem Consider {we bisth-and-death precesses with parameters (1x4),{n2)) and (log} (a). Assume, equibtvn state dstibukens (P33 and {PAS exist and R°>0, BP>d. Assime ri=Xjx a for j 2 0,..,51 and wha at say fer Joh. ys, for some Sz bet Qe= REL UR and Qf PEER PRO (y= 8,I.,5) be the coxditonal probability of state j, given {$5 Then Qi=Q? for 7= 01,5. Preok. The tesvit folows easily fem the fact teat F/B" = 7 Bt = Crp dy Wau aa ay) foe 3. Observe, in the special case above | Gx Ae oO 46 Chapter 3, Exercise 2 ‘Reconsider Ex W with "E. lose aystem' replaced by"E. delay eyseu’ HE will be shown that the stateweat made in Exeicise IH holds tue alco with "Eflang loss system’ teplaced by "Erlang delay eysteu.* We consider an Erlang delay systém with o sewers and edered Wont Let X be an atbitiary costemer Let k be the- state of the system when X grfives. Ler D= {Xie delayed), D= 1X is not delayed), E; = (X is served by seiver 43. Then, P(E,} = P(E,,D} + PLE,, D3. First we calculate PLE,,D3. Write PLE,,D}= PLE;IDS POL Given Poisson arrivals, PID} = Cy., R= Clsja), and given exponential service trmes, P{E,ID} = V/s. Thus PLE, Di= $ Cla) Next we calculate P(E,,D}. Observe, {E, D¥ i eginaknt to Lk $s, E;,D). With Risson traffic, Pins sh = Ee gh=I-eC6.0, and conditional on KS s the probability of sesvice by sewer j without delay is pj /a, accosding to Exercise (i, since the system Fonctiens like an’ ‘Erlang bss system when k fe. Hence, PIE, DI = Pls, &,D} = PE, Diss} Pikes), = BL pct] Mt Follows thar | BL Coal + pCsad PES © where §,= af BG-I,a)~ Bio]. By CHE) the mometater equals the loud ' py cartied by the j'th ordesed server Hence, PLE = Gaia, ). This sesult might have been easily devived by employin Little's dheotea , L'= AW (see Sec.5:0, by which p=” PAE Ya" “97 Chapter 5, Exercise 22 ‘epeat Exercise 5 with “Evlang loss system” replaced by.” Wrote CARE a a St ad ata function is H(sjc)= x25 - a Plwrashloo - sc. Ynus H(s,e) = lo — 40 Plw>os} - se. By 125), PIW> = Cla) eH" Thus PWro.s} = Clean ore™ 4 follows that sTe~r [eal Cee) | ssuil en] 57 | 05m | est | 00a e=-OF] Goes] -3679| 13/ | 1353] -0a2! [0498 PEW>os}| 3367] 10% | 0301 | cota | 220 | coo Wyre) |= 84] 079] idol tot 07 | -cof Thus, at ©= 100, the optinal number of servers is 7, and the ‘cestesponding profit rate equals 80. The break-even point for eis e* 100 + 180/7'» 126, Given this operating cost, the eutrepleneyt will byeak even for s=7, but will have a negative’ profit rate por &¥7, in cae the entrepreneur may select any customer frou the queve, the profit will be maximized, for any 2”, if the cvstemer selected 's the one who has waited the longest, bt ls than Mt he Chapler 5 Exercise 73 “Consider a lO-server Etlang delay system that handles...” scp Js] a | w fe = EW )yPa) =| | Ca) ease 6 [iol we | a fo] ae 7 z wea) case) [iat Urpae| 7072 cose 2 fot my [apa 092 48: (Chap 3, €x.23) Note, by (426), Etallul>o) EQwiw>) 9-0), “Tne: lesson is that Clsa) depeuds om sand a, wheieas the conditional mean wait Elw]yl>2) depads on ea and yo The £6 to a 1/3 wmetease th A is a 100(04O8-21015)/o/013 = 304% sycense. in Clea) and a 100% jnctease in ElWW>0), A t/a crear ia el, desulhung in Ahe same a, alse leads te a 404% imesease iw Clea), bOF the inetease in’ EW |W>0) will be 167 9% /Ubelsal, whee 9 =a/s, Tins, [Chapter 3 Eeieise WF] "Iwan Erlang delay system with service in order of axial.” By CHaH), PEW>t| WoO} = oP aud by HRC), ELW]W> 0) Gates Hence, PAW > ECMO I Woo} = oP OR. os 03677 Chapter 3, Exercise 25 Consider a telephone system in which the central office ww. In an Exlang delay system with sevice in oider of astival the: waiting dime distribution for blocked customers :5 the. expove n~ tial didttibution PUW2t|W>0}= e~"P9, see (124). Hence, if a customer has waited 20 sec.,his remaining waiting tame. will otIl be exponentially distributed with sean Li-g)ss]! ue thing He customer should not do after waiting 6 xe. se to put doWn the receiver and 4ry again immedalely if he does that and waits until he gets through to the sever, he wal cease the wating Line’ by an expected 209 secs’ dye 4o those customers whoythanks fo his xash ack, got ahead af iw ia the waiting line, A beer choice is 4 hang up_and wake another call Too secs. later, waiting until served. "The. ussociated expected waiting time will comelge te Cio) lr sul ag T 09, As dhe Lioniding, Yalue is less thay 1/Clt-prsu the cusemer may be veder off everg bling, considered, calling lobes. g 49 Chapter 3, Exercise 26 p = Clsa) EQw*lw 0) By CLA), with otdes-of-astilal setvice the waiting dane for Llbcked dystomere il be exponent dittted wl der Cegisp. Hence, Ew'|W7d) = 2/cu-grsia, se that Eq) = 2600. ware By 142”, o . aque Oks B'W)= Giriept pe The vatianee i6 desived by substitution of these two expies sions into Vow) = EQN) -"E*0W). "The tesult is, = LEO, Vn= Soret Chapter 3, Exercise 17 ‘Let W be the waitin 3 ind T the sojoutn time. S21, Hence, by OH) and (45), f= (-adai With Bisson wisivals T= Fj, 2¢ the pobability dhat an arbittary customer finds j present i the sgatem i ut Tadeo G-gh. 0 The probability thabhe will obseie- j in he queve-, gen thabthe sever is occupied i PAQeglWoO} = Mu/Ee, T= 6 nda henge see also (4.23), PLQejIW>0} = Cael = 64) ® Now) assume ofder-of-arrival sevice, The soyutn tine. will be the guun of +1 exponential cervice times Where the: ebability distribution of 3 (and tieiefte oF jr) is yiven by (D. Fhe. coud tonal waiting tine is the sumet JH expmential (Chap 3, Ex. 27) service tes where the thetefore of (+1) ig given @. rr —— Consequently , the seyivin dime and the conditional waiting dime. Botow the sawie distribution in dhis ease, namely fobabitty distibutien of j Cand P{T>t} = PlW>thWooy= ehent accetding to eq. (404), Chapler 5, Exercise 28 ‘a. Consider on Erlang delay system, and denste by L..’ Suppose acs, Far convemence, let Lyand Wq denote the mean queve length and mean vluiting time, sp., and fet Le and Wy dence, the east naaber oF custameds ior dhe sysfeon aid mean opin fine 0p By WA) and G9) ¥ > -Euoe= Evo o = oat § Exeh- 8 = Clow Eati-3) The mean of w he sf pala $ -p/p 4). Hence, Eyty KCN" =H = S/0- Hukon of this exptesri¢n, and a fewtiting , yield emetic. distributiqn with putamete; Lys a a Finally , by (427), vey Ly=aWy TE] Clearly U= by* a and Wy= Wy+ d. Hee, vsing The velatic:: Lg= ay it Follews thet Len AW, a -51- Chapter 3, Exercue 1 ‘Prove that ia an Erlang delay system with ordermof-avsival sevice." Let Phe the probability thata blocked customer will still be in the, when nest artival takes place, Let «be the pwbabity that a blecked customer, whe Jens dhe. queve when & custeme’s ate waiting, wil sk be in the queve'at next atsval epuch. By dhe theorew of ete! pyotability, P= poy PIQ=jIW>0} “Tne urtival tale is und, a5 long us all servers ate busy, the sewice completion tate is sy.’ Thetetete, by (523) ot Chapter 2, ou Asusa) is the probability, iv ull-busy tates, that oext evdut wil be adewce campletiou ‘abner than an avtival. Since, wilh sewee in elder of artival, the blocked customer will get wto sevice befete next arrival if aid only if at least j#! seivice completions occuf befete. any arrival, 4 pe te ner By (18), PAG={]WoO}= C-glpt of pei. Hence, if pI, 2 (j-—! jeje (gy ep ie Pe E-ghptiopy= |B U <1-S oaag Hence, P=— as asserted, Chapter 3, Exercise 80 ‘Let N be the number of customers found by an artival ..” Evidently, eq. C114), Plwoe|we 0h = £2, PiW>tIN=sej}Piqejlwoo}, holds forany Exlang delay system wridless of queue: discipline. By definition, PIQ=j [WoO PIN= 5433/2, PiN=ork}. Foe nonbiased eve disciplines {Ni i6 a bistl-and-deally process, independeut oF the qe Hine. Hence PIN=KY, and theiefoie- PEgeyWa), he the sane er all nenbiased qd. By 4.05), for oider-ol-ayrival sesvice. PignjlWras = tepel Get) 1 balou that fot al inonbiased gad. we hove PGE Pc) = (egg! Gail). Substitudien into (41a) shows thak PLW>t]W>0} = (1-92, gi PiWotiN= 594), for all nenbiased queve disciplines. Oo 2 Chapter 5, Exercise 31 ‘Consider the differenti ference. equ AAW oF 0- Be (tz0; j24).,F,0-0 © where © is aw atbitvary constant Define Figo E, Rina a HERO = ch Oxi c5Oxt — G=Ghord, oe Riba = ox¥ BOs’ — oF Fiat , i Rex', Sh as Fidhal = o£, Gd ~e. be bE bd) = eli Flat) ® Hence, Foyt kde, by which -wadet Fix t= Fx, Oe o) [E] In the case of a Peisson process Eq UW) holds with c=» und Fjtls BU= PENtt=5} , accosding fo! Ey. (25) of Chapter 2. As Fud)e |, cleatly Flx,0)= I, 90 tha inthis case Fit) = ene tet 8 eM” By Eg. 19) of Shaptet 2 this is the enetabing luction ofa Rls dstubution with pataneter yt Ve Yolowe that the probability of j artuals iw [0,t1 equals RO = SP ea)... As long as there ae at least 5 customers ia the systan, the depaitite process is Poisson with parameter su. Let RW denoke the probability ef ¢ depattures within’ Co,€) , assuming that all senveis ae busy. By the vsval argument, Flt end = ROC hyul*BOhse tol) Weg s.) sh) (Chap 3, Ex. 31¢) Hence, with P,@=0, E, Rte = Uh E BO hay EF 200 edu) Evideutly, Wilt)= I, Bw, so that Wylteh) = Ci- nga] Wy + hu WO #0000 G=9)5,., where Wl0=0. Hence, FEWKO™ gu O-guWO eee, jo)... WL] (£4. (5) has the same form 05 £4. W. Consequently, if we define Wi = % Wi’, © Bi then, by ond 1, Wy) = Woe EOE ” Le] Wyl= PIN>OINejrot= 1 fer all |. Hence, for x <1) Who = Ext = * 8) POENP a} = NE Povt[N=soibgt — Cogeco] A U-PE Wig Cog leh oe Wye] = (1-9) Whe Toy det t] N=e #3} La] Let the test customer orrive at t=0, Dusing the dime oneal Lo,h] one of the following mutually exclusive events will occur: (1) The test customer departs tram queve , (2) A astemeratives, (3) A customer ether than the test customer departs Frou queue, WH) Neisher attival nor departure from queve (system) take: place; (5) Tuo of mote offal ec depatluies occu Event 1 precludes the pessiblity that tie: test customer will be: piesent in the queue of fume het, and eveut 5 has preb~ ability oth), Disteguiding teams of etder’ oft), events 2, Sand 4 have probability “Ah, Cj/jsDenh and I-Qraih, respectively. Hence, by the theer ent of tetal pxebability, Wylhet) = ah Wy (8) + rn 0+ Cl-O.+eakl Ye) + oh) , wo [20 fae: Wed] Hence, FWD = rVijaid + rsa (O-Orgowhid G9)... Wo], @ wee Wi= 1 G=6,... (Chap 3, Ex. 326) [LE] Define f Wis BW OL, Geaboiveg ie pathievtas, Wi?= WhO) =/ @) Suppose dhat Nt has the Maclay sin series representation WiO-E WP Gg)... i) Kecording 40 Exercise 80, Pit hea} =U-pZ, grils) Bye, Pr tIW>d} = pee E ivy =p gl +E Swe) | nee Ero gh = "and a change ef the ciier of sumaxken yee Oa Phurthioo = 1+d-9F $2 ew i) Repeated differentiation oF Equation (2) gives, BNO = 1a ye fw ~ Or ZW Cyegy.gv= iI Setting #=0 we obtain Wes Wi? - eeu we? (veta,., Wee a Wy? + pow Wil? = orga We? (AH) Fist we selve fer vel, Recalling that Wi | far all j, we easily derive G9.) oo (Chap. 3, Ex. 32) Next we solve for'y=2, making use of GO. The tesult is Goll+ 2] Gea, i. 49) WS emesis G2n (+) By oo, jw igg Ewes ~enh, sme F For OX @41, ea PAs ~hnil-eo=Iny. Hence, oe ew By >, rs ae is Ewes oaths £ Eygpigeal= alll gf ation] Now tet «= a+ £ Considering S(@) as a function of g, diffeceutiation results in ASQ /39 * EH, is chet Theiefore, reversing the precess, S¢ yet han ge = © + (i-g)kin (IQ) — (1-9). Frou 80)= 0 "we derive = |. Thus Byam > 9 Ure bn oe it follows that Ewe cule - Fein gt Finally, substitubion of the found expiessions for Zit, hw and “Zo Ry gh into Equation oles PAWothW>o} = | wae Sean + nt -le- Bh or Chapter 3, Exercise 23] Let BW) be the diste bution finction of the busy period...’ EET BW be the distei bution finction of the busy period. Ik ie clear that when Service is in feverse order oFarrival, then for all N21, the waiting time: io a buey period mitiated by the presentiy' sewed customer Cuhose Yeinaining dime in Seqvice Is exponentially distributed) and. including all attivals latet than the test customer until he is etmitted to exter service. (The caine holds twe for a Sr Ale stew Et xe) Monee Ef an atin stones; PIWS t|Wod}~ Bl. Te follows “hat the. mean valtang, tone for waiting customess is the mean of the busy period, that is, EQWIW>d)= b= rAi-p), by itd Chapter 3 Exercise 3y ‘Show that tim TiCn: By (7) and 8 ypu, buat ee Bit Tiln) = Gr Oh 9) For f= On, tin GY = hin CPG mk > Cogo'4'] bin = opnijy lin ant omniyt im ME ES OMY where, by Equation (33), # is the statistical equil:briam probability of 7 busy servers in the Erlang 's55yshem, o 58- Chapter 3, Exercise 35) ' Four seurces shave access to two servers! ~ nm number of sources, 9225 7'= 27 mis, acl 3 min _blocked custourers cleared The lacking probability i» grew by Engoets formule, 1 Seypee a “that ia Eq. (779 fer j=sie W[n] = Since ae TCH and og) 2 TLS) = aac" «20888, Teacpee Wi * the effect ef qomg from foot to five sources ig a percent inerease in He probability of blecking equal to P= (oo COMGI/ TL) - 1] = 80% Te calculate the expected number ef requests far some pee hour, Say t, we go through the folowing steps a) QOd= (a7 Te tose ray, Gale at\l -(-8)Rie) where ot =ndAie3) (78), as aAi-Tn) (79), WW) Te Gala 200 For n=4 and n= 5 we find ro ri z 7 neu |e sects Bie even | 40a ne 0735 i BB-osms | 10s Tre lowed ovnds fort are Sand 10 tespectiely Oo 23. Chapter 3, Execice 36 | "Vetify equation (8.10)° By Equations (68), (8.2, (8.6),(87 and (68), PL>83 =" Plrt| Nes ay} Pll sx) = Ele BPR led Fe 5m em ele Sc whee, gta = B+ gut and ‘ oe Tee ayer Thus 7 payee eho RT St Semel (oe Pryce EE See By the substdution k= n-I-s~}, ateeet® ‘ems ts Plott Boke OMT Defining x= su and y= gut the desblesun may be written a a 7) ) ore nH iow SP Hence 60" Chapter 5 Exercise 37 Nesify equation (8.18) by disect calculation’ As usa by (8.16), then E,iWtrd=(Eaetel + £ skal) +E (y-0 Re] 2a ED Ryall ” By (89), C) By Wand (2), = 4 Pln] ® fe Bigln-l]= PIN=s +k) by 8.7) and Uk +/ou = EQWI fiom nto (5) and application of EW) Zp-5"E (vl see (8.19), gives By 9), Rind mat) Sipe, = no! a Ben 7 EC gba + Eaters 848 be) = (Eontgeteea «Zen pera t'8tel) ops By @2) this is seen 4 equal 2 . foe = £(n-E 4A Feo Fegte-P RLM = nF, 4A ln]) Substituting n= Ejigj RO] = 0/4 from (87) we nally ebdain Blo a Bind ~ ne ® By Mand &), a cw) E,8le] = all ) ey aoe Chapter 3 Exercise 38 "Reconsider Exercise 35, but instead of n= number of sources, s=2, y"!= 27 min a blocked evstomers delayed Te begin, we culcvlate the state distribution LBCmI}y, for a= 3)4,5, using Equations (83) and (84) Biel] =o] i= i [a=2 [a-a[ pew] ios naa tie | One [cate | ois [= = n=] 4548 | 2870 | oras | cos" | 0008 | _— n= 5 5975| mow | 07s | ora | 0018 | -0007 [a] Blocking probability. Be Emon E, Go Re E, Bis) = aorr + amis = 90285 P= EACH = 0.0495 +0005 + ao00s = o0she The percent increase in blocking probability is P = 00 l( E,m%Cs1/2 T5041) - 1] = 909% RMU LE] Requests for service per hour T= asu'= 20a “for a BCD system, iGLod + 9, Gow] Ril +2U1-Glnl-RUA = 2- 2A Ca) - Ral a= a= 2~2-06548- 0.1910 = 039%, Ts Wan 7298 as a’ L- 20587503264 = 04986, t= 20a = 9472 Upper bounds for are & and 10, respectively (Chap 4, Ex 382) Server occupmey. gr et O3ttH’2 = 01947 g = one /2 = a2ya3 Ql Mean waiting tise Bq Eye, 87), (84) and (B19), the mean doting tine in seconds (és 40) Pll] EW) + 401 RCS +2805})=Yo(eor70 + 2.40015) « 27 see f= S. E(w) 4C( RU +2 Ri +SRL41) « Qo(ectis 200054 +3 acces) Le] PAW 45 such By Eqs (87), (8.102, (8.10) qua (872), Sse Plo ths oper Ee ST Bloa) where pee) = E+ our a) ana ce = Ble ite) with + measuted ia oniwtes, Fort=314 win, es @"*= 06065 and gtt)= 185. Alse, 31M and O45 = 1/18, 4 ce GOS) aye ty ~ SE = acoae, PIN>SA} = Ge + 8S) = 0OCHIF OUT RS= 00177 Coe RUT atte a= StH! = 0.000204, Pivl> 843 = coerR(1 +185 43") = conn oGe6S: it = 00946. “63° (Chop. 3, Ex. 984) LF] Proportion of time a source is idle. Evidently, teh ( neti f= 27/(27+2:760 +3) = 2899. f= 29/(27+ SH/g0+3) = 0897. Compare with upper band 09. Chapter 5, Exercise 39 | Equations (63) and (8.17), shew that aT fe) = (n Assume a BCD cystem with quasi- random input generated bby a sources and with exponential service times, By Eq. (63), Rll om a 7 T= Seep Gobo. 3) Clearly, Tlr] = 0. Thus (6.3) is valid also for j= n. Fusthenrase, exteniding’ the summation to include k= n does not affect the value oF the denominator, Hence, by (63), - (o-) BED te ¥) Til > en — NKR (44h oun). () Now, by Eq. (8.!7), n- 2 KRb) = mr ale Inserting thie expression into (9) we obtain aTfrd = (ne pPSROT (j= 01m) 7 “oF Chapter 3, Exercise 40 ‘Consider a single-server queveing system with quasi¢andont,” The queveing piscess under consideration is a bitth-and-teqth process with A= Wn-Py and Mj 5M for 47 Oly n. Use ef Ey UN) teavits in ther equilibrium stale’ pyebabi tities Pond =()a*RCn] — G=0,...), with B= y/u As I= I} Rin] U+ayRlnl, Rin] = On Ge Gham). oo Since we deal with a queve with quasivardan i pur and blocked customers delayed, it is Hive that Thln]= Blr-11 Yor all 4=O,l,jn-1. Hence, by on, est Tien = TERE Ge tjhyne Chapter 3, Exerciee WT ‘Queve with feedback! The arrival rate of new customers to the system 15 2. The effectie epotture rate (from system) per customer in setvice is (I-pst Thus the queveing process is a bitth-and-death process with the. patuweders Ay= fof all mand y= n(i- pe for On Sel, a= stl-p) "for nz s, Offered lead :¢ a= d/Li-pyl The state of the system behaves precisely as ia an erdinaty BCD queve with parameters 5,» and (pa. Also, Tha B doe to Povoson article, wihese {Th ve the arta distribution for new customers. The equilibvim psobability that a new arrival finds all sewvers busy equals Cod Em ER lacs), with Clsja) given by Erlang's delay formula Eq. 48), Chapter 7 TA single server serves customers of tuo pri classes. Poisson attivals and exponential sesvice times aye assumed for both customer classes. The parameters ate », and ym, fr the Ingh pviotity class, ro and mz for the low prierity class In parks £ad—C&) preempiver-tepeat pristity deecipliny will be ‘assumed. Ea] By Eq. (513) of Chapter 2, the probability of preemption For a clase 2 customer who has st entered or-stentered service equals /CA tM). Hencé, the number N of pie- emptions expesienced by a class 2 customer has the geo- metic dist bution PINSKd = Cae) Ate Cheah) TE] The accumulated service time ofa class 2 customer ic not effected by preemptions (uhich in effect only interwpe the service), given exponential service time Onl preemplige- repeat tule. ‘Létting $ ‘denote the tolal tine on atbitiary class 2 customer dccupies the sewer, we have PISs t! ent, @ pst as if there were no preemptions allowed Let Tdenote the extended service time, composed of the actual service time $ and the sum EM X; of the N time intervals ducing which the customer preempted From service: T-8+ 2x, @ Since Nand {Xj} ate independent, by part ct) of Exercise 4 of Chapter 2, E(T) = E(8) + EODEOO, “ (Chap 3, Ex. #26) where EtX) denctes the common mean of X,,Xay.... Now) E)= a, “© d Aagrad » Et) = RG = Re ) EW: 4, - (>a) OO) 07 7 Eq. (5) follows from Eq. 2). Ey. 6) follows from Eq. Cl) since a Vatiable with the qeometic distiibution PU=k}= gp has the mean q/p . See also Chapter 2, Exercise 2a. (eM=ar) Eq (7) Fellows from the observation that each Xj is a busy getied iw a siugle~ sewer queve with only class ' customeds. Twos Eq CID) applies with Ta! and a ay/j Substitution of (9), (6) and into CH yields ECT) = pad ® atin? Fae * T= The setvice of high-pretity customers i in no lay affected by the piesence ef leweprictity customers. Thefefete, the waitin time W, oF an aibittary class | custemer will have the dittibu- tin given by Eq as}. Hence, by Exercise Hq of Chapter I, PUN, > #3 = COR eH. Be @) [2] Conditions for bounded delays High- priofity costemers : ar < I Aa Low- prictity customers + 2k + & <1 Under the expontutral service time assumption , the femaining) Se/sce tne ut pteenphon wil be ekpenttaly distorbutad with mean sl Hence, iat assumption ef preeupive~ fesuine prictity discipline dees not change: dhe tesults in parts a-e Oo Or siotity tesetvation Let Ag= eastbound traffic call, rate, ry = west beund trafhic call fate, M= service rate "Hence the offered leads ate a=Ag/a and a,~ ry/py fespectively [2] Suppose 1S ng 5-1. A westbound call will be cleated im werd ohate gz eon) whereas an eartboved call wll be cleated only if = queveing ‘precess can be medeled a5 a bitth-and- Sonily Ag The death ptocede with “A= nerdy for |= Of, i Pen ecls nye be 4 Ohh ye. By Eq ioe # ee 2" thew (ety) B= ba P er eas (s-mak,, ag R= onto Eas eg R. Deu = sm Gah tes s-m, (j=-mstyons) As usual, @ is found byuse of the condition £5.59 + on eastbound traffic = R Loss Less on westbound taéfic = EB a Chapter 5, Exercise WF In order to minimize ite telephone bill w.- [2] Equilibrium state probabilities frr flat-rate queve. The equilibrium state probabilities {Pj} forthe Slat- rate: weveing system can be fund from the Lllowing equilibria Bate: furious OR the Oytrd Baz sa Ae fet 9M Fey MW Rat oH Rain By recursive solution, (a,+a,)* pe “ore fe Ge hon 5M, 4 UGee (aR Ge sys, and i ‘ , =! Cara.) (a, * L = Re (f, See + Spe Ey with a= Dyfp and ag= Rei, where ay¢5 IF G25, then R= O for all 3 [E] The blocking probability Bl (tay? SRT Gear Observe that calevlation of Bls) io facilitated by the formula. Bls) = 5 Bls.ata)/(s-a,(1- Ble,a4a) , ed, and the recirtente of Evetcise bof Chopler 3 ag is easily yer (Chap. 3, Ex. tte) -O- [2] The overall cost per minvte, ele) Cost parmmeters : = cost per minke of a flat-rate trunk, ye cost ofa toll call for the First minute ‘or fracton thereof, a= cost of a foll call for each additional minwte of Fraction thereet Letting M denoke the rade number of I-winvte intervals beyond the ihitial l-wiadke swterval » obviously els) = cs + n/Bla) Ly + EM] singe B15) is the average oveiPlow tate oF high- priosity customers tequesting secvice from the flat-rate! trunks, and iy + EDs ic the mean cost ofa ell call Now, given exponential service dime with mean w', the probability of holding the line for qt least | wore minute equals €* at the start ef each |-wminvte intessal, Tere fi PIM=K} = (emo) fer h=O,),.... Hence EM) = eA/(-€) an ete) * cs +ajlyt gep] Ble) TZ] Mean waiting time fr ln-pronity els, EQ) Let We= waiting time of an arbitrary low-priotity customer, Observe, fy = BisV(a,/s)2(1 —a,/e) for j= 0)1.,., and, For N equal 4o/ the uttival stake of the eustewner, ECW lnen))= Gull Hence, fr acs, since Mes Bj, EWw)= E, Fw) Ne sop Thy = Blatant! Ea (494-2) = BEd = By = BL Conlogeus wth E201) [2 Occupancy of Clearly, p=1 ifa,2s. In case a. Gara, Pj batho) Gata jot es fate tt das) Pn tars) = Cassy, ja susgpts) nate Paes ] * PU tei Gt, Puth ju js) + Uystilans Pi ins joel? at hat alte faba thos) Ply dandy) * Guten issn acs) a spe PCa ds 7 MPU ajujyD * Gea iohth bs) + GPs Pda ta Ont fate? pte ppt) PU deja) > pt 4s-s) <5, smcarcaamkis (re + SPC aoe + Gera PL pes. Coeraye apa nets) * (yt 3) fs! fas 4s + pio js) at Gs" 8) < a) + Plies Gem ey m ath teds) jade. Onsite tise lj fa) * Ghesn ie sistas) eae Nrautim WEP duds D4 Gstirs PG feist) (joe jaa dome) Puja) = it is *8,) CaN EAE Teen) (hes + Phat! pe The solution is of the sane type as in case (a, nannely 8 Coad Oy ugh gg) = Ua" OniMr® Ondo, (06 4rmadtiss)$ s PU barks) = Te | haa oy (Chap. 4, Ex. 26) [2] Witt « switdhing capacity the stale desesipton must be- Gitano 8) where 45 and 7 denoke disetly and maitecHy connected call between A and C, This complicates the equilibtivn state equations somehal but worse, she decomposition propetty is lst, se thak the solution weltud above: ie wot applicable [a] In case d, denote by sy the mmberef trunks disectly connec ting A and C. ‘Observe that j,>5,% Us, jsses) with stinlac Im plicehons of 4,25, and jy73. The equilibrium state equations ae mic Oy gese ns it) Gated = (agony): Phir bhai) # MPG felt oe (jemand), + AsPUsdayiel *4ey, Pt jg id) fotmantt is) cos : Gookbienih A ptlasPGndaist of (F500 Oni rigtet it Goad = 40 NPA Nik Plu ot Gite + HsPUi ges! GPM, PYM jugs) sen Ms)” Sy x2 93), Dr jak Dy bsp) Ont fap Migest ays) ln § = Geyer, DG hands) © 4PC5, sich © a », Nya foe fe) oF ik tarsi? ich + AsPlinkots* Geran fogs) Onsite jos) Pn jnts = —— Gitlgc desu iron intone), D, Plychiuis) #z sees) oF 425, fe srlirsis9) FMP faa Hye ase eD Ciueet foie #455) Pj tabs) = Gaz si fer Gr) obsteaned, We hcteaPlyietys) or Usggaiatgee itatensy + APG pja gee? 26 Gliy-aeayfnenouhseg. Again, Ane solution io ef the same 4ype as im ease (a7, namely Osiat, co Poin te forall feasible combinakons Gufufg?- Ae usa, io Froud Rem the “condition Pu gcas dye -60- Chapter 4, Exercise 3 LA gtoup of s trunks serves Io types of Rissen Valle on a BCC." Let 4, be the number of ordinary calle and jy the mmber ef wideband calle in ptogiess. Then j,+kjy 1s the tofal number of trunks that are held. The equilibrium state equations aie as follows, assuming 4,20 and 4420, On gs jet damd PGi * (0S jth, $ 8-H) nbiythho PG folk wm +42 Bets 40 + Goda Py hah Ont ia gtd) Ply Jd = (s-h6 Gtk <5). abn Bien ao + Gt Patio Ghats taped Pla dp) = Gtk p= 8) Hee PG ped o By dhe same considerations as before, itis seen that ihe solution is given by Plinid = md! Only” (05 kins 9), ¥ * where r e= | ule aah [Fine PE Denote by j2= [i] the highest possible numberef wideband calls in progiess. Let © Ub the probability that aw ordinary call is jest \and let Fy be the probability thata wideband call ie lest. Then, clearly, Fr Phitkj= 93 = 2 Plo-kies go, and abt sciek sie Be Plecnarcjempsed Ey EM Bat) +E Api “8 Chapter ¥, Exercise 7 “A group of s servers handles n types of customers.” Let T@)=0 if x40, Too=1 if x>0. With this notation the equilibfiom state equatiens cau be wititten CE x Toe jo+E tam) PU sein) = (ose hat hon ) ode cs En PC " Vda dh dea) +E Gem Lp Plasjfeth jawed» CE jet) Pivipronge) = EPC sfntech fond ( whee jy dtuotes the number of customers of type t,and jez 0 The correspondence between LHS and RHS Yeims’ suchas ATOM) aed sO TAP fo fad e06® mese adicates ‘a selution ofthe: Poin PUndaeovin) = where ,as ysual, © is determined Prom © PU jason jn) Let Q be the equilibrivut probability tha all servers ate busy, and fet R be the probability’ that je* ki while net all $he seo vers are busy. Obviously, BE jester ovins w where Girajoesy frderr) (jujoeapo! 08 p.6h, 2 = hyn, Zee, and ee BE yesh tains @) Se (Gutvenial get His Oh des ke GE, esd By the assvinpkon ef Fisson artival steams, the prabability Boinat « customer of type i will be blocked equal R-R-k @) o ar "Acgtoup ef » servers handles tae types of timers on 0 BC bacie.! [a] The eqvilibtivm state equations ate, foe jn ja 20, (Ont Grady jun? jad RYp id = os iis) ne get ie ieee ((sdcnss + Gre Git) +4 On 4a jal RGy jd = (° ins ss) Ta ehpo Hleja Dy Py jage-D = mintayn) Cyto! viiete a Gye apd Bint = hes, Hee Lapel pcD (ae ee) iB atl) In case 89, the equilibsiom states 4, and 4_ ate inde pedtat AP +), Py a and ( he bs sea feet Prep Cohai7erant P< cb agiee®, lon Tas slagists that iy the presen ease whois: Gc ae wil hase the piadict edfrtan Bingo = 2H" Goke, (2s a) Foy gil feasible (jy, 4), where cy is determined fom the ation ERM EPG Gud = | Equation ( is verified by notin that the equli brim state equation can be deco ite uations ef the twe types ARCu{d = Gam Plithta) ond oe Wr Ryd= ea Be abewine tefl snliefted by 0. LE] Customers of 4 pe | ative ia Piscon stveam Thee foie Th Uy jit Pip isst? and Ti Guid= Pojuid @ Sift 43) ® iS mint) By an anulegg 40 Ea.(26) ef Chapler 5 the equilibrivny piebabi ility that'4 customer of dype Z wil aitive in state (jyjd is 6 (Chap. 4, Ex. 5 8) SAE Oni nid (% ichte) ® =H ay (n-idy BOG) jek mince) By (1), then, . , wi Go cinese Trlnid= oho EGE Ge) & We shall deai with the 4uo cases $s and n>s in tum ass. Hese minlan)=n. Obviously, Trl4,n)= Plpal 0 For juin-!* winlsned, Eq. (4) gives, after Yeuritings aay ry eye ame OS juries, Ty? eee, (84 Sas (Gass) Comparison with Eq (0 shows tha Th Uy i2)= RaiUufe) ge Ue frtaé =, and ie mle. Ths we Ye atl ie 1B m8, then TAG ID" Balika) Far 08 fy Se amd fy wala 25, Here win (syn) = vrints,n-i) (25) and nm} >0 for all Feasible jg. By CS it follows that, again, Omran eye Tide eneol e (2hisiss,) in Yu ee oar ES BAEC ER \ is mnnn Comparison with Eq, (0 shews that alee if nas , then TG uie)= Fang fer 04 iyr}n $8 and 4, $ min lyn. Note thak des pie. ap peatances, the ‘range of 419 not the same- for TAD then $s and whew nye," since in the later case we have st wade the substitdtion sxinlsa)* ainlsye-D. We concidde. hat, for ang nz, si Trjnid nid (08 chs *) ® fee min) a Chapter #, Exercise 6 | Calls axsive according to a Poisson plocese ..' For jy ja 0, the equiltbeivn stale equations ate (aaet Ot RSG + Maas) Pid= Ges jeend Sea AyD nije ee Ramet PUchid + Rae + Gale ih ad + Gene PU igs Caen + jut hae) Plnid * Green) wa ahd + aon lind + DaPCnfeD (aatchg tik Hat) Pljnjo) = (iss. ty Tan APY A A) + gained + Ge PGel 4? Cum jaa Pid = Grea peed j faT Pda) i=itl emit Pht mem, Cleaily, @ eelvtion to the equations fo 0s eta Ptnid- GemaPine — (BEE w Manin Ospesy mama Pint = GolePyied (D582), om will alse be a selotion tothe: equilibrium stale equations above. (Chap. 4, Ex. 6) By recursive solution, (0 yields Pind) = Fre (FPO eden Ds and (**) yields 12! (mong je~fo)! = OLpovty) Ponid= Feat APO (IG) Combination of the two equations and the substitution +a seovlt i NG cas (re) or Peds When (roA)= G22) ne cull is lost Pang tunk 16 idle, and every call is lost iF all trunks ave occupied.” 6. (29) ef Chapter thee Fay = Cat tygryp!d &. Fortherihove, “this ease, bo artiving eistemer will with equal picbability be diecled 40 eutey idle Hudnk. Consequently, #he s+), occupied tunes ate uctval diauin ut tandem From the ating trunks. By dhe legyergeourertic distibuton PGiLieh) = GAGS We olous Mind, tore (ying) = (p59), \ = PC jet Bagg i agheeiee? with the evived Format Hee Ag, 48, Site Ale siygebe dak dee formula holds alse for ny2's, and ai% a4, a8 it does Chapter 4, Exercise 7 ‘Costomeis axtive- accotding toa isson process...’ [By the theoren of total probability, we see = 8 Gh y9) fer ang Yh 1F ys. aig at, then she model specializes io the Pa Wess mel, wf vee by Eq 3) cf Chapter 3 (Chop. 4, Ex. 7a) With tandowe server selection and py = 4,741, cleatly, all cambinahone of 4 busy servers have equal probability. “Sicee the number of combinations 18 (), Poa xed GYR (tee jape map [E) For xe 10,1), the equilibrium state equations may be wiiten a 4 ‘a (r5h Ba + Bn) Playa xo = (OSE wey ce) a aefat (Portintd+ Plo cyaata +4 PlsomkearecD) + (APO ard AP tt aR 4 (sey Ketel, (x) Plead = (Sx-s) (Portrayed + Blatant ++ Pla tg peerl)) Once mote, these is w pairwise eovtespondence belween LHS and RAS tetms Ik ig seem thatthe egulibiivm slate equations will be satishied by Plxy,..x—) satisfying AEG Pl yor ted = 4 PC yatheakd Oxy20, O58 R58) Let % = Pto0,...00. By O, Playekgy otd* $ ALB, for mel and Ei, Xm] e] Ge. x2 Ofer 4K), This Finding, cam be explessed Pou ind By tecorsion, W yields Pla inds SPAREN (Zain. d, net) Nokice, she Feimmula. alse holds for Z x= 4=0 Fonaly, teviting this foimula we obtain (Eeep-1, xt) = to Blind EY “tah | uel iad As usual, Bis found by thenownaleshon eonditson o “er Chapter 7, Exercise Network of queves.’ [4] Let a, denote the mean avsival rate at Q: . Obviously, Dem AL Aa Pay Asm Pads Ay * PAA The artival process at Q, 16 Riscon, By Burkes theetem, Hen, {he equilileion out put’ fom Q) v6 Poisson. The assign ment! of this output by lottery leade to a decomposition “re independent Poisson sHeams with tales a= 9,0 aud rsp tespectiely. We aléo nole- that the iin of two independent Priston stithas is Bioson. If can be couched that the put do every queve is Poisson, so that each queve functions as an Esldug delay system with equilibfvu stale probabi lites giien by 45) and GU) oF Chapter 3. Thus, for t* 1,2,3,4, In the following it will be ascumed that au <6 For all é. 4 Furthesmese, a5 a consequence of Buike'e theetem, the stoles aie independent, that ie. Pn favindd = RGD RGD BGO GUD [E] With Feedback From @, to @,,the mean arrival tate at Gio X= A+ Compr + (papshae im this patticular case ,theiefoie, the mean artival tates ater > . ue te Lek sit) be defined as in (LID). Thea the equiliotom state equations as a+ ayb4) + 4d Hs4o +4) Py judoried = + mid C49 at) #984649) Padus > Pla jajn.dsANlf paPCih jlonid +04") py Pp fjsrhd tate exPlach tothe) tLe Pay Pte teh jeder + ASG) PUtartneh fed tA) PUgaddyt) Gojeji?2 (Chap 4, Ex 8 6) Consider the following Five equations obtained by paiting oh LHS and RUS of the eae oc stale, ee ty PCa jatar = aa Pls jd ADs AMGD>PO nde jnrjed® A Plichtwiscin *ailjeD paPUct itt, fie Halad Pn hts de) * MCAD PPh ju des alg) Pa terdsefad Gil eps PM ja darh pods Hal) PC ju fas jo) = Malet Pa Pip ath ee)? + Molise) Poa iath iat) teams » @) @ W ©) His easily sew that a solution to (-(5) will also be a solution to the equilibsivin state equations, (3), alas Plt jrhistid = ANG) fe Linford Subs hin ate met tead Dg A? fe Pliner fan info BY and Yedttiig. ea T= Fak Pla juin = ari) Plt jofeide A seutiting of (3) gives s Plichieinis) Plithicnjuid mio = m4 Pa Plavivivis) PPhiubid* which, by (9, simplifies to Gp = PL Plbehiel juin) MYO” TPP Plithioinde Hence, ed T= pate Pliwinds, ja) = Malet? Ply jth jie Sunitarly, by %) and 6, ye Par Plrljus-bid Mss) im hak Plgph inion) > whereby ish T= pat Pljn devise jn) = MaUdst Pn ju jsthge co) om) wes) (Chap 4, Ex 8 b Contr) Equakions G),(H#) (43%, have been devived Prom aud aie equivalent 4o Eqsatens (040,00, Eq (has the desited Porm, aud we shall keep ifthe way itis. The final equation, (9), © fedundant Te see this, combine 1) and (5) into » Piatt) = Maljee? eaPG tr judd *MSjoeD Plasto) By Cond em, the sight-hand side equals [ech * TE] APs ad a Ploes Simce, Pip * Pry I~ paps This proves tedundancd Wiel eiteidde that t-te) obe equivalent 4 the i 4 system oF equations, MN PUoderjsrjn) = Mi Gatld PQ yt jas fren) ( PCy jojo.) > Melfe” PUieh judd « U) Plan jes docdy) = HaljseD Py jerdsth jad (8) 15 Pin jarjordy) = Mayu) PGisjusten jet @ wheig AF (i742,34) isthe mean aatival tate at Q, Recbreive ‘selvtion of Eq. (C), for example, gives, for Fixed dosfssday fur whe eee HA 4 9-Ds Gusher iss do = yh ! Pin joi) SPS = usith) The matginal probability of 4,, 2Uy)), i¢ found by summatio atc Firs 2g Re lua yeoman Diane over all ee G9), Gir se, Sethe. In addition it nag'be shown dhat the cond-tion for indepealence- id hold d= PDRGORGIGA Gagensyy 0 $0: Chapter 4, Exercise 7 | ‘Closed netwotke of queves.’ [A As before, let mele) * fame if iy 80, an d= samy if 42>, The equilibtiom otate equal ale a6 alone, ee GAG) # Gd + + pad) PGesdes sien) ™ AUC PCG Bh fs J) + Hades jd FO Mit GPA jams it Ge 0 foe = yy, E52 md Consider the following m equations extracted fom the cequilibsion, state equations, A149 Paes) = Hai Gt teeny “ MOP Cia sons im) Ms GADPG th jel dm), @~% ASUIPG a ferrin) > Ha jee) Plan fathisleajs a Haim) Pini rfmd * Mins) Pertuathin his — (oma a —L—Lrt—<—~—ressS—sSS () Ht ig clear that a selution to these equations will aleo be- a gelution 4e the equiibtiyn state equbhens. Anyowe ef the equitiens can be omitted. We choose to discdtd (I), Now wiite = Plot. o)x Pah Hindr 10), Plininmtrint8) M1 Bl D6, 0,0)" PUjsh 00,0) oe Go Pinon PGnfesoatmirie-~ fen By a similar tewtiting and the application of E a, Factor wo 2 on the right can be ed Prine 0) Phe hGyer0) Pl Pig naj d0) Pim, -6.66) ~ Plmy0,..-,0,0) * Bonmistya, 0" * pi Phiirteka Hi, ed an a" ay HGS Gat) 9 (Chap 4, Ex. 9a) Proceeding in this manner, vsing Eq. k’) for Factoring Factor wo. K, we deduce Pharr de) * PlriOh 00 AAS” Arey « where , for k= 2,3,..,m, t = Ae | (E79 Maal Beak) Mea Er F.5). (Sat at Bight Cancellation of factors in (#) sesuits im Pundit) ® CPCn8, Ot minfraga (SEH), where Qua 1 ak 20, QGd= Cada GoT if ped Finally, using LPG yin, iq) = | and substituting the expeedsion For ii We abtain TQ oss, Plintonin) tte (2886) iets im) Taw ee ow where S= (Uitte! OS Sn, Lye n} and Tre probability Ply jurvjm) has been wtten a @ product of Pactois dependent on jisfurmrdmy teepectively, but the tandem variables Ny, Ng...) Nm axe not inde pendent: The teason is that the sed S for which Eq W) apples is neta product space TXIT,X~X Iq, IP, for instance, Nz, then N= 0, ¢o that obvicvely, Mand’ Na cannot be independent variables, (Chap. 4, Ex. b) [E] in the genesal matel, where a departate from Q, ath piebbiity Py goos to Q, Gig2ht,..,m1), the equilibiivm state opakiens aie EM Plated * EE, -£5, HD Pes pire aferheonjue heer dend = 964) Pu Plies ®) We chatl venfy that the solution is of the fern (D, that is Plannin) * Fe aGO/ Ep FEQKAD, bot whese, fer some” Kx, a) a aoe Gilgen) Alien (Basan) Fata = Ade E mlsenc agd Qa + HAGE aiden Cancellation of the commen faster Thay) and the ose of @) fesults in a . ae i . Ears EE, pele Dp Se ag, +E nde Hence, Emigo [1h - nx, Eel re shetety . E walt - neta Ema pa» 0 “) This leads to the requifement that Peale) = eX A olution fax? Crh ee) © (x2) exists provided all queves'temmonicate” — J 93° Chapier H, Exercise 10 The following medel can be used ..” OBS! The sesver gioops have been renamed: G> He > Hy For group H, (digit trunks for dialing) let s, be the marber of Cex panedhial) seiveis with setvice tale 4 and for qveup Hy Unne slots for talking) let 9 be the number of (exponen tial) sees wilh setvice ate ue The pooivlly that al severe i Hy afe busy while a server in Hy is idle, hinplies 5,45, siace. 4 call holding a sewer in Hy will at the same fer hold a setier in Hy. Leb 42 calls in dialing pliase of im waiting 7esitien, and (eh jy > eal in talking phase. Let ml4d=4ay iF 9,<5,, MiGs Spo if 4,2 re ajoitiom shake equchons ate for jude? 0, OMFG) + pabld) PGo ged = (OS 44.580) MPU chad + MG eeDPly hae) +t mePlju et, Cano + jana) Pid Cyriarsd A Pliris3d + aye) Plt ed Hence the equations DPA ® etDaaPin get (06 tries MARU id * APG rho) COS ati JeAePljn dd ® MaG§itD PGi fed (OS Gres 4 Self to wh il die solve the eiibuam sla e ations Disteqarding the last redundant equation, selving the other fwe 1e- evisively Statting with Plo,0), we find Pug = RGD RGD (OS jrjes ed, ahete cme (4,65), 620s wad" oe rine {Eo csaqsso, RT GE Ce pes The coustant © is determined by JF, Pluie = | o 9 Chapter ¥, Exercice I “The feilewing is a simplified vereion of a model in the preset aodel, the customers wie the fies of any of Hee types, qsing dlsough phases whose dufation has an expoweictal dtl bution” Tie overall attial tate is A, and with prebability pe La n1,2,3) a fire se of dype ¢ A fue of dype I ra characlesieed by a single phase wstiwean TU, tequtriag the vse ef | five. engine. 1A fie of type 2 gees tea Uhiee phases wish meons TUE, GW, 12), eequting I, Land | Fise engines), Fespectvely Afite cblype 3 hnus two phases with meins 7t8) and qi), tequiting Land | fine engines fespective h The fines puss Hough 4 metwetk ef urbmte- sewer queves, Ip Ae Fine te dances jy fy te dees eve of Fires io Brogiess , und dhe punibers in aquase brackets indicate. ow wnaing Hie engines ate needed ia eacl? pliase rin ane qos seed ped fos J Tene, ky i lar feality, the network ie composed ef three independeyt quevein systems with arrival 4ales 6p, PD, pd Tespectvely The Fs Weveing oysteu ean infaile reece? queues alhose eqibtiom Kstavoked. by Ey. 42 of Chapter 2,15 B= (Camoryerr™ The cthec tue queveing oystems ate andew queues. By Botkes theeiem, ‘the input te each scovsifoenr eve is Riesen, se that also hee the state satiybles follow a Peissew disttibutien, and, further more, the eqilibriom states of tha queves ate inde pendent. Hence, Pisoju tah)» Sa Erase tang Dinivintahds SE or ee where, © = exp{-Lpartinepaantars pagent paranenartsl} Tre dstsbukon ef ee een te oe 9 Chapter 4, Exercise i2 ortioning the moments of the overfl stribution.” [a] The See state equations for the disibetion Th, Kykal are Gat frie the hk) = a h-hh) iptios) + CYA I jet Kinky) * ORD Lf) Chg igh) (eran (ats th, thD hls, hy hy ahCshky, ky) jes + a, hs, kr) * ahs, hyha= 1D ky + Che kesh) hg DC Kh? We shall verify thet happy iad = PCR (AYE “ wheie k= kth. We begin b: shoving that dhe sugested shin satisfies the equilibsivm ctate equations. lusedtion of the ate expression for NUjsmy Kx) auto the 4wo sets of equilitsiom stele. equations , and a stiaiaitlorwaid deduction, result im Eqs, (33) and (24), tespectively, hich ate always eakefied. Hews, the suggested solution is indeed the soldtion , at (east u 4o a factor. Now, it is easily show that Eqs ai hlykiy he = PGK by the given expression, yystasit shevid, 60 the expression “does give the covtect uglve. LE] By definition of a conditional probability iykyhe) may be expies Sed 26 bUjykghy) = PU,A) POLK, the IN= A}, By comparison with, therefore Pil mk Ne=hyl Nek} = CK) 292" ) A binomial vatable X with parameters (np) has mean EX) = np. and vatiance VOXY* mpli-e?. Heace, EUX?) VOO*ENX)* pad +n By UH, for Nok, Ns a bine vasiabl wih (np1= Gxyapfa). It Pale abgt EWINSK) = KE @ ECA Nek) = aCe (SY + © (Chap 4, Ex id) [dq] By), Ely E,lEMIN+ 0) = EIN). Hence, EWw)= # EM) a (2) By ), EWP) EyCEINEIN=W) = E,(uO-Dew 2), Hence E(ND = (SY EQ) + SU- EMD, ~” EL By (9 and 7), VON) = EWM-E%N) = (LEW Er] + %1-3EW). Hence, Vad = (SVN) + BC 2) Ec. (2) Dividing Eq (0) inte Eq), we get Vd a VOD gy Ei” 2 Eq) * (Ia) Letting @ = VIN)/E(N) and 2, = WA/EW), we tind for prea/a, aol = pila-D. @ [2] By ©) and ©, when n=2, ECANIN® k) = ECM, (-NpIN= x) > KE(NIN= K) ~ ENN) EE tk (t= U- Dike) ky) = 0-H EWA-M), 06 Hence, E(NN)= E\CEINNeI (WN) = (NDE) = 3% EXN), By OH), Thos, Cou(thN,) = EWM) EWE)» # SEva)-Eun], @) C1 “oT Chapter H, Exercise 13 "Show that whee ay ay= os ays 0 and then When a= (7 O and 2y=2, then Eq. (1b) becomes ePQ-D = ja PL) Geb tugsD, AsPlerergPle) = ou Pls) (j=, : aPy-D=4PQ Getta, aPlsN= GaP) — (j=) The solution, in terms of Plo), ie P= 4 Po Go Ghose, Flere arctan PRO. Hence, and by Eq. (48) of Chapter 3, iFats, Chapter 4, Exercise I “Consider agaln the premise of Exercise 7...’ For a BCD queve with hebeogoene, expen cers and tandom selechen of serves, let Pliyytesk)= PAX2%y..Xertor =H When Ef, xs, the equilibsiom stale equations die. precisely a iw the BEC qieve of Exercise 7, with Aix, ,x.,0) veplacing Pls %s), When Zé,475 (x1 forall’) and k= 0, we now have Cn * Ex.) Pliyonyxg5 0) * (Bx> 9) (CE) Plsytes D @) ACPA Ky Ge + Play po XO) 4+ Play Raptert 0) (Chap. hy Ex 4) In addition we have the rate: up = rate down equations APU yk = EPP al kD (keg). bem) By subtraction of Eq.(4 for k=0, from Eq. 0), we desive (8 x) Playas ten0) = (Zq-9 (#0) AC Plats Xas 4410) Posy haya, 0) + Ply Kes Xs-ls )), Obsewe that (**) is dhe resnaining equilittivn’ slate equation w te BCC case of Exercise 7, with Plip-,re,0) instead of Play..xe) We conclude that hr k=O the colution is the same ag in the BCC case except far a proportionality constant, PU yXe = © Pliite) Oey t= here), By (+, (=) Utleaton of (0 and the definition 9 ~ a/ 3,m, lohlization Facet) gue PU t= Cg PUD (ke ht. @ Substitution inte the notwmalization equation leads 40 Vm Eg Prat +E, PUpoals ~ OF gs Pinte) +e Pu, WE, ot reuse zc + ec Pl, a @ Tus, the equilibtions probabilities far dhe BCD queve ate WD, and), whee (Pix,..,%03 aie the equilib ef the cottesponding BCC queve of Exescive 7 “99. Chapter 4, Exercise 15 ‘Show that, if a>, then y= when o= 0, ¥> 0 when sz | %* aBls,a), an Waleare (82) 320. Cleatly, BUo,a) =| By G3.) and (22) then, w= a=, This should come as no surpfise, as the equilibium state ofan infinite- sesver aysten with Poisson inpt has the Paissen desttibu tion with parameter Grea aud variance) equal 40 a. we all-a+ e2l. By Exercise 6 of Chapter 3, Bloa)= ~2BS ten Hence follov the 4wo equivalent equations stiraBead= 28% (520, Bissha) ai Bese») . fer Bisa) Sel ore > Now, forex ty wae gta Cogan) © sodas a8ee —Coyaand BED > af Btoa)-Bowa] Coy] Bisena)] “= >a [Blsa)-Blsolal] Coys] As usual, let 3; denote dhe: lend ov the. th ordesed sesver ia au Ejlang less system. Gy Eq G18) of Chapter 3 Fou> aC Blea) ~Blor,00] and Epp = aC blond] (cased ld‘ el seve). Tews, fe se, va @ Ep/e0 > Feu Accoiding to Messetl; L2T2T, of Sec. of Chop 3, B, > P> Ms Hence, 321 > Ef" GAs > py. The conclisien tien is ere wa o “100- Chapter 4, Exercise 16 “ovr IO erl of Foicsen traffic is offered te a group of 10 servers.’ The exercise requites the use of the Equivalent Random Methed: The case js destibed by Fiquie 4-8 for n= 2. Offered loods and server gicup size ale Parts (a) and (b+ (5,0) (06,10), (53,a)= (55), © te be cucu Part Ce) (oa = (0,15), (e,a¥)= (5325), © as in (acs. [a] The valves of B(5,0.) and Blea) mag be air ~ “nas ~ 2080 @) The estimate of the lose fet the system as a whole is 18) a : nN), LI BUITILD 028 eee 7 201% (3) [E] Afker increasing the loads ov tie pianiary cups vy 50% dhe ney offered loads wil be t= IF and uf 75. We “sirall eotinate the losses en the overflow aioup a6 well as tiie systear 25 a whale ascoming the old ceiver gloup sites , 5 +10, 6,5, and © = 8. To begin, the lene on the priming graups afe, by ig A, Bls,a%) = 8(10,15)= 0410, Blea) = BLG,25) = 0.458 tee (Chap. 4, Ex. toe) The culculation ef aw approximate equivalent tuslom system proceeds aloug {he sane lines ao in patt(a). Tae tesvits ate ae fellows,” y ats 615, 23, ats 510, 526, a= at eat = 955, vrs ote vt = 1640 ate vyer= 173, Ges yes 3 ater-= 103, Fervent + SEE ots = 117, Thus, Cora = 11,146) debine the equvaleat randew oystew having the’ approxiwate overt'ew character: tokal euesflew from the buo otimars, ay iacdease ja leads. “ €5 af and oF of the baller the 50% The eotimuted fess oa the overPlew group is new cul culated fo, bythe use of Figure A-2 in the Appendix, 2) Ti+ Beteaa _ 81 @ and the estimated les for the system a6 a witele is ¥ atBGtiewa) | 26809,190 +78 “) “108 Chapter 4 Exercise 17 | seen _trafhle total 0 orl is ofeced soup of 10 servers! primary group oneal IE ages] 7 overtow group > Total overflow As ina similar case in Exercise Ib, the total ovet low from the pinmary group is, characterited by the mean and the Vatlance oF the equilibtium stabe- oF a ficktious infinite-sover backup group, equal to K = (a,+4,) Bls,,,a,) = 215, He a(lnas eat Brea Gray) = 435 High= priority overflow By Exercise IZ, mean and vatianee of the high-priority overflow stream are , respectively, a= ata = 9, Ble,,a,40,) = 107, a> (stad e+ gaell- ada = Lor Equivalent random systeun The decision on ¢ will be based upen a calculation of an valent ravdom system (5,0) whose overflow has approximakly the mean and the vatiance of the ovetflew stream of high- Priotity customers From the plinaty qieup. Fist, we caledlato- v/a, = 151 (Chap 4, Ex ID) As a first apptoximation we calculate T= H+5ala- = 393 Coy cms], ge Fore) 4-1 = 435 Coy (7160) Hence, by (TIN, (Ce143eMayra- 1 = +2, a se that the equivalent random oysteun 1 described by (sa) = (4, 3.72) Calculation of Our estimate of the less of high-psiotity customers on the System asa whole ie aBlste,a) 3.72 Bl+e, 272) Tee The smotlest © meeting the tequitement T< 0.01 therefore. must satisfy the inequalities Bl4+e, 3972) < 0.0194 < Bre -1, 3.72) By Figure A-1, B44) = 0.0092, B(B,372) = 0.0223 It Pollows that the size of the overflow group should be- e=9-s95, For which T= 0.0068. “105+ Chapter, Exercise ler the Erlang loss system with hypetexponewtal service times! Let, be the number of customers whese sevice time is axpaverhal wit mean 44;' (with probability p,), and let 7, be the number of customers dace sees tae ie’ exoomental with mean, 1 Guith probability pj). Let Pljnjg) dewete the eqvilibsim prtabii that the state’ ef the system's Guje) Te asendlentet Flow equations ate One tL + ditt jee) Pp jad = (08 44.65) Pacis ofeeey til a + GI, PG) * Gate Piet (Gum * jase) lind = Api PGrhid *Ap.PUokr® — Grd 8). From these equations we exttact the following tuo sete ef equations, ap, Planta) = Gita, Plath 4 rpPlivid= GePaPlinier — (OS jirfacs) Wa) (OS rhs), The solution of she abeve equatons, which alee 1s a selution of the equilibrium state equations, is = plant Oo ¥ Ie follows that the equibsivn probability that altogether 4G frtqn) customers will be in Service. equals PUvid © (0S jrp Se. Bo Zi Pingd = BOPsBeeM, os G8) Introducing the uncendittongl mean sewice time by t.R Lh Bw iy it is seadity verified that % Bo iar (0se68) Fo g %: Chapler 4, Ex ndoss saciable x oN Cet te * then pal datiodder J, ye can eonclade that EO) > WG) 0 wrixiure of uidepembent, expe = Ee, REUN= 2E. p, OX) + EOE) E00 = 2 E, pag? = CE, pag By Schware inequality, (2, ¢:b;) £,08. Hewe, (Epa yd >a EO WO) o i -107- Chapter 5, Exercise ! "CPT. Boeke £1968, unpublished]. ) Consider a bicth-and-death ptcess.! Consider the Mackod chain of states innnediately fllosing eyeuts, where an eveyt is either an artival Ceavsing a change- of state) or a depattuie. Denote by Ej, E;,, Eig three sth cansecutie states in stahstical equilib. Fer each 42 @, by the Markey property, PLE, Ean Eh = PLE Ey, Ei," Ei Eig Eb + PAE Ejay Een En Eige } = PLETE; , E,y= Gia} PLE, 61,6.) + PLE, Eig, Bi. Ej) PLE,” Bil Ei. Ej Now, PLE: = Ei E08) F = 475%, ws Eas PLE, = E5 ,Ei.n Eyal = PLE, + EianEs The first equation, for instance, helds because with prebability "h an exeut is a departuie, and the enitinal piebabilty of departure stale Ej, gious depatlute, egal T Inserfing these expressions and writing PRE,«E,1E,=E,,}'= PLE, > Ep) we obtain, For each 420, TY = Ty PLE} > B+ Tye, PLE; > Ey) 9 Clearly, in PLE ED = atta and, by (3), , % for 7 =O)1,... By substitution of these expressions into (), andl reducion, ‘we. find ia = MinMa Go Sh) 0 (Chap 5, Ex. Ib) 108. [e] For a titth-and-death process with n sources, suppose: the arrival tate in state-|j (ED, 4~6,1,..,n-1, depends on only the iPlerence ne}, ie mle) * Kotg); where #070 is any fonekion By (, Mp led HU Td (y=G 2 ond os Rb, Ay OTEl = T00 = 0,1,...,n-0) @ By Eg. (3.15) of Chapter 2, the outside observer's distribution ia aystem with nal sovtees will satisfy ADHD RD =m fle (j= 0,1, 0-2. @) A comparison of (2) and (3) leads to the conclusion thet Tyr = lr y= Ahn for any Fivite-cousee bitth-and-death process with %ln~ fli) and wy? for 470 Chapter 5, Exercise 2 urkee theorem’, “For the M/M/s queve. in equilibrium, the sequence. of service completion epochs follows a Paisson process (with the same parameter a5 the input process), that is, the avtput piocess 16 statistically the same as the input proces.” Let, and Ty be two arbitiary consecutive sevice completion epechs. Define Fit) as the, probability that simultaneas ly Ty? Ttt and the ‘number of customers in system at +t equals j. Let myd= 4p if pSs, ayds su if 77s. @ Blteh) = G(eCI-akl + o(h), §lten) = FOL - Osage +f @ahs off) Gi, 109, (Chap. 5, Ex. 2 0) Hence, ako TH? 2 ago, abi) AF = OMI ABO G90 with invtial condition Fl) = 3" for p= 94,2... itis aesily found that Rin=Tye-™ ‘We shall verity that the complete solution is FO Te (424, j= 12,0. wo (has been shown to produce the: sivitt answer for j= 0, and it cleatly sutishies the witial ediditien fer 4 = 1,2, Tus it femirne to demonstate that the equahon satisfies the dMeenlial-diMerence equations above! for j= 12, Substitution of CN inte the. ap propriate differential £d: Phe rene, equation and some simple célcslation wid reduction yield aT = «Ty (yt bbe. (2) That this equation holds can be seem by making the sybstituten Tyr =T,, which results in a special case of By. ef x.W, ot making Mie substitution TE =, witch testo. in Hue core stivationef-Flow equation Af, = Hie, jth. We can therefore conclude ‘hak evr 'Equutlon'th ‘decd gives tha desited probability Rw, all Fad 4 ] Let FO denote the probability, that T, > Trt thetis, Fi = PUL-T> 8). By (, and the Fefinition of FG, Fit) Ms 2 ~ Ere 3) Thus, the dime cepatating 4wo succesive deputlutes te exponentially dhotributed with the eaime meg as the snlecartival tines. to (Chap. 5, Ex 26) Let x-%,-7 and let f, be the minber of customers TeFt belind by the departuse at Tz, In equilibsiver, Pjet jo 8 = [ba aljsdde = MGeDTS Lede Coy cn 2 Mie pe oat ey Ma & =Tye%, fey cy] Ths, Pasir = Peg Piet, ” which meano that the length ef the inborde pattie interval x and the umber of custdness in the system ak-the start of the next intesal_ate indepeadent variables, Denote by Ty the depaitute- epech subseqient to Ty By the Masked property PRT fT al Tep, ©) By 5) T-T_may depend on TT, ouly through fy. But, 1g 0, Tea te had pendent oF 6 “Wchco Tey nape of Tt. “An’ extensita of fhr> Ungument leads fo. the~ eone|ysion that all the intetdepatfute interval lengths axe independent variables q Rematk. Nowhede has the patticulur fora of the te MG been ved. It is worth woting thatthe hele line of proof applies 4o any birth-ad-deuth pieces with bigth Tater Oia a for Ail y£0 and death “ates uyeo and ag 70 for Kel, wheie’ he A and sis olily ince dhe condition “for the existence of ax equilibsiun distti bution That is, the output precess is a Priston process with tate a alse in the general cus, uot jst for an M/Mé queve o ot [Chopter 5 Exerciae 3 ] Sole Exercice {4 of Chapter 2 by evaluating the integral.” SFaly- dB 0 Jt is understood Fle = PUR 6 at, Ayla) = PLAYS 2b and Bla PlTye sts "random ole a pupae rand aid backwiatd recistence tine abt, tespectivelyy and Ag we Independea, ai ubles y and Ty= Re >A, Rael that Feo 7% (aR0), Coy ib, Chap 2 i i-e™* (06068), Ras (ire (2 EGP) Coy Ea 530 Chop] Hence, x Yee BGn S Faly od = tle 14h). yst: fCi-e SP] ne Max = [=o - aye yet ty) = (Cle nea 4 Lette om tle = ate Ya minty e™ Chapter 5, Exercise 4 "Let N be a. new ifegee- valued condom tasiable Getario = Zot Pig) > Eyralep ie? ~ gle, Qo oe Chapter 5, Exercise 5 ‘Consider again the premise of Exercise ¥ of Chapler 2, but." Xz, (hy, 16 a sequence of independent, idewhcally distibuted nonnegative random variables with distebulian fone Hon FO) = "PX St} and Laplace ~ Stieltjes Hansform gler= (SURO. Nis a nounegahier, wteger-valved taudam vatiable sth geneilng function gla) * E42, PIN=n} 2". {Xi} and N are inde pendent Te] Let 8-0 P=, and Sy HX; iP W2t Cleatly, Pls, oth = Z Pin Pisce) = © Piven EO, where ROO* 1, and EO, n2tyis the n-fold contolyhon of Fit) Thus, lelting ytsi denote the Laplace Skeltjes transform of S), yls) = ey Pls, se) > E Pin nl PeMuziy > E,PANen} lg)” Coy (6501 = 964s. LE] By differentiating yis) twice we obtain 9 gy yO = gyn 9’, YS) = gH GD + gGenloor® As 401, y= gi go, P= g(N GO) + gC gion? Now, g/(= EON, 9°) = EWN) EWN), G40)=-E0), 90) = E0X. Hence, wio)= - EWE), () and yt(0) = BODE" + CEWY EOD] ED, thereby yMo)= EQD VQ) + EN E00. ® 3. (Chap 5, Ex 5) Mean and vasiance of Sy may be desived om the Laplace Shelkjes transform as follows ECS) = - yO, VESq) = ECS - ENS) = yr Cy@l* Sy Wand (2), then, E(S,) = EMDEO), VCS,) = EQNO) + VONDE*O0. Chapter 5, Exercise 6 ! We shall show in Gection 58 "WO ia the M/G/t queve vith service order of arrwal has Laplace ~ Stieltyes transfom @cs)= fre Muwle given by ae Neto, ® , where pis)= (ed is the Laplace ~ Stieltyes trans Porm 2 service-time disttibvtion fuachen HO, with avean (Edu, avd p= arcs, where Dis the attival rate.” [a] We shall determine. the mean wait fom the elation ECW = = wr(0), Dibfereitiation of (I) tesults in wt - AB, where Fe) > Allg -miane st], tod gts)= (sat Obserie that #(0)* 0 and gif)=0, However, 2°) fins, wts) can be evaluated by a devble application of I"Hespitals: rule. ae (Chap 5, Ex ba) Firet we calculate FS) = al-g)s 9", 9s) = 2(1+aq@)(s-all-non)), and, since M0)=0 ond g(0)= 0, we differentiate again, ebtaining £%3) = AUl-—) ys) + All-p) 977%), gS) = 20 +ani? + 2aqtols-all-neD. Hence, £40) = AlI-e)(r*+ 0%), g= 2-98 where 6% is the service-time Variance, axd we hee vsed that amos rcrr= =e. Finally, Foo EQW)= ~cte)= Fey/io)= $)/Q40), Eww = x55 (+ @) LE] When seivice-times ate exponentially distributed with mean M71; then the waiting-time distribuhon function WC) is 0 cto), wey =f Taper" Cason ® Thus, w6s) = Petaweo =P il=0} +17, ettawee) Cap) + pa fReewmntgt (9) gauox This feovit is in ugieement with Equation (I), since in the case of an exponeitlial ceivice time! distti bu nts) = m/(u+s), 90 that (1) becomes. ny we have. stl-9) w69) = SAEs aloe 1-9) has Seuoe go ons Chapter 5, Exercise 7 "Show that if G(t) in (29), thea FO) Since the intereient times have the expoweutial disttiby- tien with parameter a, GiS)= | - 27% the mean of the interevéut interval Ys B= { xdGe) = 27! by (19) the equilibrium forwaid tecurtence time has the di®tar bution Foo which is the same as the distibution of the inerevent tones Chapter 5, Exerciee @ Nenify Equation (713). The equiltbium feswatd recurtence distribution Fd is given by (74) and has the Laplace - Stieltjes trans fom =r) go 44D (710) Hence, 1 spt + inxs) ges - 5 at Since both numerator and devowinater equal eo for s+ 0, 410) 15 eualuated by L'Hespitals tule 0) = = fli SCO Amv) 1 HO | _ a wteet 10) = ~ & hin 25 oe 3 As pt=GxdFO) is detewined by pX =~ $10), we have $+ ny) o 16. a_ Show that [) Define R= Fy-t, Te Ty, where Ts tT, for ach, sth some gs Assume! oc xdy dt a #12.) and + we have- PUT St Te RST, 29 P Teun -cee-marey css ey +f [G(t-¥+0 - @ct-¥] aPeT SN teyene The formula is disiniple- consequent of the falloving ebser vakins: (if Testy eee then he eat TC Ree Teiyh mined occur; Cid IF ty eT; Styx, thea the ever will econ iP and ong if t-T} 3, lin PUR Su Tpsy3= Af Ca9)-6b143 + Af tocsen-coplas, ea it L which by further tewtiting becomes Poaay Me A ves + §GM3 — pf Ga)at in PARE T.Ly) = f'Buad = f Hence, lin PUR Sx, Tysy} = AF O)-CONDEY toxsy). creo 7 $ By setting x= y ih (7.207 we Find im PUL gay) = a flop as . $Co)-corsfp 3 {34(Gy)-6e) whereby Le fin PZ, ¢ y= pf, 34608) By differentiation with tespect to y and the subsequent 4 suvstitution y=x, we detive lin JPL sx3 Bxd6W (7192) which gives the equilibrium prebability density of the covet iatetval this atse worth noting that by setting y=so in (720) we fio again FO) = lie PRS Baldy wa -118 G3] We shal peve Hn PReexlTen yh =F sxgyh (za) Fitst (721) io proven under the assumption that QCY) has a disceatiwity point ak Y= bviovsly, i this ae ce Yn PRsx Tey} IPR ssiTey) = A. By (720), lin PUR Sx, T= y} = Afaganay = 28, and setting x= 4 in the ubove equation we deswe- AGLy) {iy PUTyayh = 5m Substitution of the last fwo expiessions info Ce) proves ATW in the discontinuous case Next we prev (721) ynder dpe assumption that GUD) is sentinvous and’ differentiable at $= y, Then Jig PUR,S IT yl = fm, PER, im, PERS x,y ST, cy dy} xy sTycyedyt By (710), ye PERS ysTyey dah (AP Spe) dy = Gy aud by Selling xy wn Ais equation we fink lim Ply sTyeyedyh = 2 4 ay Substitution wto Ue) once more fesulty wn (721) (Chap. 5, Ex. 4e) Te] The equivalence of (7%) and (722) is established by. dhe fellas seqence of puswice equelet einkone lg ti PER xy Tes yh» php LGGr-CUbilay (osxsy) (720) lin d URS, Tec y3 = dG) dx (axgy) fim APURS x, Ags yd = BAG(x+y)dx tim PARE x Ap yl = [5 AGG emda fig PLR AP yh = (PLIGG + ya Lim PLR > KAR YS + (ipt-aont as om LF) Observe that, by (722),the probability that either Ry= 0 or Ay=0 9 tere, since lim PAR22, Apna. BCI“ GUN) d3 =| Suppose any the foveal plese « Rosin proce, MS) thal id) GO) = [= e7P 3. Substituting GUS) ier (7.227 ib Is Pound that rr “ New, Ni PUR x = fi PRG ALE = haa, PAR >, A 8} By, 1 Lim PURrxd = * Sumlatly, f lig PEAR y= oY As. lin PaRprx, Ap gh = lt PUR Px lim PlApy}, the concloston is that anh, te, eet defeat expel vate C] “120- Chapter 5, Exercise 10 Blocked custemers cleated GE) = interattival time, distibvtion function Heb) = seivice-time distribution function FO) = cycle-time distri bution function (al Fx) = [PRS x-#} dH), where t=0 is the time sevice starts. By Eq. (714), Foy = fi g {5L1-@tx-yi dG *%y) dH) Infeschauging the order of integration and suminetion we fod Fe) = E ti -ca-yiagrignanto W Henceforth we assume Hie)= I~ e™A® (420) [TE] Substitution of alte) = we™tat and change of the order of integration give Fid= z FL ote” peed Hy) aaa 0! Henee, wo (x 2 ' Fo E (PCl- Gtx-yi 1-9] Qty) By difberentiation wat x we And AFG) = Fet-GoILl-em1 46") ~ £ Lagi-yLl-eM ag) With Gt)= 0, this exptession can be whiten dPoy= EB agrign - Eeatygtn - Eagria + E, AG, re ri i 1 vwhewe AGO = (aGa-y- 2 Epyat 2 font, and, furthermore, Prieta = 2°"(Gl) Ti) ha) (828)" fe Hence, Glad = TyrartRayhe + 2° gerTig) nlad aay’ By Ge, Pad = 14 Ge) /L- Po), Substituting this inde (8) and simplifying , we obtain tad Tat PEGG, h + 2°"ga) hia) Selving for §(2), we find ~ F@=-Nhe) Fe go> Oa” ee (830) A ubilization of the condition 3(N= | gives Fig = cp GES (gray with g=ar = WO. Whew this exprescion and h(a)* 90-22) ate substituted inte (B50 we get A Cfla)-!] mara) - gO. Se a 0 A comparison of ( and (812) shows that §@> Feng fe where (0) is the probability generating function ef the number cf customers left behind by an aibitrasy depasting customer the ‘cerres pending equitibsium M/G/i sy stam. in whieh the sewer never goes on vacation. “127 ¢ Chap 5, Ex. 12 b) TE] We shall prove that gle)= glerer fe) = Pa)+ Pine “This means that Jt@)= q(2) implies that no mete than one cistemer wil eer arrive diving a Yacation, As the axial precese io Pisson, gl2)= gla) therefore automatically fules out the possibility that vacation length is independéat of the aitival process. Our explanation of the condition G@ = 4@) is that @ vacation, if wt alteady over, will be intertupted the moment an qriival takes ‘place, By), G@d=glader fa)-1= FIND. Hence, i# will suffite to show that $@)-1 = £41) (2-1) > fa) = Plod+ Pine, Necessity (2). Assume f@-I* FU)(a- for all 2. Then Fa) = UTD + Pa. Since fay=EjrePyret, it follows that Pt0)= |= PU) and PUd= FC. Thus, Flad= Plod+ Pe Sofficiency(@). Assume tad = Po)+ PUVe. Tren Pl0) = I Fil) ‘se hat FGay—1 = PUY (2-1), Hence #02)* PUD and ih pasticulas, PU) = PU). Thus, Pa-1 = FUN (2-0) Fer all 2. By £4.63), Tp By for all 520 Consequently, Liye - Zope - go, whete gla) te given by (1). By (852 ond Thy = Tit, eo Bo Ty =e) Fay (FO PLO) is mean number of custowers by end of yacatiow ).) [a] Differentiation of Eq (2) gives aq « hn AED 2 ar fp $A BIB Behr 7 Fey w+ hp a. by whiel S10) = wo) - 25h, Now, ECW) == 0) and EWW)=- wi. It fellows that Ew) = Ew) + fh, (9) where EW) is given by (8.34) TH] Suppose Flad= at (20. Thais, with prbatility 1 exactly j customers arrive desing a vacation, and aftival ve. 7 signals 4he. end of He vacation. Obviously, the lagith of a yacktoh depends on future arrivals Eqs. UI, @, and (3), held for #a)= 33 forall jl, since the eyuatigus were derived witout a requirement of ‘nde pendence: between vacation length and arrival process Eq. (1) results Flown (), (242) and (443)% OF these, (1) and (2 hold whether et'not vacation length depends'on the artival process, However, (£43)' is valid_ouly if sejeutn time: vo independent of the wri) precess. For fla) a0 with j= 1 this condition will be met for every custemer, but iff 22, then in the case of urtivals ne 1,2... j-l, the time unk the end of vacation will depend en the future arvival epochs. We conclyde that Eq. @ 6 valid for gal, but net for 22, when #e)= 24 Inthe ease fa)=2, 'H) reduces tothe Pollaczek~ Khinteline formula (8.38), a» it should, whe FUR 8) § and PWD= ate. inserted Eq (5) fallows from (3) after application of L= AW; ©) is therefore valid for all 721 when He)= 94 QO 130- Chapter 5 Exercise 13] “Derivation of the P-K fermula by the methed of collective marks" Wote that in this exercice the game notation is used for a time interval and its length. Fer instance, Wy will denote both the fine interval ducing which the kth customer waits for service and ‘oe length of Hak ime ivkeseal,#he wating dime " Ne confusion shev arise as the meaning is clear from the context [a] We consider an M/G/t quese with erder-of-arsival service. The bth attiving customer is here the same as the hth depatting customer, so we may alse speak of the Kith customer Let 13 be the probability that the kth customer will leave customeis behind, namely those customets whe artive durin. tie cejoum time, ard detise the: ganetalnng” fometion gy) = 3,75" ot Now, imagine that each attiving customer is matked with prebatility I-2 and left unmarked with probability % Clearly, ‘by the theotem of total probability, 9, (2) may be interpieted as the probability that ne maiked customers arrive duting dhe sojourn time of the kth customer [2] Ty sojovrm time ef the Wet exstomer Cor evttesponding tne eval) Wyo waiting time of the kth evstomer (or erfespanding time inlewal) C.= {the klk customer io masked } Cio (the kth customer is not marked } M'X)= (nematked custonners artive during time istewal XI tt follows from the above defini fies and our assumption of order-ef-arsival service that AMT, Cord {Wes 9, Coos} AMT) Coad > AMO.) CL} heeds Coat (Chap 5, &x. 13 b) Also, since @ customer's probability ef being masked io I-a whatever his waiting time and markings of other customers, iW % Cyo.d = POW,,.- 0 PIC.) , PEM Wy), Chad = PLM OPEC. I. Since PLMCTIYS = PAMIT), Cyad + PIM CT), Chub, we hive. PUM‘ = Pv, O(a) + PIM, Ma Denote by ¢(s) and w,(s) the Laglace-Steltjes transforms of the distribution functions of Ty and Wy, respectively. By the dekiition of gy), the interpitahan ta pate Cady and Equation (6), PAM'CTO} = g(a) = 40-22) Similaly, mls LMI = = axon) [By parts (b) and @), d0-ta) = PAN, = OF -2) + 0, 0-90) 2 The substitution »-aa=6 giles 40) = PEW, OEE + w,,(5) I> $). Introducing Oyl8)= ays) (s), leting 22°, assuming that tin wot SS) and ly Pies OF PLW =O and sling or 0s), GE ina “a cols) = S=atT=qrar Pwo}. lly, ufili2ing oo(0)= I we deve PAW= 0} = | + aqto = =p. Once wie we obbaiy the: Roilacrek- Khintine ferme w= Stay (438) Qa “132- Chapter 5, Exercise 4 “The M/G/1 queue from the vigwpoint of afriyals. Definitions N= number of customers in the system just prof to an arbitrary attival ae a R= remaining sevice time at Te T= Pe} Gas.) o Tod = PURE x, Neg) (120, fod...) ® yid= LemaToy — G=t2,.) @ ulea)= 7 yo “ Main tesults Tya2d-2) ms “a= qG-9) 8 -ad-a) Come paste ej], (5) ule) = Th='!-— — gear Pm), RSD Fee = 25, is found by’ conditioning en (Ny). The equations, feflee the Fact HAE Ne= 4 may occur VF and only if M2 jo Te T Leman +E (Lessing) (2) Eq. (12) i obtained by -reusiting PANy* 0} = Pn|=0,N,=03+ 5 PtN*klheo) as T,= Ty PUW,=0|N 90} +E obsedving that Pi, =0lN,* 0} = = (Ze 9d Ha) y=o]d)=k,8=y3 dt), and, NTH) and. PUM ON Sk keg) Tyo = Ty §F CHee+0 - Heo] neat “a FES enema) ata {Cite - Heedae ie E 9.015) follows fiom PlNy=I, Ryd = PLN= 0, Nye ty RySx} + EPL, PUN AK Nel, ApS x}yreutiten Td = Th, Pld |, RySxlt= 0} + ER P| REx lth Ray) Tyas well as the obser vations that Pai |, Ree xiN= 0} = ie Cite - Hine Yt and Pine 1, ReSxIN=K, Riryh = fe gH La) (CMH) -Mielae Mat Tod= SUT ed TO nrtae 93,0 > (org Toya HAO) (EHC) - HDT ne > E qt) may be devived by the same kind of axguments that wie used for Eqe (2) and (13. The double: integral ef Eq.(I2) equals {"e™¥Ty) [emul a) ence, using the Laplace -Hieltjes transform definitions, Eq (!2) becomes T~ Thno) + E, yeoraren. ) 136- (Chap 5, Ex. 41) £4. (13) may be written Tho = Koalt + F yor"), where Kite = f Citttond- HiT neat. Hence, yer = Pein = fern ole y,onghon]. Now, feraoas LemTaetanteroac Fe uerddan «nfo? ™Ponio)ar tee = afer a) ae = Py fore aH, se that } AKO) = 2,Cmo)- ql Hence, - yiid= Ay Cqo-nIlTrE yoryal. (16) Eq.(4) may be written TiO) = Kyun + Kibo) Eon Hoy (j=23,.0, where K(x) has been defined above and Koo = POM. (ten Th nee 03, Hence, yjed= Proceeding precisely as when foramen = forurgia + Torani Evora (j=48.. "1K, (0) was calculated, we derive era Ki) = Hence, far j-t3,.2, WO = ae Ly, foray tol + 2x Loom] yatdgiod (07) Cy0)-yp69] = 2,09. “137 (Chap §, Ex. Hg) [2] Substitution of 6) and (17) inte CY leads to ae, Ly fo) y felled + 2yLon-yellye EE oye] uls,2)* Now, = [y,00- yp lal a= 2Load-vte0r], and wigngts & way (Bat Ee wort Od a* = 2 Yuta gtd (aon) > gona &, nod nol - (ahs) + ar Lubna - vOA] Vt follows easily that von 28.9] Gy utearlo-airal = pavtya +yeCqod-nio] f+ aaa For s=a-na, Eq. (8) epecializes to O= paviam + ralqar-nO-re)] [T+ “Batam una) vaya) 2m) () 1 whereby vo T- ata Substituken of this expression rate (8) and solution wt uba) gue us _ dala -nG 97] v2) ule) * Terpaaioqa= goa) ow by vs, Qn) = Th C= good Substitution ef this expression into (19) and solution writ. ula,2) give . uel (naa) ] ea oo Qn vo (Chap. 5 Ex. 4 [4 Finally, substiition of (02) inte (20) yielde 'y ¥ _ Tant-2) no vied = Ra) tee © Ne shall show that inversion of (5) gives EMooai = Aw Co LH -4ar]ay, 7) where (-g)aa-2) AQ) = nosa= “Te begin, we chow that the Laplace ~ Stieltjes transform of the LHS ‘oF (7) equals the LHS of (5): Seva EMoe) Fail erarped = E yo ulsar Nect we show that the Laplace -Stieltjes transfowm of the RH of (7) equals the RUS of {s) Le adenfer LHe -H0a)= Ao UHOed)ax = Aenferem Feortn Hosen a etm Terms He) dx = Rear Partenreeang) gua) ar fF MMT gC Hey rl ©?) dH) AQ) sia lqa-rad- lei] + A@ aah [Tom This, considering the definition of AG) and the fact, by (6, that I-9 = Th, Tera afer nt na-wyayy= Based r= 1139) Chapter 5 Exercise IF "The _integrodifferential equation of Takécs! Let Vj be the virtual waiting time inthe M/G/| queue with order-of- arrival service, and detine tho distiibution function Vet = PAL. EE] Let bro, and let K be the number of arrivals in the. Hime interval C4t#h?. We shall shew that PIN £ x) K= Ob = C= ah) VCe,x#h) + fH), w@ PAV Sx, Ke T= ab (Hath span Jeo, Wi) whereby, a PA\,,, $x, K2 23+ fh Ga Vee th d= E,PN, oak, Ct+h,x)= Cah) Vide + ah], Hla hyd, Viey)+ oft. On Eq. i. Obviously, Ny 5 xl K= OF? Wy Sx+h| K=O}. Censequentty, PLN, & x1 K= OF = PANS xthl K20T, Also, since Vg and 1 ote inde peo deat Peril Ke0} = PA Sixth). Thus, PU, x Ke O}= PUSH, and, Pigs x, K=O} = PLK= OPIN, 6 x1K=0}> (|-ah toch) PLY iFaHedd,Vey) colton £ Mfg RaW A Ney) ANGtyy) [aHeay = Veen) CH Gc+m) - HOO] Hence, linyye EOghd= 0 (x20) Evidently, PUN Sx, Ke = PUK=I PUY, 6 xl K= = Oh otidPA, al Ker Hence, by previous results, PUN 8 Ke = heen eoh-yrayVlegp ~ Fla hi] + ah {Henna Mey) + 00m) This concludes the proot of (Hi). The proof of Eq. (m) is complete. LE] Subtracting Vit,0) on both sidee of (*), dividing thengh by h, and leting h>0, we obtain Wibod av ys rfiveyaytey, which is the integrodiPlerential equation of Takées. oat. (Chap. 5, Ex. 15 6) TE] Assuming tip YE =0 and ln Ve0= Ve), Eq (becomes rf ' I) = G9 - afe-yevy) G2, @ Now, define the Laplace Stieltjes transform Ha = FeMaVee All thite tenne in Eq, (2) ate functions of x. The L.-S. tansfotms of LYS and RHS of the equation ase respectively, (emu Se = Vo Loy WO + Vi +e FOP + 5 Pemaven = VO-VIO +sL {erat Vol] = [66 -Wo, ‘of and {enon =a Hoepaviy) = a Feravte ale = Gls) - rqogsr, {Haya since ("HG-ydVly) is the cenelvtion of distribution functions with Guaneiaiss is) and Als). Equating LHS and RUS tansforms, we obtain 9(5)- Vio) = 3 0¢s) - 3 mis9 660 @ Solving (8) for Bs) gives pea layeee 99° Saya qe Insecting V(d)= I-9 as veval for the M/G/I queve, we get (B39), de we should a “192 Chapter Exercise 16 Nesify that (€:72) 16 the solution of @71)." 1 (x s oa oF arp rr (87) Bem ome opn (8.72) The pico? ig by induction. Firat, we ebsewe thet fr all Feasible rand | s¥ch at naj 0, Eq. (872) reduces to &7", which agrees with (8:70. “Next, we assume that (872) alvead has been proved for all n and 4 such that m—3 Shy. We shall show that then (8:72) wil hold lérall a and {suet that nj byl Thus, ascume values of n und 4 such boat n- = hgh he By the induchon hypothesis, (8°72) applies to all the factors FL ke ho gnnp, of BND, since a-j-k< hy. Substitution of ER) inte BA and straightfoswaid' reduction produce pp = opt on ge oral ap &, weniear (54) Oring tepr CP )egtire By induction, we conclude that (872) holds for all w aud j where 72l, neq q -143- Chapter ©, Exercise I7_ ‘a. Let Ny be the number ofcystomecs served dusing 0 K-busy pe'tiod, [2] Ascume an M/G/I queve., Starting at ty with inj custamers in ‘the syste, we iwnagune that first we cewe. the tcvetomerc pls all lafer avtivals util the momeut when a departure leaves the etiginal j costemers bend. Clearly, Ct,,6) 16 an 1 busy petiod. Let N; bedhe wumber of custemeds served doving Ct,t,) New sewe the semainting i customers and all later artivals, until, at t,, the system io empty, Again, Ct,,t2) 1¢ a j- busy petiod, and we let Nz bethe number oF customess served duting Lt, 4). By the independence of mberattival times and service 4 as well as the assumphon of Poisson aitivals, the teal tions of the i-busy petiod and the j- busy pevted aie indepen— deat. In park cular, Ni and Hy ase independent, and Nig e Ne* Ny o where Nivj is the number oF customers served dying the entice (i4p)- busy period. [B] Extending the atguments behind (1), a k-busy pestod may be decempeséd into K Independent |- busy periods with aseoci- ated number of sefvices NiO, V* hjnnk, se that N= FINO). Hence, ™ EN) TPE) =k EN). E(N) ic. most eastiy derived From the mean busy peried b as falove. The mean eycle tne equals b+. Tvs the average, umber of busy peseds Cor cycles) per uit Hime te Cox" Gince the muimber of artivals pet unit time (= number of sewvices per unit dime iF pI) ia a, the average number of services per lovey petiod wil be. Ey = a/Lbtx'T** |+ab. Accotding 10 (B.A), b= T/U-27). Hence, EWN) = 1/l-ar) = Hing - tt follows that, for g. in (73) aud replacing dH) by SHOU. wating Pinger) = FORDE Ma yeas = BEIT irom Since [ede = miYal" For a> 0, w= 82. Gre a Tablet ail), peril oom yy, Cne|-D! Perro a oes 90 that oye o -145- Chapter 5, Exercise 19 "The "polite" customer.’ Trsugheut in patts ard an M/G/I queve is assumed . By a polité customer ic meant a evstouies whe declines to enter service when any other customer is present in the queve. His equilibsivm Waiting Hue is denoted by Wp By definition, a polite wotemer whoattives while the seiver fs busy wil vit ender cetuie nhl the vey tad te boey pected that weld have beew vealreed without Se aypentane of the polite customer. Given Passon attivale forall customets, we assume that alse tue polite customer will artive at a Tardew time tw equi libtium. "In patticular, i case he attives while the server is busy, then the artival takes place at a ‘andouly selected. point ia time: ia the. tenewal procece of busy peddle, diese garding the idle periods. Accotdingly, {he Waiting tune is @ Fesidal vey peled, whose digtti Wien ta equlirum is given by E4.(79). It follows that PUW, $ xIWeok= 5 {t-so1s, w where BUA is the distribution furction of the busy petiod, and b ie its mean, Le] With probability I-g the polite customer arives atan idle server and has waiting dime 0. With probability 9 he artives ot @ busy cetver and his conditional waiting time distibubion is given by (0. Using that b> r/(I-g), by £4,186, we conclude Hat Pllps xt = cg + 222i acnlay @ If the polite customer has to wait, his waiting fine dis: Hibution 16, by pata, identieal 4o the residual busy pesiad disHitoution ‘in ‘equilibsiom , and so the mean wait eqials the mean of the tesidual busy period given by (713). Thus, -146- (Chap. 5, Ex Ie) EWI)? 0) = 3 + $ ab hele of 1s the vatiance of the busy period. As b= T/(I-9), EUW IN? O= age + Be @ LH) By (81709, ECB= H"0/1-g% Now, "0 equals the second moment of the semvice time distribution, so we may wile (0) = 6t+7%, where otis the variance of the eewice ti lence, ime. 05 > E(B)-bt= Substitution of this expression for ay into (3) yields EO, Wp 0) = eae “ LE] Suppose the polite customer makes lis axtival in aw M/M/s quede, | wth attial rake a and mean service Hone Hr, These he wil wait only iP all © servers ate busy on astiva The key ebservation ie tha al-sewveis- busy periods follow precisely the same distribution as does the busy petiad in the! M/M/r queve. with atiival ate A and mean deivice time (oud! We can conclude that E(WpIW,»9) may be derived b te Use oF Eq CM, geting t= Kea"! ofr = Cals and p= r/ou. Hence, for the M/M/s queue, Ely (spy? + Gouy™® ECKGIW,» 0) = aa simplifying 40 EQWpl Wp > 0) = @) 1 ers oO -147- Chaptes 5, Exercise ' Service in revetse order of artival’ [a] We consider an atbitraty customer ativing ata» M/Q/1 quese’at atime Te when Hie servers busy. Dietegarding idle periods, the avtival epech is a fandouly selected point in time’ in the Teneval pfocess where interedeut Himes have probability dictibution HUD. Hence, the semaining service time T-Te has the prbabili distibution function Hit) ghen by G0), by application of (79) If Toles, then the aumber of pew artivale duting CTT) will follow tre Poisson distsibution with mean at. Thus, the yoint probability of T-Te&Xx and j new artivals is Fons [SMa flay [El Let, as usual, W be the waiting time oP an atbitvary custeme Une 4est custome and let WOD be the. equili bviow wafting Hine. distribution function, given service im teverse otder of argival. Denoting the artival state by N, clearly WO) = Phvlst) = PiN=03 Pict] N= 0} + PANEH PAW ctIN2 13 Given Poisson artivals, P{NZI3=9. Hence, W(t) = (i-g) +p Pivist] Nzt. To find PLW Ethel, By" part a, then, = oho, Gig eet. For an M/M/i queue: Ty = (I-adai (j= )..), 506 x4 of Chapter I. By sUbstitvtien into the equations of part 6 G2 Gh. 4D Tae “rake yp = sate down" equations ate AR = MB = lon hy fey which Th= f= (-adai/(l-a™), where a= a/My im aqveement With! tte above tesui. fe) “150- Chapter 5, Exercise 22 patticle- counting device...’ The cystem may be modeled asa eingle-server queve with wing foom of size 2, gross arrival tate da, effective arrival tate in state j equal to Aj = (3~{)a, constant service time TL Let + mean of a j-besy petiod (4 +12), probability that i bu fers Fill (i particles artive at idle by Pets) duting « sewice time, given state 4 (yrI2 at the start of sevice Cleatly, b= 1+ plildb,+ pteinbe, @ bye + pulde,+palne, ® Using plClt) + prj2r=1, Eq 2) can be wilen 1 plu) b> —pealay @) Substtudion eF(8) inte CD and une oF ploll+ ltt piid= | give. pole) + pta1) b= Geinpin 1) The piobakitity that an idle buffer will be Filed dviing a service: Pericd equals I— eA Hence, plllt)= e™>, pi2|id= =e") and eI = (e%* Substitution nto (0 and Simplification yield b= ee ere o} Asn, 32, He mean idle peried equals (a)! Heuse, i analogy, wth “4M, the carried lead is given by °° oe, © The offered load is a= (37 = 4a ” By (5,6) and (7), , Meee peli Ds l- ayem ae) -181- Chapter 5, Exercise 23 ‘Let BU,t0 be the duration of the j- busy periad im the M/G/| weve with j+K=! waiting positions .." Observe that the system may hold altagether j+k custemess. Let ELBiyiol« 6G,4), and let PU) be te frbablty tht cat the busy pesiod there will always beat least one uneccupied wai Position rg [a] Suppose service begins when thele ate 4 customers in the system. We may assume” that customers aie abived tm teverse, ofder-of- arrival: Initially, we decompoce the j-tvey period into tuo inde peadent tine intervals. The first interval ‘is the time needed fo reduce the state fom 4 40 j-I. This time intewval ie distrib- uted as BUK). The second witesval 16 the dime needed fo 1e- duce the state Prom j-1 to 0, 20 this time inewal is distibyted as BG Kel) assuming {24. Hence, Biyw) = BU, K+ BGK zn, o Se that tet Bg Eran ® LE] Taking means in (2) we obtain oie! wGo- Erecya ®) We now decompose the j-busy period in a different way. Imagine that the fitst customer, C, iF any, who fills up the queve- WiiP not enter sesvice until there are no other waiting custen- Ors. “Then the time Until C, ahold he exishy will goPeewed is dicdtibuted as BG, k-l, ascuming kz!. With plobability 1— PG,K, ¢ will arrive “dosing the busy petiod and ths gene- rate a I-busy period distributed as Bil, j+k-0 We conclude that BY) = Bik) +I-BUyjaed Creed, “1s2- (Chap. 5, Ex. 23 b) where T= 0 if C does not ative. and T= [if he doce. Note that T and BU,j+k-N are independent vatiables . Taking means in ) we derive bG,K)= bGk-D + CI-PG KG it) (kz () Writing 6G,I0 and ba ken as sums of mean I~ busy periods , by the vse of 15), Eq. (5) yields a arcorre ke De © ® [a] Now assume, exponeutial service times with mean’ we and let a= ap. In this case the mean biisy periods bres” M/M/fns —bCm= EE akon xanies Ste @) This formula might Be derived From (4.18). Alternatively, one can use the “relation wll,n)/x! = U-B/R compare with, Eq. W.l0) of Chapter 3) plus the Fact thal B= 1/22" af, By © and 7, M/M/i/jpk-1 Piyo= Sheet rd, @) [2] Define Plykja)= PGW, and let PG,k,p) dewte the. gamblers ‘vin probability in a game wheie he staits with units, the adversary statts with k units, and the probability ‘of his wivming U unit iS p in each dial: (tis Hoe adveteaiy's wiiing probability isqml-p). We shall chow hat a PG, kp) = PGK.94). @ Consider an.M/M/| queue. with j+k positions (inet. sec) whete j24, ka! and 4 is the initial stake, in etade i, 1424 jel], the Heanathiy probabilities are Pli> isi =afaty)= a/(lra) = py Plirini}=|~p = One sees that the imbedded Matkov chain (astivals and depat ties) of the state variate ¢, exactly simulates the game as described iP Dand m satishy Afatp)= p. Eq A) follows. -153- Chapter 5, Exercise 24 "Consider the equilibtiom M/G/I queve with bateh atti W,= time from arrival to start of sevice of the est estoner's batch Wy= remaining time uati) stast of cervice of te test cistomer™ Let ay(cdand wi2 denote the Laplace-Stieljes transforms oF WW and Way Tespechvely As W, and W, ate independent, W= Wy+ Wp has Laplace - Bieibjes 4rancform 36) = alsrags) 0 Derivation of w(s) Let 7% be the mean and let nals) be the Laplace Stieltjes traustoim of the batch sevice time. By (8:98), s(\-ntg) 8) = SFE 7e- By Exercise 5, m= mr ant mgler= gln'sd, where rand nis) fie, mean ant Laplace ~Stielyeatranstoum sf the. individual service times, ded m and gla) aie mean and probability gen trating finctien’ of the number of custenecs. in a batch Thus, = —Stlenmn 9) = STAT gaan @ Derivation of w(s) Let N and N‘ be, tespectively, the size ofan abt bateh and a test customes’s batch, and let N” be the number of batch customers served ahead of the test customer. We ay assume that the customero in a batch aie seed in Tandon otder, but batches must be sewed in osder of artival. Clealy, PiNtais = EL PP ule ego) Sobstitution thevein of PINs 4} 4 PIN={3/m, by (10.6) results in “154 (Chap. 5, Ex. aH) PIN‘ 3 = aE, PIN (i= Ot. Denoting by Wn) Hie probability generating fonction of N, we find hia) = E Pinte ade® Ep — mE rope Eo = Ll E piney atl Et, whereby Lae) he = 228 (3) New, W, is the aum of N" independent service fimes, each with Laplace - Stieltjes transform ms By Exercise 5, ods) = hig. By Band on, = atnis) ais)» ste th © Finally, combining (D, (@) and (5), we obtain the Laplace = Stieltjes {rawsform of an aibitrary custemer’s total waiting fine W, 1 -aiaion or “155. hapter 5, Exercise 25 "Let c be the minimum mean operating cost per unit time...” We assume an M/G/I qveve and the choice between ceufinvers operation and some w pole: Asa consequence of the pie- ceding analysis we dishinguish between two cases ao follows. Cage I: cg & rewinding) Weis known alteady that in this case © i5 mininized by con~ Hauavs operation. Per unit time,the thiee cost elements “ate, ‘running cost =e, Switehing cost = 0, hralding Gost = ACEO) Now, E(X)= 7+E0W), and the mean waiting hime Ew) rrr CLC ce eae ne, FOX) becomes er gtelet gpl? Hl (os ME), () Case 2 2 AG yln Al-e) Ih this case cis minimized by choosing an N- poliey with parameter n=n® The calculation of the eo/tespending cost Ey(n*), namely the minimal variable, cest per customer, has been deatibed previcusly. The minimal variable cost pte me is seen te equal “Acyin). ¢ is obtained by adding these fixed costs Ciwdependen! of n) that were net taken into consideration im calculating nt Fist, there is a daning cost per uniP time equal to Ge, since, for any n, he server will be busy (son) the fraction af the time. Second, there Is the holding cost Ac, ECO of System where the sewer is on whenevera customer i psec Thus, &* 099 tAcyln")+A,EO), which becomes sag raglan cede afiqileg Go 28%, (9) -156- (Chap 5, Ex 25) Examples In every case, X= £7 > I (sethat p= 4), ¢,=I2 and cy Hence, n*= 2 cylin’) = 5, and the beidetline value for c, is 8 = reln"IAI-9)"= 5. (a) gg= 4. As 0958, © 6 minimized by a do-mthing polic () applies. If sewice times ate expaveutially diotsibuted, “el and, by (a), 2+ 6. IP service times ave constant, =0 and, by (M, c= 5% 6 As > &, cis minimized by an N-policy with n*=2 Thas, Eq G»apphes. Te service times ate exporentially dstiibuted, then Vand, by (¥), c= Th. If service times aie constant, then o*= 0 and, by (mm), o> 7. Chapter 5, Exercise 26 ‘Consider the M/Gj/| quwwe opetating under aT=pelicy, with patanelec t° [a] The probability that no customer will ative: dising a vacation of length # is Pl)=e™ Hence, with Y being the consecutive number of vacations with no arrivals, PLY= i> (e)"(I-e™), whereby EW)= Ei P= Te [e] Given Bisson traffic, the number of artivals dusing a vacation has the Fiscon distribution with mean xt. Hence, f= £, 22 Mat oom Peay = ne, Fa) = teem FC) = at Pray = at IP in (ILIA) we substitute Plo)= © ™ and the abale expressions, for EY), £50 and FC), we obtain (1L24) -157- Chapter 5, Exerciee 27 ‘The Maclaytin series method forthe M/G/\ sandem service queve! eB Feo» Piwotiwea) = |= for ES\Wengway. ea) Wo EEL ROW. Dal) Go24,.0. (210) Asoume that WiC) has the Maclaurin seties ex pangion Wyo EHP Gea) Suppose HOsd is continuous and differentiable, and set hood = £460, @ and let . 5,6) = hOd pels), @ ‘Also, for any function Fx), define = (4. Poi ag [a] By (12.10), @ and @, yoo = I= Hoo EBSCO Goya yee, Repeated differentiation wt. x yields Wea = - 10 +E, SEAS peeatintna + [emily teva] fet §= 28s 9 Nb Hence, Wee whe Bees Eerie (EO) It is easy to chew that p= 0 far irk Hence, bM =o for i>k, so that the absle equation simplifies to Woe HE bist ECW GTO). “158° (Chap. 5, Ex 07 b) Le] Defining Fled= PEW>t|W> 0) we aesume the Maclavsin series expansion FEF (rep), ©) Using eur present netation, LY) is wtiten Fee) = 1 ~ Blo +B Ly reng rings Repeated differentiation wit. + yields Fem = Te + EL 2 ewemingtirte + o wmangsre +fHre-NQroa] for v= 2,0. Hence, Fe ERLE Qwne Gur (6) BQO EL (Te y.0+ Z Mey at’)alod Git). a2) Hence, QP = ELS 0+ EMA G= 42,9 The integtand Cin pattellyeses) is the equilibrium probability of departuie take jel, given sevice tine'y. Ths the. utey hon ‘edgtte in the uncoubdenal probability «F depasluse stale®;-1, that ie, Thy. We cowclude that QP- FM Gent.) C) Repeated differentiation of (127) wit. 3 yields: apr FE Coe ol rseeorZ tre) GE, whereby gare 2 ECOuO gm «Er pen) (8) cm -159- Chapter 5, Exercise 28 (Caster and Cooper L1472]) ~ cf Ex, 2 oF Chap. The exercise 1s an application of the fesults of Exercise 27 onthe M/M/I tandem service queve. Thus we assume Hop © 1- eo 0 Clearly, HG) = HOd= 1-2", whereby FP = ee", *) Fo = - eo, 9) [a] By Eq. @ of Exercise 27, Fe Hire Berge By (+) and te fact that Wi=Wyid= I for z22, then, FO 24 Barge ® d For (E) By Ea.(7) of Exercise 27, QU = £T", y=ha Maite, Tr-R- ‘igi tbnace a Thus an M) Qe Fup Grhhd. ee) By @ and (« +), Hen 6) 160- (Chap 5, Ex. 280) [e] By E49.(6) of Exercise 27, FO. Fs Eanes gai) By (+9 and the fact that WP= T=! for 422, then, FO et EEL Qn aoe ge) “) gy By & ef Exereiee U7, where @)=1, p= p.l0, Pa Pyaly APs - FHT p + ET po) (e126) As pe) =LowZle™, we have pid=! and pla= 0 fer a2l, Pa Pe Substijution of these values for py4l0) and p,,(0) a8 well as HO sp into (5), buk only for 4=3,.., welebtain Q?e G83. Finally, since Tt = G = (i-p) 93, QP = - Al-pgt G = 23,09. @ [2] By Eq. & of Exercise 27, ee ey definition bg”= B,0) = HMOp,0). Ag H%0 =H» £ and, py 1 we have “BM = 2. Also, Wis Wi0) = 0, and wo = fer 4qee We conclude that w(t Ge, EE Gro, G23, @ (Chop. 5, Ex. 28 #) Subshtution inte (4) of the, expreesions that have been derived for QQ” and Wi, and subsequent Wed eet Fb ’ 4 FO. Le Eat(Gepict al +0-hu-pell) aA Ie #2 gt gin tell - PES - wads] eye gt fae “AL - SEF -0-coke-£9) Thus, as expected, (8) Td Also Eq. (6) of Exercise 32 of Chapter % expreses the sonditienal waiting time distribution Function ix tems ef a Maclgutia series expansion, but for an M/M/s fandom setviee queve. Fer s~l the Formula specializes to PWIND od = [+ tres Gree whete i FO. - Ee Iq Fee Ri-el2- Fin i complete aqieement with Eqs, (3) and (8) “162 Chapter 5, Exercise 29 "The addificnal-cond:tioningvatiable method for the M/D/I fandowi- service queve (Cotter and Cooper LIVTE We asovme a setvice time equal to the constant 1, ie wf 0 hen x tlw 0} (oseer) (6) For tar we have, for each 422, fr Foes eve = J Wi ooae + car + By constancy of Vix) on the tervals ar sx E, Pan’, (32) glnd-ax) = 46) = POCI-na-a0l, (35a) BO) = 2,7 1-22) AGI; (36a) Peo) = (1+ El-yoss", (3.tla) - ayy APO yf) (tba) By U3.Ma) and the definition x, D, gt hte y Plo)= (+E apt © The mean nunber A= gil) of customers in the syste whee the gute opens 12 ound trem (IBi3a) , 09, = 910*7 and a= a Bile Eu" o ~166- Chapter 5, Exercise 31 ‘Show that Equation U4) of Cooper [1969 is incorrect," As hinted, the estor in Eq. (HH) is introduced jn Eq, (2). as stated immediately after Eq (12) that Bln) * Role (0) ie the piobability thél mtn it,..) customers wait 4 quese i when the gate closes, given m2 1. However, it ve not tue, us implied by Eq. C2, that Pin) alse is the probability that a adbitiany fastener a queve i, whe did wot arrive: when te syste wae completely enpty, will be a member of a group n custeniess atthe Time the gate closes. The later prob ability io propethienal to beth nm and Rin). Hence, iw Eq. (0 one should seplace B,im/E1- PCT by nBleo—___nRaknd ER akG) ~ Ee wk It Follows that the sume substitution shovid take place in Eqs (4) and UH). Equatien (44) changes into 1 Canton"~ HER wa eae hmD we) = U9) +9, which may be rewtitlen as mi = wes 9+ Ee EEE PR a) (oa, Papa) aa OM" 2] Now, z Frau bebo Meas * Em Rain, 9-69 Hye = 0d +E 2 nds”, how D= By) +E, Ry lmnll- $)", = Fe ty gual We conclude that, Per i~ 0,1,..,N=1, in (5) = (Ine) + moat Cela -g.fl- Bt “167- Chapter 5, Exercise 32 ‘Vesity that, for Risson input, Ep (HIM) reduces to P{W>0) With Poisson input at sabe A the Laplace-Stieltjes transform of the intecartial time distribution function ts VO" 3a Inserting r/ou for w in the tight-hand cide of (W.12) we get (i= riepoud = year) = a/e%, which proves that for /M/e quebe P o- 3 -F ) Also, (1W.15) becomes YWYGA sp Ghd @ and (Ib) becomes + Ge 2.59) (3) By (HM), GD, © and, Eq. (11.17) becomes Pwo} = 745 = feos + Beg? eH" ~ Cea ne Bone pe SET Fiat ye ep sans -tied-a§ otal! Be Further rewriting gives Pivi> 0} = gE * aire En + eas a The tightmost 4eim ia precisely the formula fot Cls,a) L Eq. (48) of Chap. J. Thus, P{wra} = Clea). QO -168- Chapter 5, Exercise 35 ‘Prove that ina GI/M/s quwe..'~ ef Ex 24 of Chap 3 P= equilibrium probability that a blocked customer will still be waiting: in the queve when the next customer ertives 7 conditional probability that a blocked customer wil stil be waitiag “in the queve when the next customer artives, given arrival o} -E( FNL e TEMG) wat —toyauey = Le EF ea abd God Et mF ee FE ci-adahdQin) + Ler £8804 G10) = Pex 4 Ge = y(-adsa) But, by QUID, w= yl-wsa). Thus, Pro This generalizes the fesult of Exercise 29 of Chapter 3. -169- Chapter 5, Exercise 34 "Nerify Equations (47) and (4.8)! Equation (M7): i& 8-1, ivi-p 20 Given interartival time x, j has the binomial distribution oe EN Cemi tr eg? (og cue, since pylx) is the probability of j successes (noncompletions) in is! tale, each with probability of euecess equal to eM As pyr ferred ain, isect, ay SCemaemy agin (atfee). an Equation (M8), i 5, pts, tel-g20 Given interestival time x, the next arrival state will be j if and only if (i) at some time Y, 0 irl, » EE begat ~ pal The fie for i$ s-I and j Sis! ase given by (1M:7), Substlshon y e204 and interchange eF'oummation’ and vitegtation yield g,- = z, pital = [EE Gotten 44 aQcn The inner sum is the probability generating function of a bino- wial variable and equals (q+p2)" where p=e™ q-l-e™ Thus, 8,- FE ena) By definition of Ula, then 4 FU e Ms ne UU era) AGO, a (Chap. 5, Ex. 35a) By (4.6) of MD, Pras Hence, Fe 4G), and by (le), T= Aur So Peal = Awe? fea Gad. As $= 3-8, S= {lems nemo Ue 1n0M) dGEn) ~ Auatfe M460) (orn) Calevlation of T= Ei% = $< pj a2 The pyte for (28 and 46s are qiven by (118). Subshtulion of (HB) and interchange of summations and nlegtatons yield Tf Ee Bj Substitution of Ty TAL, Sener gigi emtent SA” oH Tai} dyd GO) a4, by (HO), seasiting and simplification give a, + sudydG(o) SHY ery (|e MOP 4 DME) ou dy dQ) “ALS ~ Act Tere f eu eMayd Ged HATS comico 27 + nem® ou dy d Glo \toyeo Sik Pormmtartlerere = 1460 The last integral on the right-hand side teduces to Kart eHO —I)d GOK) = otfetorsagen ~ a fermaoo ste wtfeertago, Coy) so that Tap ff eMIeoY- eM ene )Pondyd Gis) ~Aat oAaratherwnagia ‘ee seo (en) “172. (Chap 5, Ex. 35a (cont) By (), (+ #), (wan, ond the definitions of S and, [lm eh ae™) Ulloa 404) +ALL emotes, eae Joudy]dG6) ~Age LE) By 0 ang C410, ud) = Eon = 1- En, = 1- Aue Fol =! By fa Hence, ua) = For j=1,..,9-1 let » Ua) y% ~ due with UM) = UG), and define se 5 Up SE ECD) Geo heyoet By definition, Uy= UM) = UMD. By (3), therefae, Repeated differentiation of (2) gies eM MYR ot eMC CL) + {Ue em nee) UM) (2) (3) ” ©) + Ay) veel eG (eto + ne hay dG ee eal -Agin Gr hd. ed. u73- (Chop. 5, Ex 350) Hence, un Ua Gro = Wynd + Up ran AD of comfrey dou ~AW) Gbty oD Substituting (eonecterpviyy, , eiceecetyin= ay Gao pp and feducing, wo obtain Us Yetied + Yarn ae AQ) -AQ (je heen 8D, The two integrals ate equal to, tes _ echively, wo (by MAI) avd yp) these valves, slaphbicatisn, ond replacement oF GW by yy, give aay (fe sec - fewaaia) : atl Yr Yay Yay — AG) soc fiom which is obtained the difference equation A (9) ow a OSES Ghd © (pe hn 8), and divide by Cj on both sides of (6). The result is sy aaa » Oh Cn 7 Gay DP aceae OFT Ned (7) 74 (Chap 5, Ex 35a) Asouiming 0$ i & s-8 we add equations (for j= i aso, whereby we derive # tg sey TAZ Gp St Gon, Bat Aw ag Oni ot GTR) TAL Stag Suess (eNom By Mand), Uy,” and by (10), T.,*Aw"!, By definition, Cy =O. Al=y) It iollewe that the term in paieuthewe Yani shes. Furthermete, as ie veritied, the ubwve equation alse holds for i= sel. Out condlusien io that uy a 1 ay 8 yy) - AL Ga) Sahat (Glas, Q) Now set i= 0, make_the substitutions U= I~ 745 and Cy7t, and solve Eq (&) for A: Lge 1 pystenaed 1 Asta t+, gp Say ww) [2] By definition, Ute) ie-a polysourial ine of degtee 5-). Hence, Ula) ‘will be cepiecented exactly by a Taylor Series expansion of degive ool at an atbitcaty point a, Fer a,~ | the repre sentation is Ula) = Ee CUM wy, Ta-154, That be, a! Var Ey ujt-nd (@) By, Us CX} ath wt Hence, Uo = 4, or, Ty = PO EM) Gegnsetl. (0) FO = (GA), Differentiation of (4) Cla) = Dh; G-n4] j times leads to a 1 Hie FUT a0! Ge gtansn, whese substitution inte (lo) yields THO, Geauoeaen. an O 75 Chapter 5, Exercise %6 "Show that for Poisson input this algorithm yields Equation () of Exercise 32 of Chapter In the case of the M/M/s queve with service in random order, weg (=r/sy), 50 that 54) becomes PIW>E|W>0} = 1+ (-—) EF LE wy, 10) where, accotding 4e 5.4), wire ot > EEE oii nt BT Bag Phere Me @) Eq. may be solved tecursively for y=, v=2,.. vbilain w= Mya and he definitions ef a;,(0, by 16.12), and bj) by (15.13), In the present asd” where Ga)~ 1-e#, ea a,,(0) = ormnrt Bi ee GA Bhd) y(t) = neroreme Sa” (n= thud, OY From which af, and bit)., may be derived We shall delermine. af” terme of the. expansion oi to the order of © Thus we must Find Wo? and WE fer 494, (@), this requites calculation oF a for v=], and of sis ar k= G1 Caleulation of af, and af, a LLr— ate = ~tneepne Om, i) = —poomn eMC ry + Howe], te) = —Cveny) ene = a oh + Be gh SUN 1 Ee boaniré. ap 79 Gear] G8 Setting t=0, we find all -Creeull!~ 35 hi] for d=4)42, on, 'g * 7 a a ate mauler gh) Grebo 76 (Chap 5, Ex. 36) Another diffetentiatien results in a(t) = (esaterorant, as) = Oye sy) en HIF + Laut], afi) = teat tll Fit me Br 4800 G29), where R(8 is 0 pelynomivm oFdegree y-1. Ht follows that a? = (ate, a= (a+eu)*Ll- rel, afis Org ita et] G-230 A rewriting yields wy. { GWE +29 +1) (4-0), : “Lee deh, @ Caleulation of Ping and bY ond BP By (4), cleatly by= » and b= 0 fos zl. Thus, in o » (Gjel-i=0), ofan { 0 Gari 1,2, Differentiation of () yecults in BP (t) = ~ array) nt OW = nerOromel SHOT gy — HO sea] Une ted Mt follows that by = -rcarewd, b= rsu, BY =O for net. Thus, onesy) Gata =0), wae) ase Gasien (a) 0 Gtt-t= 20), w77 Calculation of Wy) By @, oe gt eH Wis af ah Substituhon ae WiP= 1, (5), and (1), leads to Wis -saCy+ 5h) + for = 0,1, Hence, Wee Goh). @ pe Calculation of WP By @, WPe of +E pha we + Baa ew! Gea 1.09, which by substitution of WP=!, (1) and (@ teduces to Wa gt aw EM po . WE oe Eb, jet. Finally, appheation of (6) and (8) results tu WI = entlgtery 0-H — nds), WE = counr(ete FE) - BE + drew -rOare (swtle 2 woe ¢ ic) 2.2 (so Ganga Culevlation of PCw>tiw>o} Equations (4) und (10) ate precisely these derived presiesiy in Exercise 32 of Chapter 3. As in that exercise, the sub- stdubien ef (2) and (let inte (1) and subsequent edustion thelefere yield Equation (6 of Exercise 81 ef Chapter 3 178 Chapter 6, Exercise | "Show that if U is uniform on (0,1), then so is I-U.' Assume that Plus o} Gsugh Hence, Pluculso (sus) Now, {UI-u}, oe tat PUI-U>t-ub= yu tosusn whereb: ed PU I-vd = tev (osusn Substitubing u’={-u we obtain PAI-Usu'l= of Cogurst) Thus, 1-U is uniformly distributed on (0,1) if Uis. Chapter 6 Exercice 2 ‘Let X have the Erlangian disteibution dunction of order n} X may be interpieted as the sum of n independent expenenhal variables with patameter 2, thatis, Xo Xt ett Xp, where Fo= 1 e™ Gahan Bub, by (7), X,=- Hint, whese Uys uniform on (1. Hence, Etta) = ~ £la(Yu,-U,) Q Chapter Derive Equation (4.18).’ The vatiable under consideration is é Xn) oc “0 with Kin)= E2,Xi/n, Von" 2)", ¥-/n, whese all X's and N's aie independent variables.” The service. dime X; has # general distribution, E(X)= 7, VOX)*@% The idle Hine. Y, hae an exponential dictibukion, EY) =x}, VOY) = 2 Now define the dishibution function Faggtt) = PAB 6) @ Substitution of () inte (2) gives Freq ft) = PLR(n) ~ 75 Yor $0} @) a, Defining 2(0 = X; \ and Z(njth= £2, 2 = K(n)~ pe Yin), (2) may be written Foyglt) = PU Bint 0} w We find easily that mean and variance of B(njt) ate ECE = r- ext, VEiyt= slope]. 61, @ By the cential limit theorem Zin;2) is asyuptelicelly pormal distributed lim, PL Bin) gx) = (SRS) (7) Setting x= 0, and substituting (5) and (6) we derive Lin, PCF. 505 = OTE) By ®, i in faal® Bg): -180- Chapter 6 Exercised ‘Gongider simulation of the Single-setver Erlang le5s mode} with constant service times,” —_ Our twe estimates Tn) and Pin) of the lss probability TT, based on a simulation of n cycles, have been Shown fe be- Asymptotically normal Frnt = O( ESS), (ai) Faeght) = O( Wess) (418) [4] First, ebserve that T= =Se* 725, whereby a= 72 y 25 Te Also, ao n>, both Tn) and Plo converge in prebabilty teT. Ik ie'thesefore. ebvious, and may be proved figosausly, that for any £70 there exists ann, such that 8 ttn) A for all t, 06861, and n> ny f This means that asymptotically Biny's distributien function may be alse expieseed Fron & Of Wie (4180) For a=1, a compatioon of (il) and (H 18a) leads 4e the conclusion that, asymptotically, the two probability disttibutions are the same, “Fra ™ Foyaltl Hence, for all values of 8, POT-8 cihtn) <5} = PUT-8< Pind #3} (a=) [2] Now assume constant service times, that is 9%=0, and n= 00 Substituting these values and am 7p inte CHiN and (4.18) we Sind Frank’) © O(10 Se pV), 0 Fouantt) & Glo = Fy (2) (Chap. 6, Ex. 4) Hence vle sbtain the appsecimaien Formulas PUT 005 < files) ¢T+0.05} = Fu) - F6,), ) PAT 0.05 < Plo) < T4005} = Fus)- Flu), Ww) where Teoos Lr ys vo [its as. W_ _ Wes 1-1 2 -10L ar Tate" ve Ll ae, 1=(7-065) oo olol ae Sat] Calculations Arguments of BU) 7 a a 0.05 Tam | 5% 0.10 tag | 3.0 os [220 018 2.30 2.35. eno | eas | es 0.55. a00 205 70 075. fa oa 040 09 10.60 | -iNuil ~182- (Chap 6, Ex 4 (eonba)) Tate 2.8: Pimsevcttoen

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