Problem 2
Machines in a factory break down at an exponential rate of six per hour. There is a single repairman who fixes machines at an exponential rate of eight per hour. The cost incurred in lost production when machines are out of service is \(\$ 10\) per hour per machine. What is the average cost rate incurred due to failed machines?
Problem 9
A facility produces items according to a Poisson process with rate \(\lambda\). However, it has shelf space for only \(k\) items and so it shuts down production whenever \(k\) items 'are present. Customers arrive at the facility according to a Poisson process with rate \(\mu\). Each customer wants one item and will immediately depart either with the item or empty handed if there is no item available. (a) Find the proportion of customers that go away empty handed. (b) Find the average time that an item is on the shelf. (c) Find the average number of items on the shelf. Suppose now that when a customer does not find ary available items it joins the "customers' queue" as long as there are no more than \(n-1\) other customers waiting at that time. If there are \(n\) waiting customers then the new arrival departs without an item. (d) Set up the balance equations. (e) In terms of the solution of the balance equations, what is the average number of customers in the system?
Problem 11
Consider a single-server queue with Poisson arrivals and exponential service times having the following variation: Whenever a service is completed a departure occurs only with probability \(\alpha\). With probability \(1-\alpha\) the customer, instead of leaving, joins the end of the queue. Note that a customer may be serviced more than once. (a) Set up the balance equations and solve for the steady-state probabilities, stating conditions for it to exist. (b) Find the expected waiting time of a customer from the time he arrives until he enters service for the first time. (c) What is the probability that a customer enters service exactly \(n\) times, \(n=\) \(1,2, \ldots ?\) (d) What is the expected amount of time that a customer spends in service (which does not include the time he spends waiting in line)? Use part (c). (c) What is the distribution of the total length of time a customer spends being served? 7 Is it memoryless?
Problem 16
Customers arrive at a two-server system according to a Poisson process having rate \(\lambda=5\). An arrival finding server 1 free will begin service with that server. An arrival finding server 1 busy and server 2 free will enter service with server 2. An arrival finding both servers busy goes away. Once a customer is served by either server, he departs the system. The service times at server \(i\) are exponential with rates \(\mu_{i}\), where \(\mu_{1}=4, \mu_{2}=2\) (a) What is the average time an entering customer spends in the system? (b) What proportion of time is server 2 busy?
Problem 18
Customers arrive at a two-server system at a Poisson rate \(\lambda\). An arrival finding the system empty is equally likely to enter service with either server. An arrival finding one customer in the system will enter service with the idle server. An arrival finding tw? others in the system will wait in line for the first free server. An arrival finding three in the system will not enter. All service times are exponential with rate \(\mu\), and once a customer is served (by either server), he departs the system. (a) Define the states. (b) Find the long-run probabilities. (c) Suppose a customer arrives and finds two others in the system. What is the expected times he spends in the system? (d) What proportion of customers enter the system? (e) What is the average time an cntering customer spends in the system?
Problem 26
In a queue with unlimited waiting space, arrivals are Poisson (parameter \(\lambda\) ) and service times are exponentially distributed (parameter \(\mu\) ). However, the server waits until \(K\) people are present before beginning service on the first customer; thereafter, he services one at a time until all \(K\) units, and all subsequent arrivals, are serviced. The server is thea "idle" until \(K\) new arrivals have occumed. (a) Define an appropriate state space, draw the transition diagram, and set up the balance equations. (b) In terms of the limiting probabilities, what is the average time a customer spends in queue? (c) What conditions on \(\lambda\) and \(\mu\) are necessary?
Problem 28
Let \(D\) denote the time between successive departures in a stationary \(M / M / 1\) queue with \(\lambda<\mu\). Show, by conditioning on whether or not a departure has left the system empty, that \(D\) is exponential with rate \(\lambda\). Hint: By conditioning on whether or not the departure has left the system empty we see that $$ D=\left\\{\begin{array}{ll} \text { Exponential }(\mu), & \text { with probability } \lambda / \mu \\ \text { Exponential }(\lambda) * \text { Exponential }(\mu), & \text { with probability } 1-\lambda / \mu \end{array}\right. $$ where Exponential \((\lambda) *\) Exponential \((\mu)\) represents the sum of two independent exponential random variables having rates \(\mu\) and \(\lambda\). Now use moment-generating functions to show that \(D\) has the required distribution. Note that the preceding does not prove that the departure process is Poisson. To prove this we need show not only that the interdeparture times are all exponential with rate \(\lambda\), but also that they are independent.
Problem 29
Potential customers arrive to a single server hair salon according to a Poisson process with rate \(\lambda\). A potential customer who finds the server free enters the system; a potential customer who finds the server busy goes away. Each potential customer is type \(i\) with probability \(p_{i}\), where \(p_{1}+p_{2}+p_{3}=1\). Type 1 customers have their hair washed by the server; type 2 customers have their hair cut by the server; and type 3 customers have their hair first washed and then cut by the server. The time that it takes the server to wash hair is exponentially distributed with rate \(\mu_{1}\), and the time that it takes the server to cut hair is exponentially distributed with rate \(\mu_{2}\). (a) Explain how this system can be analyzed with four states. (b) Give the equations whose solution yields the proportion of time the system is in each state. In terms of the solution of the equations of (b), find (c) the proportion of time the server is cutting hair; (d) the average arrival rate of entering customers.
Problem 36
Compare the \(M / G / 1\) system for first-come, first-served queue discipline with one of last-come, first-served (for instance, in which units for service are taken from the top of a stack). Would you think that the queue size, waiting time, and busy-period distribution differ? What about their means? What if the queue discipline was always to choose at random among those waiting? Intuitively which discipline would result in the smallest variance in the waiting time distribution?
Problem 37
In an \(M / G / 1\) queue, (a) what proportion of departures leave behind 0 work? (b) what is the average work in the system as seen by a departure?