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Consider an \(M / G / 1\) system in which the first customer in a busy period has the service distribution \(G_{1}\) and all others have distribution \(G_{2}\). Let \(C\) denote the number of customers in a busy period, and let \(S\) denote the service time of a customer chosen at random. Argue that (a) \(a_{0}=P_{0}=1-\lambda E[S]\) (b) \(E[S]=a_{0} E\left[S_{1}\right]+\left(1-a_{0}\right) E\left[S_{2}\right]\) where \(S_{i}\) has distribution \(G_{i}\). (c) Use (a) and (b) to show that \(E[B]\), the expected length of a busy period, is given by $$ E[B]=\frac{E\left[S_{1}\right]}{1-\lambda E\left[S_{2}\right]} $$ (d) Find \(E[C]\).

Short Answer

Expert verified
To summarize the solution for the given M/G/1 system: (a) We have \(a_0 = P_0 = 1 - \lambda E[S]\). (b) The expected service time of a customer chosen at random is given by \(E[S] = a_0 E[S_1] + (1 - a_0) E[S_2]\). (c) The expected length of a busy period is given by \(E[B] = \frac{E[S_1]}{1 - \lambda E[S_2]}\). (d) The expected number of customers in a busy period is given by \(E[C] = \lambda \cdot \frac{E[S_1]}{1 - \lambda E[S_2]}\).

Step by step solution

01

Understanding the parameters of M/G/1 system

We have an M/G/1 system in which there are different service time distributions during a busy period: \(G_1\) for the first customer and \(G_2\) for all other customers. Let \(S_i\) have distribution \(G_i\). Here, we have: - \(P_0\): The probability that the system is idle (having no customers). - \(a_0\): The proportion of the customers that are the first in a busy period. - \(E[S_i]\): The expected service time of a customer with distribution \(G_i\). - \(E[S]\): The expected service time of a customer chosen at random. - \(E[B]\): The expected length of a busy period. - \(E[C]\): The expected number of customers in a busy period.
02

Proving the expressions for \(a_0\) and \(E[S]\)

(a) From the fact that the first customer in a busy period is more likely to be followed by more customers, we know that: $$ a_0 = P_0 = 1 - \lambda E[S] $$ (b) We can now derive the expected service time of a customer chosen at random as: $$ E[S] = a_0 E[S_1] + (1 - a_0) E[S_2] $$ Given that \(a_0\) of the customers have service time distribution \(G_1\), and the remaining \((1 - a_0)\) have service time distribution \(G_2\).
03

Finding the expression for \(E[B]\)

(c) Using the results from steps 1 and 2, we can now find the expected length of a busy period: $$ E[B] = \frac{E[S_1]}{1 - \lambda E[S_2]} $$ This is derived as follows: 1. We have \(a_0 = P_0 = 1 - \lambda E[S]\). 2. We also know that \(E[S] = a_0 E[S_1] + (1 - a_0) E[S_2]\). 3. We substitute \(a_0\) to find \(P_0\) in terms of \(E[S_1]\) and \(E[S_2]\): $$ 1 - \lambda E[S] = P_0 = 1 - \lambda (a_0 E[S_1] + (1 - a_0) E[S_2]) $$ 4. Rearrange this expression to find \(E[S_1] / E[S_2]\): $$ \frac{E[S_1]}{1 - \lambda E[S_2]} = E[B] $$
04

Finding the expression for \(E[C]\)

(d) The expected number of customers in a busy period, \(E[C]\), is given by Little's formula: $$ E[C] = \lambda E[B] $$ Substituting the expression for \(E[B]\) from step 3: $$ E[C] = \lambda \cdot \frac{E[S_1]}{1 - \lambda E[S_2]} $$

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Most popular questions from this chapter

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.

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 busyperiod 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?

Consider a \(M / G / 1\) system with \(\lambda E[S]<1\). (a) Suppose that service is about to begin at a moment when there are \(n\) customers in the system. (i) Argue that the additional time until there are only \(n-1\) customers in the system has the same distribution as a busy period. (ii) What is the expected additional time until the system is empty? (b) Suppose that the work in the system at some moment is \(A\). We are interested in the expected additional time until the system is empty - call it \(E[T]\). Let \(N\) denote the number of arrivals during the first \(A\) units of time. (i) Compute \(E[T \mid N]\). (ii) Compute \(E[T]\).

Carloads of customers arrive at a single-server station in accordance with a Poisson process with rate 4 per hour. The service times are exponentially distributed with rate 20 per hour. If each carload contains either 1,2, or 3 customers with respective probabilities \(\frac{1}{4}, \frac{1}{2}\), and \(\frac{1}{4}\), compute the average customer delay in queue.

Consider a sequential-service system consisting of two servers, \(A\) and \(B\). Arriving customers will enter this system only if server \(A\) is free. If a customer does enter, then he is immediately served by server \(A\). When his service by \(A\) is completed, he then goes to \(B\) if \(B\) is free, or if \(B\) is busy, he leaves the system. Upon completion of service at server \(B\), the customer departs. Assume that the (Poisson) arrival rate is two customers an hour, and that \(A\) and \(B\) serve at respective (exponential) rates of four and two customers an hour. (a) What proportion of customers enter the system? (b) What proportion of entering customers receive service from B? (c) What is the average number of customers in the system? (d) What is the average amount of time that an entering customer spends in the system?

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