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Qass 1

This document contains instructions for an assignment on queueing theory and simulation. It includes 5 questions covering topics like geometric random variables, uniform distributions, coin toss probabilities, birth-and-death processes, and equilibrium distributions. Students are asked to find probabilities, probability generating functions, mean and variance, and solve for equilibrium distributions. The assignment is due on February 14, 2014.

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Marshal Arijona
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35 views1 page

Qass 1

This document contains instructions for an assignment on queueing theory and simulation. It includes 5 questions covering topics like geometric random variables, uniform distributions, coin toss probabilities, birth-and-death processes, and equilibrium distributions. Students are asked to find probabilities, probability generating functions, mean and variance, and solve for equilibrium distributions. The assignment is due on February 14, 2014.

Uploaded by

Marshal Arijona
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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AS/2905/WKC/1

UNIVERSITY OF HONG KONG


DEPARTMENT OF MATHEMATICS
Queueing Theory and Simulation
Assignment 1
Due Date: 14 FEB. 2014 (5:00pm) [2%]

1. In a sequence of Bernoulli trials, the random variable X that counts the number
of failures preceding the first success. X is a geometric random variable with the
probability function

P (X = k) = (1 − p)k p; k = 0, 1, 2, . . .

(a) Find P (X > k).


(b) Find P (X < k).
(c) Find P (X is an odd number).
(d) Find P (X < k|X is even)
(e) Find P (X = k|X ≤ m), k = 0, 1, 2, . . . , m.

2. Consider a random variable X such that the distribution is uniform in the time
interval (1, 5).
(a) Write down the PDF f (x) and CDF F (x) of for the random variable X.
(b) Hence find out the mean and variance of X.

3. Suppose there is a fair coin with two faces. A head represents 1 and a tail represents
2. Let X1 be the random variable that represents the value of the toss.
(a) Find the generating function G1 (z) of X1 .
(b) Now the coin is tossed two times, let X2 be the random variable that represents
the sum of the two tosses. Find the PDF p(x) of X2 and hence find its generating
function G2 (z).
(c) Hence show that G1 (z)2 = G2 (z).
(d) Generalize this result for the case of tossing the coin n times.

4. In a birth-and-death process, if λi = λ/(i + 1) and µi = µ show that the equilibrium


distribution is Poisson.

5. Consider a birth-and-death system with the following birth and death coefficients:

{
λk = (k + 2)λ k = 0, 1, 2, . . .
µk = kµ k = 0, 1, 2, . . . .

All other coefficients are zero.


(a) Solve for equilibrium probability distribution pk . Make sure you express your
answer explicitly in terms of λ, k and µ only.
(b) Find the average number of customers in the system.

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