Quiz 4.

Please complete and attach your completed and detailed answer (showing all work) in a word
document.

1. Consider a linear birth–death process where the individual birth rate is λ=1, the individual death rate
is μ= 3, and there is constant immigration into the population according to a Poisson process with rate α.
(35 Points)

(a) State the rate diagram and the generator.

λ=1 , μ=3

0 0 0 0 0 ⋯

(
1 −4 3
G= 0 6 −8
0 0 6
⋮ ⋮ ⋮
0 0
2 0
−12 3
⋮ ⋮
⋯
⋯
⋯
⋱
)
(b) Suppose that there are 10 individuals in the population. What is the probability that the population
size increases to 11 before it decreases to 9?

(10+ a)
(40+ a)

(c) Suppose that α= 1 and that the population just became extinct. What is the expected time until it
becomes extinct again?

1.5

2. Birds arrive at four bird feeders according to a Poisson process with rate one bird per minute. If all
feeders are occupied, an arriving bird leaves, but otherwise it occupies a feeder and eats for a time that
has an exponential distribution with mean 1 min. Consider this as a Markov chain where a “state” is the
number of occupied feeders. The rate diagram is given below. (30 Points)

(a) Explain the rates in the diagram.

Birds arriving at four feeders follows a Poisson process with rate one bird per minute:

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 x
μ
P ( X=x )=e−μ
x!
=Birds eating eat for a time that has an exponential distribution with mean 1 minute.
λ=1
f ( y )= λ e−λx
In the diagram, the rate is
λi =λ=1
μi=iμ=i ; for I = 1, 2, 3, 4

(b) Find the generator G.

−1 1 0 0 0 0
1
G= 0
0
0
( −2 1
2 −3
0 3
0 0
0 0 0
1 0 0
−4 1 0
4 −5 1
)
(c) If three feeders are occupied, what is the expected time until this changes?

Given that three feeders are occupied, the number changes if any new birds arrive or one of
the three birds leave. Thus, the expected change time is:
d 1 , d2 , d 3 ,a 1
1
min ( ¿ )= minutes
4
E¿

(d) If all feeders are occupied, what is the probability that a bird arrives before a feeder becomes free?

All the feeders are occupied, a feeder becomes free if one bird departs, z = min(d1, d2, d3, d4) ~
exp(4, denotes the time to when one feeder becomes free. Given the arrival bird follows exp
(1), hence
p(a1 < z), is if a bird arrives before the a feeder is free:
∞
P ( a1 <z )=∫ 4 e (−4 z ) x ( 1−e−2 ) dz
0
∞ ∞
¿∫ 4 e−4 z −4 ∫ e−5 z dz
0 0
4 1
¿ 1− =
5 5

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 3. Consider the following queueing system. Customers arrive in pairs according to a Poisson process with
rate λ= 1 customer pair/min. There is one server and room for two customers to wait in line. Service
times are exponential with mean 30 s. If there is not room for both arriving customers, they both leave.
(30 Points)

(a) Describe the system in a rate diagram and find the stationary distribution.

4 2 3 1
π 0= , π = ,π = ,π =
10 1 10 2 10 3 10

(b) Now suppose that pairs may split up. If there is not room for both, then with probability 1 /2 they
both leave and with probability 1/2 one stays and the other leaves.

16 8 12 7
π 0= , π 1= , π 2 = , π 3 =
43 43 43 43

(c) Do (a) again under these assumptions.

4) Consider a queueing system where there is one server and no room to wait in line (i.e., an M/M/1/1
queue). Further suppose that the arrival rate λ and the service rate μ are equal. Under stationary
conditions, find the proportion of customers who are lost (30 Points)

(a) in this system 50% (b) if the service rate is doubled 33% (c) if one customer can wait in line 33%(d) if a
second server is added 20%

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