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Part A

The document discusses various concepts related to random processes and queueing theory, including definitions of random processes, Markov processes, and Poisson processes. It also covers the classification of Markov processes, properties of queueing models, and key metrics such as traffic intensity and average waiting time. Additionally, it explains concepts like balking, reneging, and series queues, along with relevant formulas and examples.

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3 views4 pages

Part A

The document discusses various concepts related to random processes and queueing theory, including definitions of random processes, Markov processes, and Poisson processes. It also covers the classification of Markov processes, properties of queueing models, and key metrics such as traffic intensity and average waiting time. Additionally, it explains concepts like balking, reneging, and series queues, along with relevant formulas and examples.

Uploaded by

hackeronduty000
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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Part A

1. What is a Random process? When do you say a random process is a random


variable?
A random process (also called a stochastic process) is a collection of random
variables indexed by time (or some other parameter). It describes how a system
evolves randomly over time.
Formally, a random process is a family of random variables:{X(t),t∈T}where:
 X(t) is a random variable for each t
 t belongs to an index set T (often time).
A random process X(t) becomes a random variable when observed at a fixed time.
That is, X(t0)is just a random variable describing an outcome at a single point in time,
rather than across time.

2. A random process is called a strongly stationary process (SSS) or strict sense


stationary if all its statistical properties are invariant to a shift of time origin. This
means that X (t) and X (t +1 ) have the same statistics for any Example: Bernoulli
process is a SSS process and any t.

3. Define a Markov process.


Solution: A stochastic process {Xt} is a Markov process if, for all timest and states
Xt:
P(Xt+1∣Xt,Xt−1,…,X0)=P(Xt+1∣Xt)
This means that the probability of transitioning to the next state Xt+1 depends only on
the current state Xt and not on the sequence of states that preceded it.

4. State any two properties of Poisson process.


i) Poisson process is a Markov process.
ii) Sum of two independent Poisson process is a Poisson process.

5. The number of telephone calls arriving at a certain switch board within a time
interval of length (measured in minutes) is a Poisson process X(t) with mean rate of 2
per minute. Find the probability of no telephone calls arriving at this switch board
during a 5-minute period.
Solution:
P[no telephone calls arriving at this switch board during a 5minute period]=e-10
(Must do step by step)

6. Write down the classification of Markov Process.


(a) Discrete-State Markov Process
(b) Continuous-State Markov Process
(c) Discrete-Time Markov Process (DTMP)
(d) Continuous-Time Markov Process (CTMP)

7. Write down the relation satisfied by the steady-state distribution and the transition
probability matrix of a regular Markov chain.
In a regular Markov chain, the steady-state distribution (also called the stationary
distribution) is the probability distribution that remains unchanged as time progresses.
It satisfies a fundamental relation with the transition probability matrix.
Steady-State Equation
Let:
 P be the transition probability matrix of a Markov chain.
 π= (π1, π2, …, πn) be the steady-state probability distribution (a row vector).

The steady-state equation is: πP=π or equivalently, ∑πjPji=πi,for all i


where Pji is the probability of transitioning from state j to state i.

8. State Chapman-Kolmogorov theorem.


For a Markov process {Xt} with a transition probability Pij(t) (probability of
transitioning from state iii to state j in time t, the theorem states:
Pij(t+s)=k∑Pik(t) Pkj(s)for all states i, j and intermediate state k.

9. Define Kendall’s Notation for representing queueing models.

a: arrival time
b: customers are being served
c: Number of service stations
d: system capacity
e: queue discipline

10. Explain the term “Traffic intensity”?

Traffic intensity is a key metric in queueing systems that measures the utilization of a
server. It indicates how "busy" the system is compared to its capacity.
Traffic intensity, denoted by ρ, is given by:ρ=λ/μwhere:
 λ = arrival rate (average number of customers arriving per unit time).

μ = service rate (average number of customers served per unit time).

11.Give the formula of finding average waiting time of a customer in the system
(M/M/1):(∞/FIFO).

Where:
 W = Average waiting time in the system (queue + service).
 λ = Arrival rate (average number of customers arriving per unit time).
 μ = Service rate (average number of customers served per unit time).
 ρ=λ/μ= Traffic intensity (server utilization).

11. A self-service stores employees one cashier at its counter. Nine customers arrive
on an average 5 minutes while the cashier can serve 10 customers in 5 minutes.
Assuming Poisson distribution for arrival rate and exponential distribution for service
rate, find the average number of customers in the system.
12. What is the effective arrival rate for (M/M/1):(4/FIFO) queueing model when
.

13. What are the assumptions made in simple single server queueing model?
customers arrive according to a Poisson process (exponential distribution), service
times are also exponentially distributed, customers are served on a first-come, first-
served basis, and there is an infinite population of potential customers with infinite
patience.

14. Write Little’s formula for (M/M/1):(∞/FIFO) queueing model.

15. What do you mean by (i)Balking (ii) Reneging.


Balking, defined as deciding not to join the line at all, and reneging, defined as joining
a line but leaving without being served.

16.Write down Pollaczek-khintchine formula

where ρ = λ/μ

17.What do you mean by M/G/1 queue?


The M/G/1M/G/1M/G/1 queue is a single-server queueing model where:
 MMM (Markovian Arrivals):
o Customer arrivals follow a Poisson process (i.e., the interarrival times
are exponentially distributed).
o The arrival rate is λ\lambdaλ (customers per unit time).
 GGG (General Service Time Distribution):
o The service times follow a general (arbitrary) distribution with mean
1/μ1/\mu1/μ and variance σ2\sigma^2σ2.
o Unlike the M/M/1M/M/1M/M/1 queue, where service times are
exponentially distributed, here they can follow any probability
distribution (e.g., normal, uniform, etc.).
 111 (Single Server):

The system has one server that serves customers one at a time.

18. Write the classification of queueing networks.


1. Open networks
2. Closed network
3. Mixed networks
19. Distinguish between open and closed networks.

Open network Closed network


1. Arrivals from outside to the New customers never enter in to the
Node is allowed. system.
2. Once a customer gets the service Existing customers never depart from
Completed at node I, he joins the the
queue System.
At node j with probability or leaves
the
System with probability

20.Define series queues.


A series queue (or tandem queue) is a type of queueing network where customers pass
through multiple service stations in a fixed sequence before exiting the system

21.Write down the formula for for a single server Jackson’s open
network.
To write the formula ---

22.Give two examples for series queueing situations.


1. Registration process in university
2. Clinic physical examination procedure
(Any 2 examples can be given)

23.Consider a service facility with two sequential stations with respective service
rates of 3 per min and 4 per min. The arrival rate is 2 per min. What is the average
service time of the system, if the system could be approximated by a two stage
Tandem queue?
Solution:

The average service time of the system =

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