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Probability, Statistics, and Queuing Theory with Computer Science Applications, Second Edition (Computer Science and Scientific Computing)

Arnold O. Allen

Chapter 5

Queueing Theory - all with Video Answers

Educators


Chapter Questions

01:15

Problem 1

Four customers per minute enter the Frugal Fast Food restaurant during lunch hour and spend an average of 4 minutes getting their food (in a queue and reçeiving service). After receiving their food, $40 \%$ of the customers leave the restaurant (with their food) while $60 \%$ remain to eat their food inside Frugal Fast Food. Those who stay spend an average of 25 minutes consuming their food. How many customers are inside Frugal Fast Food during the lunch hour, on the average?

John Wells
John Wells
Numerade Educator

Problem 2

Consider an $\mathrm{M} / \mathrm{M} / 1$ queueing system in the steady state.
(a) Show that the probability that there are $n$ or more customers in the system is $\rho^n$.
(b) Use the result of part (a) to find the value of $\mu$, such that, for given values of $\lambda, n$, and $\alpha$, with $0<\alpha<1$, the probability of $n$ or more customers in the system is $\alpha$. This value of $\mu$ must be given explicitly by a formula in terms of $\lambda, n$, and $\alpha$.
(c) Use the formula developed in part (b) to find $\mu$ if $\lambda=10, n=3$, and $\alpha=0.05$.

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Problem 3

Consider an $M / M / 1$ queueing system in the steady state. Show that the following are true:
(a)
$$
E\left[N_q \mid N_q>0\right]=\frac{1}{1-\rho} .
$$
(b)
$$
\operatorname{Var}\left[N_q \mid N_q>0\right]=\frac{\rho}{(1-\rho)^2} .
$$

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Problem 4

Show that, for a stable $M / M / 1$ queueing system,
$$
\operatorname{Var}\left[N_q\right]=\frac{\rho^2\left(1+\rho-\rho^2\right)}{(1-\rho)^2 .}
$$

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Problem 5

BRITE LITE, Inc. has production machines that break down in a Poisson pattern at the rate of three per hour during the eight hour work day. BRITE LITE is considering the repair services of I. M. Slow and I. M. Fast. Slow repairs machines with an exponential repair time distribution at an average rate of four machines per hour for a service charge of $$\$ 120$$ per eight hour day. Fast also provides exponential repair time but with an average rate of six machines per hour; Fast charges $$\$ 200$$ per eight hour day. Which person should be hired on a daily basis if the cost of an idle machine is $$\$ 50$$ per hour? By "daily basis" we mean the person chosen must be paid for an eight hour day every day, even if the person is idle some of the time.

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04:54

Problem 6

People arrive at a telephone booth at the Fly-by-Night airline terminal in a random pattern with an average interarrival time of 12 minutes. The length of phone calls from the booth, including the dialing time, wrong numbers, etc. is exponentially distributed with an average time of 4 minutes.
(a) What is the probability that an arriving person will have to wait?
(b) What is the average length of the waiting lines that form from time to time; that is, those that are not of zero length?
(c) What is the probability that an arrival will have to wait for more than 10 minutes before the phone is available?
(d) The telephone company plans to add a second booth when the traffic increases so much that $W_q \geq 5$ minutes. At what average interarrival time will $W_q=5$ minutes occur?

Foster Wisusik
Foster Wisusik
Numerade Educator
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Problem 7

A clerk provides exponentially distributed service time to customers who arrive randomly at the average rate of 15 per hour. What average service time must the clerk provide in order that $90 \%$ of all customers will queue for service for a time not exceeding 12 minutes?

Rashmi Sinha
Rashmi Sinha
Numerade Educator

Problem 8

Show that for a steady state $M / M / 1$ queueing system,
$$
\sigma_q^2=\frac{(2-\rho) \rho W_s^2}{(1-\rho)^2} .
$$

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Problem 9

Consider a steady state $M / M / 1$ queueing system. Prove the following two formulas from the formulas that have been proven and give the intuitive meaning of each of them.
(a) $W=(L+1) W_s$.
(b) $W_q=L W_s$.

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03:07

Problem 10

In Hopeless Junction a small full service gas station is operated by the owner, Mirthless Snerd, by herself. On Monday mornings customers (cars) arrive randomly at the average rate of 15 per hour. Mirthless provides exponential service with a mean service time of 2.5 minutes. Please answer the following questions.
(a) What is the mean number of customers waiting (queueing) for service?
(b) What is the mean queueing time in minutes?
(c) What is the mean time a customer spends at the station?
(d) What is the mean number of customers at the station?
(e) What is the probability that Mirthless is idle?
(f) What fraction of time does Ms. Snerd have customers waiting?
(g) What is the mean number of customers waiting for service when one or more are waiting for service? Compare with the answer to part (a).

Jacob Fry
Jacob Fry
Numerade Educator

Problem 11

Los Angeles has been struck by a crime wave. Alarmed by the increasing number of bank robberies and concerned about their effect on bank customers, the Banking Upper Management Society (BUMS) adopts the following policies at each bank:
(a) A teller's window is reserved for the exclusive use of bank robbers.
(b) In order to conserve space, bank robberies may be committed only by a lone bandit.
(c) If two or more robberies occur simultaneously, the robbers are served on a first-come, first-served basis.
You are engaged as a consultant by the Bank Robbers Federation (BARF). Your job is to determine if the proposed arrangement with the BUMS is adequate. [Please keep in mind the type of overshoes you are likely to be wearing if you don't get this right.] The data you are given is:
(i) Robbers arrive at random between the hours of 9:00 a.m. and 3:00 p.m.; the average arrival rate is five robbers per hour.
(ii) Teller service time is exponential with an average value of 2 minutes (for the robber's teller). (Special robber withdrawal forms expedite service.)
(iii) The $\mathrm{M} / \mathrm{M} / 1$ model seems to apply.
You are asked to determine
(1) the average time a robber must queue for service (a robbery).
(2) the average time required for a robbery (queueing time plus service time).
(3) the probability the robber's teller is busy.
(4) the average number of robbers in the bank.
(5) the probability of finding three or more robbers in the bank at the same time.
(6) the probability a robber spends more than 15 minutes in the bank.
(7) the 95 th percentile of robbery time.
(The original version of this problem is due to Shelly Weinberg of IBM.)

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Problem 12

Consider an $\mathrm{M} / \mathrm{M} / 1 / \mathrm{K}$ queueing system. Let $q_n$ be the probability there are $n$ customers in the system just before a customer arrival that actually enters the system; that is, $q_n$ is the probability that there an $n$ customers in the system when an arrival is about to occur. Thus, $q_n=P\left[A_n \mid A\right]$ for $n=0,1,2, \ldots, K-1$, where $A_n$ is the event that there are $n$ customers in the system and $A$ is the event that an arrival is about to occur. Use Bayes' theorem (Theorem 2.4.3) to prove that
$$
q_n=\frac{p_n}{1-p_K}, \quad n=0,1, \ldots, K-1 .
$$

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Problem 13

Show that
$$
W[t]=1-\sum_{n=0}^{K-1} q_n\left(e^{-\mu t} \sum_{k=0}^n \frac{(\mu t)^k}{k !}\right)
$$
for the $\mathrm{M} / \mathrm{M} / 1 / \mathrm{K}$ queueing system, where
$$
q_n=\frac{p_n}{1-p_K}
$$
[Hint: Write
$$
\begin{aligned}
W[t] & =\sum_{n=0}^{K-1}\left\{\int_0^t \frac{\mu(\mu x)^n e^{-\mu x}}{n !} d x\right\} q_n \\
& =\sum_{n=0}^{K-1}\left\{1-\int_t^{\infty} \frac{\mu(\mu x)^n e^{-\mu x}}{n !} d x\right\} q_n \\
& =1-\sum_{n=0}^{K-1} q_n \int_t^{\infty} \frac{\mu(\mu x)^n e^{-\mu x}}{n !} d x .
\end{aligned}
$$
Then make the change of variable $y=x-t$ in each of the integrals. By recognizing the integral form of the gamma function
$$
\Gamma(t)=\int_0^{\infty} x^{t-1} e^{-x} d x, \quad t>0,
$$
and using the property of the gamma function expressed as
$$
\Gamma(n+1)=n ! \quad n=0,1, \ldots,
$$
deduce that
$$
\int_t^{\infty} \frac{\mu(\mu x)^n e^{-\mu x}}{n !} d x=e^{-\mu t} \sum_{k=0}^n \frac{(\mu t)^k}{k !},
$$
for $n=0,1, \ldots, K-1$.]

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04:20

Problem 14

Consider the cyclic queueing model of a computer system shown in Figure 5.7.1 below. It represents a computer system with a constant multiprogramming level of $N$ jobs (programs) sharing the main memory. Server 1 is assumed to be the CPU and server 2 represents the $I / O$ system. ${ }^{17}$ Servers 1 and 2 provide exponential service with rates $\mu$ and $\lambda$, respectively. At the end of a CPU service (burst) a job requests $I / O$ with probability $q$ or leaves the system with its service complete with probability $p=1-q$. When a job completes service and leaves the system, it is immediately replaced by another job with identical statistics to keep the multiprogramming level at a constant $N, N$ is called the multiprogramming level, abbreviated MPL. We consider the system to be a birth-and-death process with the state determined by the number of jobs (programs) at the CPU, either receiving service or in the queue. Thus, the system can be in state $i$ for $i=0,1, \ldots, N$. The birth-and-death coefficients are $\lambda_i=\lambda$ for $i=0,1, \ldots, N-1$, and $\mu_i=\mu q$ for $i=1,2, \ldots, N$. The state transition rate diagram is given in Figure 5.7 .2 below. Let $p_n$ be the probability that there are $n$ customers at the CPU, that is, that the system is in state $n$. Let
$$
\rho=\frac{\lambda}{\mu q} .
$$
Use Equation (4.29) of Chapter 4 to show that
$$
p_n=\rho^n p_0
$$
where
$$
p_0=\frac{1}{\sum_{n=0}^N \rho^n}
$$
so that
$$
p_0= \begin{cases}\frac{1-\rho}{1-\rho^{N+1}} & \text { for } \rho \neq 1 \\ \frac{1}{N+1} & \text { if } \rho=1 .\end{cases}
$$
The CPU utilization, $\rho_1$, is given by $\rho_1=1-p_0$ and the $I / O$ utilization by $\rho_2=1-p_N$. To use this model to calculate mean throughput, $\lambda$, and mean turnaround time, $W$, we assume that each job starts with a CPU burst, that is followed by an $I / O$ burst, after which it rejoins the CPU queue for another CPU burst, etc. After an average of $m$ CPU bursts ( $m$ need not be an integer), it exits the system to be immediately replaced by another job; this keeps the multiprogramming level at $N$. Thus, each job, on the average, passes through the CPU system $m$ times and the $I / O$ system $m-1$ times. The probability, $p$, that a job leaves the system after a CPU burst is given by $p=1 / m$. To calculate the throughput, $\lambda$, that is the average rate at which jobs enter and depart the computer system, we reason that the departure rate is $\mu p$ when the CPU is busy and zero otherwise, so that
$$
\begin{aligned}
\lambda & =\mu p\left(1-p_0\right)+0 \times p_0 \\
& =\mu p \rho_1 .
\end{aligned}
$$
By Little's law, we calculate
$$
W=\frac{N}{\lambda}
$$
(Figure can't copy)
Since the average number of visits a job makes to the CPU is $m$, the average CPU time used per job is
$$
\frac{m}{\mu}=\frac{1}{p \mu} .
$$
Similarly, since, on the average, a job makes $m-1$ visits to the $I / O$ facility, the average job $I / O$ time is
$$
\frac{m-1}{\lambda}=\frac{(m-1)}{m} \frac{m}{\lambda}=\frac{q}{p \lambda} .
$$
Hence, the ratio of average CPU time per job to average $I / O$ time per job is
$$
\frac{\frac{1}{p \mu}}{\frac{q}{p \lambda}}=\frac{\lambda}{q \mu}=\rho .
$$
Therefore, $\rho$ provides a measure of the relative importance of CPU service and $I / O$ service for jobs. If $\rho<1$, the system is said to be $I / O$ bound; if $\rho>1$, the system is said to be $C P U$ bound. Of course, if $\rho \approx 1$, the system is said to be balanced.

Nick Johnson
Nick Johnson
Numerade Educator
03:21

Problem 15

Suppose Uptight Fawcett has a batch computer system that can be modeled by the cyclic computer model outlined in Exercise 14 . Suppose the mean CPU burst time is 0.02 seconds, the mean $I / O$ service time is 0.04 seconds, the mean number of CPU bursts required per job is 18.5 , and the multiprogramming level is 10 . What is
(a) the mean throughput, $\lambda$,
(b) mean turnaround time, $W$,
(c) CPU utilization, $\rho_1$, and
(d) the $I / O$ utilization, $\rho_2$ ?

Amany Waheeb
Amany Waheeb
Numerade Educator

Problem 16

Show that for an $\mathrm{M} / \mathrm{M} / \mathrm{c}$ queueing system in equilibrium, the following are true:
(a) If $n<c$,
$$
P[N \geq n]=p_0\left\{\sum_{k=n}^{c-1} \frac{a^k}{k !}+\frac{a^c}{c !(1-\rho)}\right\} .
$$
(b) If $n \geq c$,
$$
P[N \geq n]=C[c, a] \rho^{n-c} .
$$
(c) If $c=2$, (a) and (b) reduce to
$$
P[N \geq n]=\frac{2 \rho^n}{1+\rho}, \quad n=1,2, \ldots .
$$
(d) If $c=1$, (a) and (b) reduce to
$$
P[N \geq n]=\rho^n, \quad n=0,1,2, \ldots
$$

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Problem 17

Show that, for an $M / M / c$ queueing system in the steady state,
$$
\sigma_{N_q}^2=\frac{\rho C[c, a]\{1+\rho-\rho C[c, a]\}}{(1-\rho)^2},
$$
and
$$
\sigma_N^2=\sigma_{N q}^2+a(1+C[c, a]) .
$$

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Problem 18

Prove that, for an $M / M / c$ queueing system in the steady state,
$$
\sigma_q^2=\frac{\{2-C[c, a]\} C[c, a] W_s^2}{c^2(1-\rho)^2} .
$$
Hint: Use the fact that
$$
\int_0^{\infty} x^n e^{-\mu x} d x=n ! \mu^{-n-1} .
$$

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Problem 19

Two analysts at Exxtol Petrol, Ltd., Log Jam and Bot L. Neck, are having an argument. They are comparing an $\mathrm{M} / \mathrm{M} / 1$ system with mean arrival rate $\lambda$ and mean service rate $2 \mu$ (we assume $\lambda<2 \mu$ ), with an $\mathrm{M} / \mathrm{M} / 2$ system with mean arrival rate $\lambda$ and mean service rate $\mu$ for each server. Log says the $M / M / 2$ system is best because
$$
W_{q_{M / M / 2}}<W_{q_{M / M / 1}} .
$$
Bot responds that Log has it all wrong because
$$
W_{M / M / 1}<W_{M / M / 2},
$$
and therefore, the $\mathrm{M} / \mathrm{M} / 1$ system is superior. Who is right? Note that the two systems have equal capacity; Log and Bot are comparing a single-server system to a double-server system with half-speed servers.

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03:34

Problem 20

Phil T. Grime, the manager of the Information Center at Gritty Soap, provides three consultants to help personal computer users solve their problems. PC users with problems arrive randomly, at an average rate of 20 per 8 hour day. The amount of time that a consultant spends with a PC user has an exponential distribution with average value of 40 minutes. Users are assigned to consultants in the order of their arrival.
(a) What fraction of the time is each consultant busy?
(b) What is the mean time a user spends in the queue?
(c) What is the mean number of users waiting for a consultant?
(d) What is the mean time a user spends in the Information Center?
(e) What is the mean number of users in the center?
(f) What is the probability that all the consultants are idle?
(g) What is the probability that all the consultants are busy but no one is waiting in line?

Sheryl Ezze
Sheryl Ezze
Numerade Educator
03:07

Problem 21

Customers arrive randomly (during the evening hours) at the Kittenhouse, the local house of questionable services, at an average rate of five per hour. Service time is exponential with a mean of 20 minutes per customer. There are two servers on duty.
(a) What is the probability an arriving customer must queue?
(b) That one or both servers are idle?
(c) What is the average time a customer spends at the Kittenhouse?
(d) If the Kittenhouse is raided, how many customers will be caught, on the average?
(e) What is the probability that five or more customers will be caught in a raid?
(f) What is the probability that both servers are idle?

Jacob Fry
Jacob Fry
Numerade Educator
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Problem 22

So many queueing theory students visit the Kittenhouse to collect data for this book that the proprietress, Kitty Callay (also known as the Cheshire Cat) makes some changes. She trains her kittens to provide more exotic but still exponentially distributed service and adds three more servers, for a total of five. Her captivated, titillated customers still complain that the queue is too long. Kitty commissions her most favored customer, Gnalre K. Renga to make a study of her establishment. He is to determine the mean arrival rate, $\lambda$, during the peak period, the mean service time, $W_s$, and to recommend the number of servers she should provide so that
(a) the mean queueing time for those who must queue will not exceed 20 minutes, and
(b) the probability that an arriving customer must wait for service will not exceed 0.25 .
Mr. Renga finds that the arrival pattern is exponential with $\lambda=$ 9 customers per hour. He also determines that the service time is exponential with $W_s=30$ minutes.
(i) For the original system (with 5 servers), calculate the performance measures $W_q, L_q, L$, and the probability of not having to queue for service.
(ii) How many servers must be provided to satisfy the requirements (a) and (b), above?
(iii) Assume the number of servers determined in (ii) are provided. Answer the questions asked in (a)-(f) of Exercise 21 for the new Kittenhouse, where (b) now means, "What is the probability that at least one server is idle?" and (f) becomes, "What is the probability all servers are idle?"

Rashmi Sinha
Rashmi Sinha
Numerade Educator
02:28

Problem 23

Howie Kramms, a computer science student at Ginger Tech., bragged that he could prove the following formulas for the steady state $\mathrm{M} / \mathrm{M} / \mathrm{c}$ queueing system. He was willing to wager 10 dollars that no one else in his dormitory could. Can you call Howie's bluff?
$$
E\left[w^2\right]= \begin{cases}\frac{2 C[c, a] W_s^2}{1-c(1-\rho)}\left(\frac{1-c^2(1-\rho)^2}{c^2(1-\rho)^2}\right)+2 W_s^2, & a \neq c-1 \\ 4 C[c, a] W_s^2+2 W_s^2, & a=c-1\end{cases}
$$
Hint:
$$
\int_0^{\infty} t^n e^{-\mu t} d t=n ! \mu^{-n-1} .
$$

Leon Druch
Leon Druch
Numerade Educator

Problem 24

James Martin has suggested that $\pi_w$ [95] for an $M / M / c$ system is approximately $W+2 \sigma_w$. For the $\mathrm{M} / \mathrm{M} / \mathrm{c}$ system of part (iii) of Exercise 22,
(a) Calculate Martin's approximation for $\pi_w[95]$.
(b) Using (a) as a starting value, calculate $\pi_w[95]$ to at least 3 decimal places, using a numerical technique and the formula for $W[\cdot]$, the distribution function of $w$.

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Problem 25

It is shown in Section 5.2.4 that the probability that all $c$ servers are busy in an $\mathrm{M} / \mathrm{M} / \mathrm{c} / \mathrm{c}$ queueing system $(\mathrm{M} / \mathrm{M} / \mathrm{c}$ loss system) is given by Erlang's $B$ formula, $B[c, a]$, defined by
$$
B[c, a]=\frac{\frac{a^c}{c !}}{1+a+\frac{a^2}{2 !}+\cdots+\frac{a^c}{c !}} .
$$
Consider an $\mathrm{M} / \mathrm{M} / \mathrm{c}$ queueing system in the steady state. Show that the following are true:
(a)
$$
\frac{1}{C[c, a]}=\rho+\frac{(1-\rho)}{B[c, a] .}
$$
(b)
$$
\frac{1}{B[1, a]}=1+\frac{1}{a}
$$
(c)
$$
\frac{1}{B[n, a]}=1+\frac{n}{a} \times \frac{1}{B[n-1, a]} \quad \text { for } n=2,3, \ldots, c \text {. }
$$

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Problem 26

(a) Write a computer program to implement Algorithm 5.2.2.
(b) Write a recursive program to calculate $B[c, a]$, using steps 1 and 2 of Algorithm 5.2.2.
(c) Use the programs of (a) and (b) to calculate $B[15,5]$. Which program runs faster?

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05:35

Problem 27

JETSET Airlines, a fierce competitor of KAMAKAZY Airlines (Example 5.2.3), also is planning a new telephone reservation office. Their agents provide customers who call with an exponential service time. Like KAMAKAZY Airlines, calls that arrive when all agents are busy are held (with appropriate background music) until an agent is free. They expect a random pattern of customer calls with an average of 30 calls per hour during the peak period.
(a) The three performance criteria are:
1. The average time a caller waits to talk to an agent must not exceed 20 seconds.
2. The average waiting time for customers who must queue for service must not exceed 2 minutes.
3. Ninety-five percent of all customers must reach an agent in 30 seconds or less.
How many agents should be provided?
(b) If the number of agents required for part (a) is provided, calculate $W_q, W, E[q \mid q>0]$, and $\pi_q[90]$ in seconds. Also compute the probability that $w \leq 3.5$ minutes and $P[N \geq 5]$.
(c) What is the probability that all the agents are busy during the peak period? That all are idle?

Foster Wisusik
Foster Wisusik
Numerade Educator
06:07

Problem 28

YOUTOOLCOMPUTE has 10 portable personal computers available for rent. The average rental time is 2.5 days and is exponentially distributed. Customers arrive randomly at an average rate of five per day. If a computer is not available, a customer will go to HELL (Hewlett, Ernest, Leland, and Lial) for a computer.
(a) What fraction of arriving customers will be lost?
(b) What is the average number of computers on rent?
(c) What is the probability a personal computer on rent will be on rent for more than five days?
(d) Management estimates that the profit on a computer being rented is $$\$ 20$$ per day (they rent by the day, only). One of the computers is destroyed in an accident and cannot be replaced for 30 days. What is the maximum YOUTOOLCOMPUTE can afford to pay per day for a 30 day replacement?

Bryan Meares
Bryan Meares
Numerade Educator
03:07

Problem 29

Programmers at Prolific Programming Unlimited connect to a timesharing system over dedicated dial-up communication trunks. Arrivals of incoming programmer calls to the trunks can be modeled as a Poisson arrival process with the mean rate of 0.2 calls per minute. The length of each time-sharing session can be modeled as a uniformly distributed random variable in the interval 10 to 50 minutes; session length is independent of the load.
(a) How many dial-up lines (trunks) should there be to make sure that less than 10 percent of incoming programmer calls get busy signals?
(b) With this number of lines, what is the mean number of timesharing sessions in progress?
(c) What is the probability that 6 or more of the lines are in use?

Amany Waheeb
Amany Waheeb
Numerade Educator
02:47

Problem 30

Houdini Engineering (sometimes known as Tech Type Toolers or $T^3$ for short) has a large room containing 50 computer workstations (called "the pit") for the use of the engineering staff. During the busiest period of the day, engineers arrive randomly at the mean rate of 49 per hour and spend an average of 30 minutes at a workstation; this latter time is exponential. Thus, the terminal room can be modeled as an $\mathrm{M} / \mathrm{M} / 50$ queueing system.
(a) Calculate the performance measures $W, \pi_w[90]$ (use Martin's approximation if you can't compute it exactly), $L, W_q, \pi_q[90]$, and $L_q$.
(b) Approximate the values in part (a) by modeling the system as an $\mathrm{M} / \mathrm{M} / \infty$ system.

Sheryl Ezze
Sheryl Ezze
Numerade Educator

Problem 31

Lassettre and Scherr [40] used the machine repair queueing system to model the performance of the OS/360 time-sharing option (TSO), a system that allowed programmers to develop and run programs from a terminal in a time-sharing mode. It was, of course, the progenitor of the current TSO, that runs under the MVS operating system. (Allan Scherr received the Association of Computing Machinery's Grace Murray Hopper award in 1975 for some earlier work (Scherr [52]), in which he used this same queueing system to model the MIT Project MAC time-sharing system called CTSS for Compatible Time-Shared System.) For their model, Lassettre and Scherr identified the parameters $E[O], W, W_s$, and $K$ of the machine repair system with the parameters of the TSO model as follows: $E[O]$ is the average user time, that they defined as the mean elapsed time from the request for input made by the processing program to the completion of the requested input by the user. $W$ is the average response time that they defined as the mean length of the time interval that begins with the completion of input and ends when the program processing this input finishes and requests more input. Thus, taken together, the user time and the response time make up a complete cycle or interaction. $W_S$ is the mean system service time, that is, the mean of the time required by the system to execute the program that processes the input entered by the user. $K$ is the average number of users actively interacting with the system.
(a) Use Little's law to show that the mean number of interactions per second is given by
$$
\lambda=\frac{K}{E[O]+W} .
$$
(b) Show that the mean response time is given by
$$
W=\frac{K W_s}{1-p_0}-E[O],
$$
where $p_0$ is the probability that there are no requests for system service pending.
(c) Show that the average number of users waiting for a response is
$$
L=\frac{K W}{W+E[O]} .
$$
(d) Show that the mean response time when there is a large number of users ( $K$ is large) is approximately $K W_s-E[O]$. Assume that the CPU is the computer system bottleneck.
(e) The curve $W / W_s$ versus $K$ has the asymptote $W / W_s=K-$ $E[O] / W_S$ for large $K$. We see that for small values of $K$ there is an asymptote to the curve, that is the horizontal line $W / W_S=1$. The two asymptotes intersect at the point $\left(K^*, 1\right)$ where
$$
K^*=\frac{W_s+E[O]}{W_s} .
$$
Kleinrock [32] calls the value of $K^*$ the saturation number, but Lassettre and Scherr call the point $\left(K^{* *}, 0\right)$ where the line $K W_s-E[O]$ intersects the $x$-axis the saturation point and claim it is a fair approximation of the capacity of a time-sharing system. Thus,
$$
K^{* *}=\frac{E[O]}{W_s} .
$$
Lassattre and Scherr use an $E[O]$ value of 35 seconds based on measurements for users of terminals such as Teletypes and IBM $2741 \mathrm{~s}$. Using this value of $E[O]$, they reported that for one TSO system with 60 active terminals the mean response time, $W$, was 5 seconds, with $W_s$ equal to 0.8 seconds. ${ }^{18}$ If CRT type terminals are acquired for this system that provide an $E[O]$ of 10 seconds and the throughput remains the same as before, what is the mean response time $W$ ? What is $K^{* *}$ for this system?

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Problem 32

Consider the $\mathrm{M} / \mathrm{M} / \mathrm{c} / \mathrm{K} / \mathrm{K}$ machine repair queueing system. Let $p_n$ be the probability that $n$ of the $\mathrm{K}$ machines are inoperable (either undergoing or awaiting repair) and let $q_n$ be the probability that a machine that breaks down finds $n$ inoperable machines in the repair facility.
(a) Prove that
$$
q_n=\frac{(K-n) p_n}{K-L}, \quad n=0,1, \ldots, K-1 .
$$
(b) For an $M / M / 1 / K / K$ queueing system, prove that
$$
q_n=\frac{\frac{z^{K-n-1}}{(K-n-1) !}}{\sum_{k=0}^{K-1} \frac{z^k}{k !}}, \quad n=0,1, \ldots, K-1,
$$
where $z=E[O] / W_s$, and thus, $q_n$ has the same value as $p_n$ for the $\mathrm{M} / \mathrm{M} / 1 / \mathrm{K}-1 / \mathrm{K}-1$ system; that is, the number of machines found by arriving machines is the same as that which would be seen at a randomly chosen instant in a system with one less machine.

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02:42

Problem 33

Let $p[k ; \lambda]$ represent the Poisson probability
$$
p[k ; \lambda]=e^{-\lambda} \frac{\lambda^k}{k !}, \quad \lambda>0, k=0,1, \ldots
$$
Let $Q[k ; \mu]$ be defined by the Poisson sum
$$
Q[k ; \mu]=e^{-\mu} \sum_{i=0}^k \frac{\mu^i}{i !}, \quad \mu>0, k=0,1,2, \ldots
$$
(a) Prove that
$$
\sum_{j=0}^k p[k-j ; \lambda] Q[j ; \mu]=Q[k ; \lambda+\mu],
$$
(b) Prove that
$$
Q[k ; y]=\int_y^{\infty} \frac{e^{-x} x^k}{k !} d x=P[Y>y],
$$
where $Y$ is a gamma random variable with parameters $\beta=k+1$ and $\alpha=1$.

Hunza Gilgit
Hunza Gilgit
Numerade Educator

Problem 34

Consider Example 5.2.8. Show that, for the machine repair queueing system $\mathrm{M} / \mathrm{D} / 1 / 6 / 6$ with $E[O]=40$ seconds and $W_s=1$ second, that $p_0=0.85390, \lambda=525.95$ requests per hour, and $W=$ 1.069 seconds.

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Problem 35

Consider Example 5.2.9. Suppose that High Tale puts 50 workstations on line. Compute $p_0, \rho, \lambda$, and $W$ for the system; that is, for the $\mathrm{M} / \mathrm{D} / 1 / 50 / 50$ system with $E[O]=80$ seconds and $W_s=2$ seconds.

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Problem 36

The calculations are trivial if the APL functions MACH $\Delta \mathrm{REP}, \mathrm{DWQ} \Delta \mathrm{MR} \Delta \mathrm{C}$, and DW $\Delta \mathrm{MR} \Delta \mathrm{C}$ are available.) The English farnsworth company, Farnsworth Unlimited, Ltd., (a farnsworth is a microelectronic device for gauging the performance of farns) has a number of shops, each of which can be modeled as an $\mathrm{M} / \mathrm{M} / 2 / 3 / 3$ queueing system with $E[O]=10$ minutes and $W_s=8$ minutes. Please do the following:
(a) Calculate $p_i$ for $i=0,1,2,3, q_i$ for $i=0,1,2$, and $W, W_q, L$, and $L_q$ for each system.
(b) Calculate the probability that an inoperative machine must queue for repair.
(c) Calculate $E[q \mid q>0]$.
(d) Calculate $W_q[1]$ and $W[10]$ when time is measured in minutes.

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Problem 37

The M/M/c/K queueing system can be modeled as a birthand-death process (see Sections 4.3 and 5.2).
(a) Draw the state-transition rate diagram and from it deduce that
$$
\lambda_n= \begin{cases}\lambda & \text { for } n=0,1, \ldots, K-1, \\ 0 & \text { for all other } n,\end{cases}
$$
while
$$
\mu_n= \begin{cases}n \mu & \text { for } n=1,2, \ldots, c \\ c \mu & \text { for } n=c+1, \ldots, K \\ 0 & \text { otherwise. }\end{cases}
$$
(b) Show that part (a) yields
$$
p_n= \begin{cases}\frac{a^n}{n !} p_0 & \text { for } n=1,2, \ldots, c \\ \frac{a^c}{c !}\left(\frac{a}{c}\right)^{n-c} p_0 & \text { for } n=c+1, \ldots, K,\end{cases}
$$
where
$$
p_0=\left[\sum_{n=0}^c \frac{a^n}{n !}+\frac{a^c}{c !} \sum_{n=1}^{K-c}\left(\frac{a}{c}\right)^n\right]^{-1},
$$
and $a=\lambda W_s=\lambda / \mu$.
(c) From the formula
$$
L_q=\sum_{n=c+1}^K(n-c) p_n
$$
show that
$$
L_q=\frac{a^c p_0 r\left[1-(K-c+1) r^{K-c}+(K-c) r^{K-c+1}\right]}{c !(1-r)^2},
$$
where $r=a / c$.
(d) Show that
$$
\begin{aligned}
L & =L_q+E\left[N_s\right] \\
& =L_q+\sum_{n=0}^{c-1} n p_n+c\left(1-\sum_{n=0}^{c-1} p_n\right) .
\end{aligned}
$$
(e) Let $q_n$ be the probability that an arriving customer finds $n$ customers in the service facility. Use the same argument as that in Exercise 12 to show that
$$
q_n=\frac{p_n}{1-p_K}, n=0,1,2, \ldots, K-1 .
$$
(f) Show that
$$
E[q \mid q>0]=\frac{W_q}{1-\sum_{n=0}^{c-1} q_n} .
$$
(g) Let $\lambda_a$ be the average arrival rate of customers who actually enter the system. Show that
$$
\lambda_a=\lambda\left(1-p_K\right) .
$$

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Problem 38

(a) Derive a formula for the stationary probability distribution of the number of customers in the system for an $\mathrm{M} / \mathrm{M} / 2 / 3$ queueing system. Express $p_n$ as a function of $\lambda$ and $\mu$.
(b) Suppose the Free K. Doubt company has modeled a computer subsystem as an $\mathrm{M} / \mathrm{M} / 2 / 3$ queueing system with $\lambda=15$ customers per second and $\mu=5$ customers per second. Calculate $p_n$ (for $n=0,1,2,3$ ), $\lambda_a, \rho, L_q, L, W_q$, and $W$ for this model. (The original form of this exercise was contributed by Dr. Raymond Bryant.)

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Problem 39

Use Theorem 5.3.1 and its corollary to prove that the following formulas for the $\mathrm{M} / \mathrm{G} / 1$ queueing system are true:
(a)
$$
W_q=\frac{\lambda E\left[s^2\right]}{2(1-\rho)} ; \quad \text { (Pollaczek's formula) }
$$
(b)
$$
E\left[q^2\right]=2 W_q^2+\frac{\lambda E\left[s^3\right]}{3(1-\rho)}
$$
(c)
$$
E\left[w^2\right]=E\left[q^2\right]+\frac{E\left[s^2\right]}{1-\rho} .
$$

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Problem 40

Prove that, for the $M / G / 1$ queueing system,
$$
\begin{aligned}
\sigma_N^2= & \frac{\lambda^3 E\left[s^3\right]}{3(1-\rho)}+\left(\frac{\lambda^2 E\left[s^2\right]}{2(1-\rho)}\right)^2 \\
& +\frac{\lambda^2(3-2 \rho) E\left[s^2\right]}{2(1-\rho)}+\rho(1-\rho)
\end{aligned}
$$

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Problem 41

Brumelle [6] proves that, for an $M / G / 1$ queueing system,
$$
E\left[N_q\left(N_q-1\right) \cdots\left(N_q-k+1\right)\right]=\lambda^k E\left[q^k\right],
$$
for $k=1,2,3, \ldots$.
(a) Use Brumelle's result to show that
$$
\sigma_{N_q}^2=\frac{\lambda^3 E\left[s^3\right]}{3(1-\rho)}+\left(\frac{\lambda^2 E\left[s^2\right]}{2(1-\rho)}\right)^2+\frac{\lambda^2 E\left[s^2\right]}{2(1-\rho)} .
$$
(b) Use part (a) and the result of Exercise 40 to show that
$$
\operatorname{Cov}\left[N_q, N_s\right]=\frac{\lambda^2 E\left[s^2\right]}{2},
$$
and thus that
$$
E\left[N_q N_s\right]=\frac{\lambda^2 E\left[s^2\right]}{2(1-\rho)} .
$$
[Hint: Use Theorem 2.7.2(c) and the fact that $\sigma_{N_A}^2=\rho(1-$ $\rho)$.] Note: Since $E\left[N_s N_q\right] \neq E\left[N_s\right] E\left[N_q\right], N_s$ and $N_q$ are not independent random variables (see Theorem 2.7.1(d)). Of course we would not expect them to be because the number in the queue clearly depends on the number in service. However, the random variables $q$ and $s$ are independent by assumption.

Shu Naito
Shu Naito
Numerade Educator
05:36

Problem 42

Show from the fact that $g_N(z)$ is given by
$$
g_N(z)=\frac{(1-\rho)(1-z) K(z)}{K(z)-z}
$$
that
$$
L=g_N^{\prime}(1)=\rho+\frac{K^{\prime \prime}(1)}{2(1-\rho)} .
$$

Taimoor Shabbir
Taimoor Shabbir
Numerade Educator

Problem 43

Use the formula
$$
g_N(z)=\frac{(1-\rho)(1-z) W_s^*[\lambda(1-z)]}{W_s^*[\lambda(1-z)]-z}
$$
to show that the generating function for the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system is
$$
g_N(z)=\frac{(1-\rho)\left[1+\left(\rho_1+\rho_2-\rho\right)(1-z)\right]}{\rho_1 \rho_2 z^2-\left(\rho_1+\rho_2+\rho_1 \rho_2\right) z+1+\rho_1+\rho_2-\rho}
$$
where $\rho_i=\lambda / \mu_i, i=1,2$. [Hint: Using the notation of Section 3.2.9, show that $q_1 \rho_2+q_2 \rho_1=\rho_1+\rho_2-\rho$.]

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Problem 44

Prove that $w$ for the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system has the twostage hyperexponential distribution function
$$
W[t]=P[w \leq t]=1-\pi_a e^{-\mu_a t}-\pi_b e^{-\mu_b t}, t \geq 0 .
$$
In (5.296) the constants are given by
$$
\begin{gathered}
\pi_a=\frac{C_1 z_1}{z_1-1}, \\
\pi_b=\frac{C_2 z_2}{z_2-1}, \\
\mu_a=\lambda\left(z_1-1\right),
\end{gathered}
$$
and
$$
\mu_b=\lambda\left(z_2-1\right),
$$
where the constants in (5.297) through (5.300) are those used in the formula for $g_N(z)$ derived in Example 5.3.2; that is,
$$
g_N(z)=\frac{C_1 z_1}{z_1-z}+\frac{C_2 z_2}{z_2-z} .
$$

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Problem 45

Consider the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system. Invert the LaplaceStieltjes transform of the queueing time, $q$, by the method of partial fractions to obtain the density function
$$
f_q(t)=(1-\rho) \delta(t)+C_3 e^{-a t}+C_4 e^{-b t}, \quad t \geq 0,
$$
where $a=-z_1$ and $b=-z_2$ for the zeroes $z_1$ and $z_2$ of the polynomial
$$
\theta^2+\left(\mu_1+\mu_2-\lambda\right) \theta+\mu_1 \mu_2(1-\rho)
$$
The parameters $\mu_1$ and $\mu_2$ in (5.303) are the parameters for the distribution of $s$; that is,
$$
W_s=\frac{q_1}{\mu_1}+\frac{q_2}{\mu_2} .
$$
The constants $C_3$ and $C_4$ in (5.302) are given by
$$
C_3=\frac{\lambda(1-\rho) z_1+\rho(1-\rho) \mu_1 \mu_2}{z_1-z_2},
$$
and
$$
C_4=\frac{\lambda(1-\rho) z_2+\rho(1-\rho) \mu_1 \mu_2}{z_2-z_1},
$$
Now integrate (5.302) to show that
$$
W_q[t]=P[q \leq t]=1-\frac{C_3}{a} e^{-a t}-\frac{C_4}{b} e^{-b t}, \quad t \geq 0 .
$$
As part of deriving (5.307), you will need to show that
$$
\frac{C_3}{a}+\frac{C_4}{b}=\rho \text {. }
$$

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Problem 46

Show that the density function for queueing time in the $\mathrm{M} / \mathrm{M} / \mathrm{c} / \mathrm{K} / \mathrm{K}$ queueing system is given by
$$
f_q(t)=W_q[0] \delta(t)+\frac{c^c \mu p[K-c-1 ; c(t+z)]}{(c-1) ! \times p[K-1 ; c z]} p_0[K-1], \quad t \geq 0,
$$
where
$$
z=\frac{E[O]}{W_s} .
$$
Hint: Differentiate the formula (5.309) below for $W_q[t]$. Note that $q$ has a probability mass at the origin equal to $W_q[0]=q_0$. In differentiating (5.309), use the fact that
$$
\frac{\partial}{\partial y} Q[k ; y]=-p[k ; y],
$$
which follows from the formula
$$
Q[k ; y]=\int_y^{\infty} p[k ; x] d x
$$
of Exercise 33(b).
$$
W_q[t]=P[q \leq t]=1-\frac{c^c Q[K-c-1 ; c z] p_0[K-1]}{c ! \times p[K-1 ; c z]}, t \geq 0,
$$
where
$$
Q[k ; \alpha]=e^{-\alpha} \sum_{n=0}^k \frac{\alpha^n}{n !} .
$$

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01:25

Problem 47

Use the results of Exercise 44 to construct the distribution function of $w$ for the first communication line of Example 5.3.1. Then calculate (a) $W$, (b) $W[20]$, (c) $E\left[w^2\right]$, and (d) $\pi_w[90]$.

Hast Aggarwal
Hast Aggarwal
Numerade Educator
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Problem 48

A favorite game played by two consenting mathematicians is called Proof or Counterexample. Player A states a theorem in the form "C implies D." Player B must either prove the theorem; that is, prove that the truth of $\mathrm{C}$ implies the truth of $\mathrm{D}$ or give a counterexample. A counterexample is an example in which $\mathrm{C}$ is true but $\mathrm{D}$ is false. You have observed that for the $\mathrm{M} / \mathrm{M} / 1$ queueing system, both $s$ and $w$ are exponentially distributed and for the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system (see Exercise 44), both $s$ and $w$ have a two-stage hyperexponential distribution. You are player B in Proof or Counterexample and player A says, "For every M/G/1 queueing system, $s$ and $w$ have the same form of distribution." What is your response?

Victor Salazar
Victor Salazar
Numerade Educator

Problem 49

Consider the steady state $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system discussed in Example 5.3.3. All parameters in this exercise are defined there. Assume $z_1>z_2>1$.
(a) Prove that
$$
P[N \geq n]=C_1 \frac{z_1^{-n+1}}{z_1-1}+C_2 \frac{z_2^{-n+1}}{z_2-1}, \quad n=0,1, \ldots
$$
(b) Prove, by using part (a), that $P[N \geq 1]=\rho$ and $P[n=0]=1-\rho$.

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04:18

Problem 50

Consider Exercises 47 and 49. For the queueing system of Exercise 47 , calculate $P[N \geq 3]$ and $P[N \geq 5]$.

Mohamed Mohamed
Mohamed Mohamed
Numerade Educator

Problem 51

Prove that, for the GI/G/c and GI/G/c/K/K steady state queueing systems,
$$
E[q \mid q>0]=\frac{W_q}{P[q>0]},
$$
where $P[q>0]$ is the probability that an arriving customer must queue for service. Note that an arriving customer must queue for service if and only if she finds all the servers busy, but this probability is not necessarily the same as the probability that all the servers are busy; that is, the probability that a random observer finds all the servers busy. Wolff [66] has shown the two probabilities are the same only when the arrival process is Poisson. We have seen that these probabilities are different for the machine repair systems $\mathrm{M} / \mathrm{M} / 1 / \mathrm{K} / \mathrm{K}$ and $\mathrm{M} / \mathrm{M} / \mathrm{c} / \mathrm{K} / \mathrm{K}$.

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Problem 52

Consider the steady state $M / D / 1$ queueing system. Prove the following:
(a)
$$
W_q[t]=\sum_{n=0}^{k-1} p_n+p_k\left(\frac{t-(k-1) W_s}{W_s}\right)
$$
where
$$
(k-1) W_s \leq t<k W_s, \quad k=1,2, \ldots
$$
(b)
$$
W[t]= \begin{cases}0 & \text { for } t<W_s \\ \sum_{n=0}^{k-1} p_n+p_k\left(\frac{t-k W_s}{W_s}\right) & \text { for } t \geq W_s,\end{cases}
$$
where
$$
k W_s \leq t<(k+1) W_s, k=1,2, \ldots .
$$
(In Example 3.4.6 we show how to compute the values of $p_n$.)
(c) Consider the $\mathrm{M} / \mathrm{D} / 1$ queueing system of Example 5.3.1. Calculate $W_q[2], W_q[5], W[8], W[14.4]$, and $W[14.43]$.

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Problem 53

Let $b$ be the busy period of the server in the M/G/1 queueing system, that is, the time from a server start up to service a customer (after an idle period) until the server is again idle: Kleinrock [32] shows that
$$
E[b]=\frac{W_s}{1-\rho},
$$
(note that this is the average time a customer spends in an $\mathrm{M} / \mathrm{M} / 1$ system), and
$$
E\left[b^2\right]=\frac{E\left[s^2\right]}{(1-\rho)^3},
$$
so that
$$
\sigma_b^2=\frac{\sigma_s^2+\rho W_s^2}{(1-\rho)^3} .
$$
Find $E[b], E\left[b^2\right]$, and $\sigma_b^2$ in terms of the system parameters for
(a) the $\mathrm{M} / \mathrm{M} / 1$ queueing system,
(b) the $\mathrm{M} / E_k / 1$ queueing system, and
(c) the M/D/1 queueing system.

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01:11

Problem 54

Assume that, for (a), (b), and (c), $W_s=2$ seconds and $\rho=0.8$. Find the numerical values of $E[b], E\left[b^2\right]$, and $\sigma_b^2$ in each case, assuming for part (b) that $k=4$.

Prashansha Kaushik
Prashansha Kaushik
Numerade Educator
04:04

Problem 55

Let $N_b$ be number of customers served during one busy period of the server in the M/G/1 queueing system (see Exercise 53). Kleinrock [32] shows that
$$
E\left[N_b\right]=\frac{1}{1-\rho},
$$
and
$$
E\left[N_b^2\right]=E\left[N_b\right]+\frac{2 \rho(1-\rho)+\lambda^2 E\left[s^2\right]}{(1-\rho)^3},
$$
so that
$$
\sigma_{N_b}^2=\frac{\rho(1-\rho)+\lambda^2 E\left[s^2\right]}{(1-\rho)^3} .
$$
Find $E\left[N_b\right], E\left[N_b^2\right]$, and $\sigma_{N_b}^2$ in terms of the system parameters for
(a) the $M / M / 1$ queueing system,
(b) the $\mathrm{M} / E_k / 1$ queueing system, and
(c) the $M / D / 1$ queueing system.

James Kiss
James Kiss
Numerade Educator

Problem 56

Assuming that $W s=2$ seconds and $\rho=0.8$ find the numerical values of $E\left[N_b\right], E\left[N_b^2\right]$, and $\sigma_{N_b}^2$ for
(a) an $\mathrm{M} / \mathrm{M} / 1$ queueing system,
(b) an $\mathrm{M} / \mathrm{E}_4 / 1$ queueing system, and (c) an M/D/1 queueing system.

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Problem 57

Construct an $H_2$ probability distribution $s$ using Algorithm 3.2 .2 with $W_s=2$ seconds and $C_s^2=10$. Then for the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system with the given service time and $\rho=0.8$, calculate the numerical values of $E[b], E\left[b^2\right], \sigma_{b^2}, E\left[N_b\right]$, $E\left[N_b^2\right]$, and $\sigma_{N_b}^2$

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Problem 58

Marshall [44] shows that for an M/G/1 queueing system the Laplace-Stieltjes transform of the interdeparture time is given by
$$
D^*[\theta]=\frac{(\theta+\mu) \rho W_s^*[\theta]}{\theta+\lambda} .
$$
Using the above result, show that the interdeparture time distribution is exponential if and only if the service time is exponential. (Disney et al. [15] showed that the only $\mathrm{M} / \mathrm{G} / 1$ queueing system having independent, identically distributed, interdeparture times is the $M / M / 1$ system. Such a stream is called a renewal process. Laslett [39] showed that the only GI/M/1 queueing system having renewal output was the $\mathrm{M} / \mathrm{M} / 1$ system.)

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Problem 59

Given that, for the GI/M/1 queueing system,
$$
W_q[t]=P[q \leq t]=1-\left(1-\pi_0\right) e^{-\pi_0 t / W_s}, t \geq 0,
$$
prove the following:
(a)
$$
W_q=\left(1-\pi_0\right) \frac{W_s}{\pi_0} .
$$
(b)
$$
E\left[q^2\right]=2\left(1-\pi_0\right)\left(\frac{W_s}{\pi_0}\right)^2 .
$$
(c)
$$
\sigma_q^2=\left(1-\pi_0^2\right)\left(\frac{W_s}{\pi_0}\right)^2 .
$$

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01:23

Problem 60

Show that, if the interarrival time of $\tau$ is uniformly distributed between 0 and $2 / \lambda$, then
$$
A^*[\theta]=\frac{\lambda}{2 \theta}\left(1-e^{-2 \theta / \lambda}\right) .
$$

Manik Pulyani
Manik Pulyani
Numerade Educator

Problem 61

Consider the $\mathrm{H}_2 / \mathrm{M} / 1$ queueing system of Example 5.3.8. If $\tau$ has the distribution generated by Algorithm 3.2.2 show that
$$
\pi_0=0.5-\rho+0.5 \sqrt{(1-2 \rho)^2+16 \rho q_1\left(1-q_1\right)(1-\rho)} .
$$

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Problem 62

Consider the $E_k / \mathrm{M} / 1$ queueing system. Show that
$$
A^*[\theta]=\left(\frac{k \lambda}{k \lambda+\theta}\right)^k \text {. }
$$

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Problem 63

Consider the $H_2 / \mathrm{M} / 1$ queueing system in which the parameters for $\tau$ are $q_1=0.4, \mu_1=0.5 \lambda$, and $\mu_2=3 \lambda$. Show that $E[\tau]=1 / \lambda$ and that the equation
$$
1-\pi_0=A^*\left[\mu \pi_0\right]
$$
reduces to the quadratic equation
$$
\pi_0^2+(3.5 \rho-1) \pi_0+1.5 \rho(\rho-1)=0 .
$$
Show, also, that the unique value of $\pi_0$ such that $0<\pi_0<1$ is given by
$$
\pi_0=0.5-1.75 \rho+\sqrt{1.5625 \rho^2-0.25 \rho+0.25} .
$$

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Problem 64

Show that, for the GI/M/1 queueing system,
$$
\sigma_N^2=\frac{\rho\left(2-\pi_0-\rho\right)}{\pi_0^2} .
$$

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Problem 65

Show that, for the GI/M/1 queueing system,
$$
\sigma_{N_q}^2=\frac{\rho\left(1-\pi_0\right)\left[2-\pi_0-\rho\left(1-\pi_0\right)\right]}{\pi_0^2} .
$$

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04:54

Problem 66

Consider Exercise 6. Suppose the telephone system at Fly-byNight can be modeled as an $\mathrm{E}_2 / \mathrm{M} / 1$ queueing system with $E[\tau]=10$ minutes, and $W_s=3$ minutes. Answer the following questions:
(a) What is the probability that an arriving customer will have to wait to use the phone?
(b) What is the average length of a nonempty queue?
(c) What is the probability that an arriving customer will have to wait for more than 10 minutes before the phone is available?

Foster Wisusik
Foster Wisusik
Numerade Educator

Problem 67

The performance analysts at Manufacturers Handover Fist have successfully modeled a computer subsystem using the D/M/1 queueing system with $E[\tau]=0.02$ seconds and $W_s=0.016$ seconds.
(a) For the steady state system, calculate $W_q, L_q, \sigma_q, L, W, \pi_w[90]$, $W[0.1], W_q[0.08]$, and $\pi_q[90]$.
(b) Make the calculations of part (a), assuming that $E[\tau]$ has decreased to $4 / 245$ seconds.

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00:40

Problem 68

Show that for the GI/M/1 queueing system,
$$
E\left[N_q \mid N_q>0\right]=\frac{1}{\pi_0} .
$$

Sheryl Ezze
Sheryl Ezze
Numerade Educator

Problem 69

Consider Example 5.3.13. Consider a D/M/2 queueing system with $W_s=1$ second and $\rho=0.9$ so that $\lambda=1.8$ customers per second. Calculate the performance parameters $W_q, W, L_q, L$, the distribution function for $w$, and $\pi_w[90]$, assuming
(a) $\omega=e^{-0.2}$ (Halachmi's approximation), and
(b) $\omega=0.80689933$ (the correct value).

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Problem 70

Suppose $\rho, C_\tau^2, C_s^2$, and $W_s$ are the same for two heavy-traffic queueing systems $(\rho \approx 1)$; one GI/M/1 and the other GI/M/c. Show that the mean queueing time for the latter system is approximately $1 / c$ times the mean queueing time of the former; that is,
$$
W_{q_{G I / M / c}} \approx \frac{1}{c} W_{q_{G I / M / 1}} .
$$

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Problem 71

Consider the $\mathrm{H}_2 / \mathrm{M} / \mathrm{c}$ steady state queueing system with the Laplace-Stieltjes transform of interarrival time
$$
A^*[\theta]=\frac{q \lambda_1}{\lambda_1+\theta}+\frac{(1-q) \lambda_2}{\lambda_2+\theta},
$$
where, of course,
$$
E[\tau]=\frac{q}{\lambda_1}+\frac{1-q}{\lambda_2} .
$$
(a) Show that the equation
$$
\omega=A^*[c \mu(1-\omega)]
$$
becomes, for this case,
$$
c^2 \mu^2 \omega^2-c \mu \omega\left[\lambda_1+\lambda_2+c \mu\right]+c \mu\left[q \lambda_1+(1-q) \lambda_2\right]+\lambda_1 \lambda_2=0 .
$$
(b) Show that, if Algorithm 3.2.2 is used to generate the distribution of interarrival time, then the unique solution, $\omega$, of (5.311), with $0<\omega<1$, is given by
$$
\omega=0.5+\rho-0.5 \sqrt{(1-2 \rho)^2+16 \rho q(1-q)(1-\rho)} .
$$

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Problem 72

Too Loose Latreck Industries is considering a computer subsystem that can be modeled as an $\mathrm{H}_2 / \mathrm{M} / 2$ queueing system. Too Loose finds that the interarrival time can be modeled as an $\mathrm{H}_2$ distribution constructed by Algorithm 3.2.2 with $C_\tau^2=64$ and $E[\tau]=1$ dnoces (a dnoces, that is both singular and plural, is a proprietary time unit of the company). Suppose $W_s=1.8$ dnoces so that $\rho=0.9$. Calculate $\omega, D, W_q, W_q[300]$, and $W[300]$.

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01:57

Problem 73

Lili Malign, an analyst at Luigi's Contract Service, is considering the queue discipline to use for one of the main office systems. Lili modeled this system as an $\mathrm{M} / \mathrm{D} / 1$ queueing system with $\lambda=5$ customers per hour and $W_s=9$ minutes. Help her calculate $W_q, W$, and $\sigma_w$ assuming (a) FCFS, (b) RSS, and (c) LCFS nonpreemptive queue discipline, respectively.

William Semus
William Semus
Numerade Educator

Problem 74

Consider Example 5.4.3. Suppose Jacques's manager Fred Fudd tells Jacques that the system must be designed with the class priorities reversed; that is, the present type 3 customers must get the top priority and type 1 the lowest. Help Jacques compute $W_1, W_2, W_3$, $W_q, W, L_q$, and $L$, assuming (a) HOL and (b) preemptive resume priority.

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