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(UPDATED)homework3_solution

(UPDATED)homework3_solution
(UPDATED)homework3_solution

更正:3.26题

Homework 3:

Questions from Data Networks:

3.12 Let τ1 and τ2 be two exponentially distributed, independent random variables with means 1/λ1 and 1/λ2. Show that the random variable min{τ1, τ2} is exponentially distributed with mean 1/(λ1+λ2) and that P{τ1<τ2}=λ1/(λ1+λ2). Use these facts to show that the M/M/1 queue can be described by a continuous-time Markov chain with transition rates q n(n+1)=λ, q (n+1)n =μ, n=0,1,…. Solution:

{}()()()()()x x x e e e x P x P x x P x P 2121212121,,min λλλλττττττ+---==>>=>>=≥

因此{}21,min ττ服从指数分布,均值为

2

11

λλ+

()

()()

()2

1121202210121212λλλλλλλττλλλλλ+=

∞???? ??++-=-=<+---∞

-?x x x x e e dx

e e P

3.13 Persons arrive at a taxi stand with room for W taxis according to a Poisson process with rate λ. A person boards a taxi upon arrival if one is available and otherwise waits in a line. Taxis arrive at the stand according to a Poisson process with rate μ. An arriving taxi that finds the stand full departs immediately; otherwise, it picks up a customer if at least one is waiting, or else joins the queue of waiting taxis.

(a) Use an M/M/1 queue formulation to obtain the steady-state distribution of the person ’s queue. What is the steady-state probability distribution of the taxi queue size when W = 5 and λ and μ are equal to 1 and 2 per minute, respectively? (Answer: Let p i = Probability of i taxis waiting. Then p 0 = 1/32, p 1 = 1/32, p 2 = 1/16, p 3 = 1/8, p 4 = 1/4, p 5 = 1/2.)

(b) In the leaky bucket flow control scheme to be discussed in Chapter 6, packets arrive at a network entry point and must wait in a queue to obtain a permit before entering the network. Assume that permits are generated by a Poisson process with given rate and can be stored up to a given maximum number; permits generated while the maximum number of permits is available are discarded. Assume also that packets arrive according to a Poisson process with given rate. Show how to obtain the occupancy distribution of the queue of packets waiting for permits. Hint: This is the same system as the one of part (a).

(c) Consider the flow control system of part (b) with the difference that permits are not generated according to a Poisson process but are instead generated periodically at a given rate. (This is a more realistic assumption.) Formulate the problem of finding the occupancy distribution of the packet queue as an M/D/1 problem. Solution :

(a )以(n,m)系统表示系统状态,n 为车的数目,m 为人

的数目.可能的状态为(根据题目所描述的规则,不会存在车和人同时排队的情况): (W,0),(W-1,0),…(0,0),(0,1),…,(0,n),….

状态转移率为:

(i,0)->(i-1,0)为λ,

(0,n)->(0,n +1)也是λ, (i-1,0)->(i,0)为μ, (0,n)->(0,n-1)也是μ.

车的队列的分布(可根据马氏链解出P(W,0)=1-ρ .其他任意状态的概率可由P(W,0)来表示。)

P[0辆车]=∑n ≥0ρW+n (1- ρ)=ρW . P[i 辆车]= ρW-i (1- ρ), 1≤i ≤W

同样可以算出人的队列的分布: P[无人]=∑0≤i ≤W P(i,0), P[i 个人]=P(i,0). 3.13(b)是的3.13(a)应用

3.14(此题给出的题目有误,不算分。正确的题目及答案如下):A communication node A receives Poisson packet traffic from two other nodes, 1 and 2, at rates λ1 and λ2, respectively, and transmits it, on a first-come first_serve basis, using a link with capacity C bits/sec. The two input streams are assumed independent and their packet lengths are identically and exponentially distributed with mean L bits. A packet from node 1 is always accepted by A. A packet from node 2 is accepted only if the number of packets in A (in queue or under transmission) is less than a given number K > 0; otherwise, it is assumed lost.

(a) What is the range of values of λ1 and λ2 for which the expected number of packets in A will stay bounded as time increases?

(b) For λ1 and λ2 in the range of part (a) find the steady-state probability of having n packets in A (∞<≤n 0). Find the average time needed by a packet from source 1 to clear A once it enters A, and the average number of packets in A from source 1. Repeat for packets from source 2. Solution:

(a)因为当A 内的节点数≥K 时,来自2 的数据包即被丢弃,所以主要考虑来自节点1的数据包。节点A 接受所有来自节点1的包,所以当λ1<μ=C/L 时系统是稳定的, 即节点A 内期望的packet 数<∞.

(b)马氏链的状态转移率:

q i,i+1=λ1+λ2, 0≦iK; q i,i-1=μ, i>0

列出DBE,解出平稳分布,并计算系统内平稳客户数N.

源1的packet 从到达系统到离开的平均时间T 1=1/μ+N(1/μ)= (1+N) (1/μ); 源1的packet 在系统内的平均数为: N 1=λ1T 1 下面考虑源2

设N’为系统内客户数

源2的packet 从到达系统到离开的平均时间T 2= (1+N’) (1/μ);

∑-=-=='1010/K n n

K n n p np N

实际进入节点A 的源2的到达率λ’2等于

λ2(1-P[节点A 内packet 数≥K]) 所以源2的packet 在系统内的平均数N2=λ’2T 2.

3.15 Consider a system that is identical to M/M/1 except that when the system empties out, service does not begin again until k customers are present in the system (k is given). Once service begins it proceeds normally until the system becomes empty again. Find the steady-state probabilities of the number in the system, the average number in the system, and the average delay per customer. [Answer: The average number in the system is N = ρ/(1-ρ)+(k-1)/2.] Solution:

The Markov chain is

由GBE ,可得:

()()'

-'-'

''===122110k k p p p p p p λλλλλλ

()'-''====?

1210k p p p p

且有

()()

()()

()

0111011120

1p p p p p p p p p p p p k k k k +=+=+=+==-'--'λλμλλμλμ

()k i p p i

i ≥=+λμ1

()

()k i p p i i ≤≤+++=-110

1ρρρ

()

()k i p p k k i i >+++=--+0

111ρρρ

10

1

=+∑∑∞

=='i i

k i i p

p 得

()k p ρ-=10

系统平均顾客数:

()()ρρ-+-=+=∑∑∞

=='1210

1

k ip ip N i i k i i

平均时间:

λN T =

3.16 M/M/1-Like System with State-Dependent Arrival and Service Rate. Consider a system which is the same as M/M/1 except that the rate λn and service rate μn when there are n customers in the system depend on n. Show that

()001p p n n ρρ =+

Where

1+=k k k μλρ and

()1

0001-∞

=??

????+=∑k k p ρρ

Solution:

The markov chain is

根据此链写出细节平衡方程(DBE ),易证所给结论。

3.18 Empty taxis pass by a street corner at a Poisson rate of 2 per minute and pick up a passenger if one is waiting there. Passengers arrive at the street corner at a Poisson rate of 1 per minute and wait for a taxi only if there are fewer than four persons waiting; otherwise, they leave and never return. Find the average waiting time of a passenger who joins the queue. (Answer: 13/15 min.) Solution:

汽车站内至多有4个客户等待, 系统状态n ∈{0,1,2,3,4}; λ=1, μ=2. 马氏链同于M/M/1/4, 平均waiting 时间为M/M/1/4系统客户平均延迟T=N/λ’. λ’=λ(1-P[系统内有4个客户]) 实际上等车队列的队头客户处于抽象排队系统的服务器中.

3.22 An athletic facility has five tennis courts. Players arrive at the courts at a Poisson rate of one pair per 10 min and use a court for an exponentially distributed time with mean 40 min.

(a) Suppose that a pair of players arrives and finds all courts busy and k other pairs waiting in

queue. How long will they have to wait to get a court on the average?

(b) What is the average waiting time in queue for players who find all courts busy on arrival? Solution:

(a) 相当于M/M/5系统server 全忙的情形, 需要等(k+1)(1/m μ). (相当于服务速率是m μ的一个单服务器系统)

(b)问题要求计算条件期望值:在所有server 都忙时客户在队列内的等待时间(可使用P175,式3.37).

因为在所有server 都忙时队列内平均客户数N’等于ρ/(1-ρ), ρ=λ/m μ. 应用Lilltle’s 定理得到

W=N’/λ=ρ/λ(1-ρ).

或使用类似(P-K)公式的分析,得到: W=(N’+1)(1/m μ),where N’=N Q /P Q .

3.23 Consider an M/M /∞ queue with servers numbered 1,2,… There is an additional restriction that upon arrival a customer will choose the lowest-numbered server that is idle at the time. Find the fraction of time that each server is busy. Will the answer change if the number o f servers is finite? Hint: Argue that in steady-state the probability that all of the first m servers are busy is given by the Erlang B formula of the M/M/m/m system. Find the total arrival rate to servers (m+1) and higher, and from this, the arrival rate to each server. Solution :

如果单独看前m 个server ,与一个M/M/m/m 系统是一致的。因为: 1、前m 个server 有空闲时,到达客户一定会进入前m 个server 。 2、前m 个server 都忙时,到达客户进入后面的server ,相当于丢弃。 因此前m 个server 忙的概率由Erlang-B 公式给出:

()()∑==m

n n

m m n m p 0

!

!

μλμλ m+1及以后所有server 的总到达率:

λm m p r =

server m 的到达率:

()λλm m m m m p p r r -=-=--11

server m 的利用率为

μ

λm

其中r m 表示前m 个server 都忙时,从server m 到达server m+1及其他server 的到达率 λm 表示实际到达server m 的到达率。

3.24 M/M/1 shared Service System. Consider a system which is the same as M/M/1 except that whenever there are n customers in the system they are all served simultaneously at an equal rate 1/n per unit time. Argue that the steady-state occupancy distribution is the same as for the M/M/1 system. Note: It can be shown that the steady-state occupancy distribution is the same as for M/M/1 even if the service time distribution is not exponential (i.e., for an M/B/1 type of system).

Solution :

参照PPT-3中的无穷小分析方法:

P(恰有一个离开) = P(有一个离开)P(无到达) 其中:P(无到达) = ()δλδλδo e --=-1

P(有一个离开) =

()δμδμδδμδμδμδμo e e i e C i

i i i i i

+=???

?

???

?=??????????

? ?????

????

???

?

??-??

?

??--??

? ??-1

1 因此 P(恰有一个离开) = ()[]()[]()δμδδμδδλδo o o +=+--1 同理,P(恰有一个到达) =

()δλδo +

因此结果与M/M/1是一致的。

3.26 A facility of m identical machines is sharing a single repairperson. The time to repair a failed machine is exponentially distributed with mean 1/λ. A machine, once operational, fails after a time that is exponentially distributed with mean 1/μ. All failure and repair times are independent. What is the steady-state proportion of time where there is no operational machine? Solution :

以系统内的能使用的机器数n 为状态, 做一马氏链. 该马氏链的转移率如下: n →n-1的转移率为n μ; n →n+1的转移率为λ. 列细节平衡方程,求0p 。

或者以系统内坏掉的机器数m 为状态,做一马氏链,求p m 。

3.28 In 3.11, verify the formula

()γμλσs f 21=. Hint: Write

{}

??

?

???????????????????? ??=????????????? ??=∑∑==n E E E f E n i i n i i |2

1212

γγ,

And use the fact that n is Poisson distributed.

Solution :证明按照条件期望值展开进行。

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