EE 621 Markov systems

cnzz.fi fEyging
14 04
m
02
III For a delayed renewal process me 73 20
Define U t t 2m t At 20 Find
P Uct a if F is non lattice ImarIII
x x x

10.51 consider a
delayed renewal process met 220
with A Uniform O C and Feel o HR LC
and 1 a C Prove or disprove the renewal

process is stationary 16Mar.IT

FEI At a shipping_maÉIe of customers

that arrived until time t is N t Let NH 9 20
be Poisson 2 process Shopping times for the
customers are iid Uniform 0,103 After

shopping customers immediately leave the

mall Let Mct denote the number of

customers in the mall at time t Find
the Prob mass for for M t
x x x x
 Solutions
consider Pluct su and note that

PCU E a P UCHSU X f P U E U.X.FR u t

P Ust SU Lt a

Now
Pluct u t P X t if tou

A t 749

P Uct u X E t 4,47 0

P Uct u Ct a
Poluct re a date

Po Uct 2
a
1ft usu d AC

Define Hct PLUCHSU

PLUCHU
E
from conclude

HCT act H A t

Holt aoCH Ho F 1
where a t A'CH tou

ao t F'Ct 197 43
 solution of renewal equation is

H t a t do m t

for of t non
negative
DRI
Thus by KRT

HH ext Flu 1qu u die

Face die
48 PLUCA u

Now note that

Emo P Uct
a
P Uct Eu 1

1 2
Face die

HIT F'Mdr Feculdre

c die
Et
10.21 To show that the renewal process is
stationary we need to show that
A Fe
Many ways
to
prove it A straightforward
is to evaluate
way
145 Yet egg dy
If you divide time into intervals of length
C as shown below

y I I
first renewal Uniform To C3
29
subsequent renewals are its 1

note that y f O C
atl C
dt
nd 91 1 3 y
0 if 920
C it y c
Thus t
if 920
Yet ygdt Tlc if yfco.CI
1 it y C
 Thus Fely If lqycyggdt Uniformfo.cl

Aly
The renewal process is stationary
x x x

10.31 Fire t so Now recall given that

that
there are n Poisson points in interval
it then unordered arrivals can be

thought of independent and uniform

as

To t points in the interval

Two cases t 10

Here any point arriving at time WE it

being in the system at time t 1
Thus prob of a point in system at time
t
Ill die

lot
1 fudu 1

Thus if points arrived

n in o.tl then

P Mct Klanivals n Y I
2
e
PIMA ie
 etc
Case t 10

Consider interval t 10 t and repeat

above calculations Use the fact that
arrivals in t 10 are independent of
arrivals in 0 t 10