Exercise 1:

Phones in the Lebanese International University are connected to the university central
switchboard, which has 120 external lines to the local telephone exchange. The voice traffic
generated by its employees in a typical working day is shown as:

Calculate the following:

a) The total traffic offered to the PABX.
b) The overall mean holding time of the incoming traffic.
c) The overall mean holding time of the outgoing traffic.
Easy
Exercise 2:
Customers arrive at a gas station consisting of 2 pumps P1 and P2 with respect to a Poisson
process of intensity . If the 2 pumps are free, the customer will go directly to P1. If P1 is busy,
customer will go to P2. If both pumps are busy, customers will form a queue at the entrance.
When the queue is full, any new customer will go his way and try later to enter the gas station.
A customer in P2 has to wait P1 to become free in order to leave the station. In case the
customer in P2 finishes before the customer in P1, both will leave the station as soon as P1
becomes free. In this case, if there is a customer in the queue, he/she can go directly to P1.
In case P1 is free and P2 is busy, no customers can use P1. The service time is exponentially
distributed with parameter . The following figure illustrates the gas station system.
Queue

P2

P1

We will model this system as a Markov process X = (X 1, X2, X3). X1 represents the number of
customers in P1, X2 represents the number of customers in P2, and X 3 represents the number of
clients in the queue. Hence, X i is either 0 or 1, for all i = 1, 2, 3.
a

Determine all the possible states of the system

Determine the infinitesimal generator matrix

c
d
e
f

Is the chain irreducible? Justify your answer

Determine the equations that characterize the stationary probability
Determine the percentage of customers that cannot enter the gas station
Determine the percentage of customers that cannot enter the gas station due to the
current system design (i.e. customers cannot be served when P2 is busy even though P1 is
free)

~
Q

Exercise 3:
Consider the discrete-time Markov chain whose state transition diagram is given in the figure
bellow.

~
P .

a) Find the probability transition matrix

b) Find

~5
P .

c) Find the equilibrium state probability vector

~
.

Easy.
Exercise 4:
Consider a pure-birth process where

k =k

for

0,1, 2, .

. Assuming that at time 0, the

process starts in state 1. Find the time-dependent expression for this process (that means the
probability of being in a state i at time t).
See solution IN TEXTBOOK PAGE 99
Exercise 5:
Consider the following homogeneous Markov chain with 2 states A and B. The transition matrix
is given by:

P= 1/2 1/2
1/2 1/2

We are interested in the first time the sequence ABA occurs in the chain. Thus, we formed the
process

Y n=( X n , X n+1 , X n+2 ) .

a) Prove that Y is a homogeneous Markov chain, and give the form of the transition matrix.
b) Is Y irreducible? Aperiodic? Justify your answers.
c) Calculate the stationary probability of the chain Y.
Hint: you can assign numbers for the states as in the following sequence: AAA: 1, AAB:
2, .
d) Calculate the average elapsed time (at steady state) between 2 occurrences for the
sequence ABA.
e) Calculate the average elapsed time (at steady state) spent in state ABA.
Solution: