Examples for Chapter 6

Example 1. Potential customers arrive at a single-server station in accordance with a Poisson

process with rate . However, if the arrival finds n customers already in the station, then he
will enter the system with probability n . Assuming an exponential service time with rate .
Let Xt be the number of customers in the system at time t.
Then Xt is a birth and death process with birth rate n = n and death rate n = .
Example 2. Consider two machines, both of which have an exponential lifetime with rate .
There is a single repairman that can service machines at an exponential rate . Let Xt be the
number of failed machines at time t.
Then Xt is a birth and death process with three states 0, 1, 2. Lets find out its birth and
death rates. We have (why?)
0 = 2,

1 = ,

2 = 0.

1 = ,

2 = ,

n = 0.

Example 3. Consider a birth and death process with birth rates i = (i + 1) and death rates
i = i, i 0. Determine the expected time to go from state 0 to state 3.
Solution: Let Ti be the time from state i to i + 1. Then we need to get E(T0 + T1 + T2 ).
Recall that we can get E(Ti ) by recursion: starting with E(T0 ) =

1
0

= 1 , we can obtain

E(Ti ) recursively through

E(Ti ) =

1
i
+ E(Ti1 ).
i i

Letting i = 1 and i = 2 to get

1
1
+ E(T0 )
1 1
1
2
E(T2 ) =
+ E(T1 )
2 2
E(T1 ) =

Example 4. Potential customers arrive at a post office with one single clerk according to a
Poisson process with rate 10 per hour. However, customers will only enter the post office if
there are no more than two customers (including the one currently receiving service). Suppose
service time has an exponential distribution with a mean of 12 minutes.
1

(a) What fraction of time there are one customers in the system?
(b) What fraction of time the clerks time will be spent servicing customers?
(c) What fraction of potential customers are lost?
Solution: Let Xt be the number of customers in the system at time t. Then Xt is a birth
and death process with four states 0, 1, 2, 3. We also have
0 = 1 = 2 = 10, i = 0, i > 2
1 = 2 = 5.
Denote by Pj the limiting probability or the fraction of time the chain in at state j. By
Example 13 in Chapter 6 lecture notes,
10
10
10
P1 = P0 = 2P0 , P2 = P1 = 4P0 , P3 = P2 = 8P0 .
5
5
5
P3
Using the condition j=0 Pj = 1, we get P0 + 2P0 + 4P0 + 8P0 = 1 or P0 = 1/15.
(a) That is P1 = 2P0 = 2/15.
(b) The fraction of time the clerk is serving customers is the fraction of time there are
customers in the system and is therefore 1 P0 = 14/15.
(c) A potential customer will leave when she/he saw 3 customers in the system. So, the
fraction of time of customers that are lost is the fraction of time there are three customers in
the system. The answer is given by P3 = 8P0 = 8/15.
Example 5. A job shop consists of three machines and two repairmen. The amount of time a
machine works before breaking down is exponentially distributed with mean 10. If the amount
of time it takes a single repairmen to fix a machine is exponentially distributed with mean 8,
then
(a) what is the average number of machines not in use?
(b) what proportion of time are both repairmen busy?
Solution: Let Xt be the number of machines that are down. Then Xt is a birth and death
process with 4 states 0, 1, 2, 3. Also,
2
1
3
0 = , 1 = , 2 = ,
10
10
10
1
2
2
1 = , 2 = , 3 = .
8
8
8
2

i = 0, i 3

Denote by Pj the limiting probability or fraction of time at state j. By Example 13 in Chapter

6 lecture notes,
0
12
P0 = P0
1
5
1
48
P2 = P1 = P0
2
25
192
2
P3 = P2 =
P0 .
3
250
P1 =

Now we can use

P3
j=0

Pj = 1 to solve P0 , which in turn can be used to get P1 , P2 , P3 .

(a) Thats the expected number of failed machines. So, it is given by 1P1 +2P2 +3P3 .
(b) Both repairmen are busy when there are at least two failed machines. So, the fraction
is given by P2 + P3 .