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AOR Assignment Solution

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6 views5 pages

AOR Assignment Solution

Uploaded by

omc.msdsm01
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ADVANCE OPERATION RESEARCH

ASSIGNMENT

Submitted to: Mr. Puneet Sir

Submitted by: Om Chouhan (2023DSS1022)


Question 1: Poisson Process

(a) What is a Poisson Process?


A Poisson process is a mathematical model that describes a series of random events
happening independently over time or space.

1.The occurrence of one event does not have any effect on the occurrence of another
event.

2.The number of events occurring in a time window depends only on the size of the
window and not its location in time.

3.No two events can occur at the same time, meaning that only one event can occur at a
given instant.

P(N(t) = k) = (e^(-λt) * (λt)^k) / k!, k = 0, 1, 2, ...


where λ is the Arithmetic rate of events per unit time.

(b) Define Inter-arrival Time and Its Distribution


The Inter-Arrival time refers to the duration between the arrival of two successive events
in a process. For instance, in a queueing system or a Poisson process, it measures the time
gap between the arrivals of a particular event like a customer and the subsequent one.

Within the framework of a Poisson process, the times that lapse between two event
occurrences are known as:

Exponential Distribution

variable. The inter-arrival time random variable 𝑇 has the probability density function
The waiting time for the occurrence of a certain event behaves as an exponential random

(PDF):
f_T(t) = λ * e^(-λt), t ≥ 0, λ>0
(c) Simulation of a Poisson Process:
Here We are taking λ=7 and No. of Events are 250:

Plot the process over time, indicating the times of each arrival.
Question 2: M/M/1 Queue

(a) What is an M/M/1 Queue?


An M/M/1 queue is a random variable with state space the set {0,1,2,3,…}, where
corresponding to each value is the number of customers in the system within any
customer in service as well.

 Arrivals occur at rate λ according to a Poisson process and that is how the process
transitions from state i to state i + 1.
 In M/M/1 queue services follow generally exponential distribution is considered
with rate parameter μ where the mean service time is said to be 1/μ.
 All arrival times and services times are also (mostly) declared independent of
each other.
 In such system a single server is in place and customers are served one after the
other from the very first customer in the queue, that is, they follow first come first
served basis. Upon completion of service the customer vacates the queue and the
total number of customers in the system reduces by one.
 The model can be described as a continuous time Markov chain with the
following transition rate matrix:

-λ λ 0 0 ...
μ -(μ+λ) λ 0 ...
0 μ -(μ+λ) λ ...
0 0 μ -(μ+λ) λ
... ... ... ... ...

(b) Assumptions of an M/M/1 Queue


 The incoming customers arrive in the system as per a Poisson distribution with an
average rate of λ
 The duration between the commencement and the end of service is said to be
exponentially activated with a mean of μ rate.
 There is a single server who takes care of the customers on First Come First
Served basis.
 Facilities have no limitations in the number of potential customers waiting in line
or within the system.

(c) Steady-State Probability


 The steady-state probability P, suppose n customers are there so the probability ,
is: P = (1 - ρ) * ρ^n, n = 0, 1, 2, ..., ρ < 1
where ρ = λ/μ = traffic intensity.
(d) Simulation of an M/M/1 Queue
The M/M/1 queue with λ = 7 and μ = 8.

Display relevant plots, and provide a summary table with the calculated
performance measures.

Mean Arrival Time: 0.12562491857948818

Mean Service Time: 0.11469188400619709

Average System Size: 6.40625

Average Queue Length: 0.89375

Average Time in System: 0.7375821704071598

Average Time in Queue: 0.6228902864009627

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