VELAMMAL COLLEGE OF ENGINEERING AND TECHNOLOGY (AUTONOMOUS),

MADURAI – 625 009

DEPARTMENT OF MATHEMATICS

Branch B.E(CSE) & B.TECH(IT) Year/Sem. II/ IV

Course Code and 21MA205 &
Name Stochastic Processes and its Applications

UNIT- I PART - A
Answer All Questions K CO Marks

Using Probability mass function, Compute the mean value for the K2 CO1 2
following distribution.
1.
X -2 -1 0 1
P(X) 0.4 0.1 0.2 0.3
A discrete random variable X with probability distribution K2 CO1 2
X 0 1 2 3 4 5
2. P(X) a 3a 5a 7a 9a 11a
Using the probability mass function, Calculate the value ‘a ‘

 Kx6e− x , x  0 K2 CO1 2
If f ( x) =  is the PDF of a random variable X,
3 o , elsewhere
using probability density function, Compute K

4 If var(X)=4, then show that var(3X+8)=36 K2 CO1 2

5 Define rth moment about origin K1 CO1 2

The mean and standard deviation of the binomial distribution 20 K2 CO1 2
6
and 4 respectively, Calculate the value of the parameter ‘n’.
If X is a Poison variate such that P[X=2] =9 P[X=4]+90 P[X=6]. K2 CO1 2
7 Compute the value of ‘’

8 State the memory less property of geometric distribution. K1 CO1 2

9 Write the probability mass function of an exponential distribution K2 CO1 2

A random variable X follows an exponential distribution with K2 CO1 2
10 parameter  = 1 / 3, Calculate the mean and variance.

PART-B
A Random Variable X has the following probability distribution K3 CO1 8
1.
 X=x 0 1 2 3 4 5 6 7
P(X=x) 0 K 2K 2K 3K K2 2 K2 7 K 2+ K
Calculate i) ‘K’
ii) P( X  6) , P( X  6) & P(1.5  X  6.5 / X  5)
1
iii) If P(X  x )  , Compute the minimum value of ‘X’
2
iv) Distribution function of X.
A random variable X has the following probability distribution :
X=x : -2 -1 0 1 2
3 K3
2. P(x) : 0.1 k 0.2 2k 0.3 CO1 8
3k
Obtain the value of K , and hence Find P(-2<x<2).

The probability density of a random variable X is given by

 x ;0  x 1
 K3
3. f (x ) =  (2 - x ) ;1  x  2 . Obtain the mgf and hence mean and
CO1 8
0 ; otherwise

variance of X
 k K3 CO1 8
 ,−   x  
If f ( x) = 1 + x 2 is the Probability Density
o , elsewhere
4
Function of a Random variable X , (i) Compute K (ii) Find
the distribution function of F(x)

In a large consignment of electric bulbs 10 % are defective. A K3 CO1 8

random sample 20 bulbs are taken for inspection. Compute the
5 probability that (i) all are good bulbs (ii) exactly three defective
bulbs (iii) atleast three defective bulbs.

Explain Binomial distribution. Obtain the mgf and hence its mean K3 CO1 8
6 and variance

Derive the Moment generating function Poisson distribution and K2 CO1 8

7 hence find its mean and variance

The number of monthly breakdown of a computer is a random K3 CO1 8

variable have a Poisson distribution with mean equal to 1.8.
8 Calculate the probability that this computer will function for a
month (i) Without a breakdown (ii) With only one breakdown
 (iii) With at least one breakdown
State and Prove memory less property of an Exponential K2 CO1 8
9
distribution.
Buses arrive at a specified bus stop at 15 min intervals starting at 7 K2 CO1 8
a.m that is7 a.m , 7.15 a.m,7.30 a.m etc. If a passenger arrives at
10 the bus stop at a random time which is uniformly distributed
between 7 and 7.30 a.m. Compute the probability that he waits (a)
less than 5 minutes (b) atleast 12 minutes for a bus.
The daily consumption of milk in excess of 20,000 gallons is K2 CO1 8
approximately exponentially distributed with = 3000.The city has
11 a daily stock of 35,000 gallons. Compute the probability that of
two days selected at random the stock is insufficient for both days.

Explain Uniform distribution. Compute the mgf and hence its K2 CO1 8
12
mean and variance
Suppose that a trainee solider shoots a target in an independent K3 CO1 8
fashion. If the probability that the target is hot on any one shot is
0.8. Calculate the following
13 (i) Probability that the target would be hit on 6th attempt?
(ii) Probability that it takes him less than 5 shots?
(iii) Probability that it takes him an even number of shots?
If the probability that applicant for a driver’s license will pass the K3 CO1 8
road test on any given trial is 0.8. Compute the probability that he
14 will finally pass the test (a) on their fourth trail (ii) in fewer than 4
trials
The daily consumption of milk in a city, in excess of 20,000 L is K2 CO1 8
approximately gamma distributed with the parameters  = 2 and 
1
15
= 10000 .The city has a stock of 30000litres on a day. Compute the
probability that the stock is insufficient on a particular day?
State and Prove the memory less property of Geometric distribution K3 CO1 8
16
If x is a normal variate with mean 30 and S.D. 5, Compute the K3 CO1 8
17 probability that (i) 26  x  40 (ii) X  45 (iii) X − 30 > 5
Using Z(2)=0.2881 , Z(3)=0.4987, Z(1)=0.3413 , Z(0)=0
A Random Variable X has the following probability distribution K3 CO1 8
X=x 0 1 2 3 4 5 6 7 8
18
P(X=x) a 3a 5a 7a 9a 11a 13a 15a 17a
Using the probability mass function, Calculate the following
 i) ‘a’ ii) P(X < 3), P(X  3) iii) (0 < X < 5)
iv) distribution function.

A machine manufacturing screws is known to produce 5% K2 CO1 8

defective. In a random sample of 15 screws , Compute the
19
probability that there are (i) exactly 3defectives (ii) not more than 3
defectives.
The time in hours required to repair a machine is exponentially K3 CO1 8
distributed with parameter  = ½. Calculate the probability the
20
required time (a) exceeds 2hours and (b) exceeds 5 hours.

UNIT-II PART-A
The joint pdf of the random variable (X, Y) is given by
1 2 2 K1 CO2 2
f ( x, y) = kxye−( x + y ) x>0, y > 0 Find the value of k.
If two random variables X and Y have JPDF
2 f ( x, y) =
k (2 x + y) if 0  x  2, 0  y  3
Find k. K1 CO2 2
 
 0 otherwise 
3 Extend var(aXbY) K2 CO2 2
4 Classify-correlation and regression. K2 CO2 2
5 Infer the acute angle between the two lines of regression. K2 CO2 2
The Regression equations of X on Y and Yon X are respectively
6 K2 CO2 2
5x-y=22 and 64x-45y=24. Infer the means of X and Y.
State the equations of the two regression lines. Show the angle
7 K2 CO2 2
between them?
The two regression equations of the variables X and Y are x=19.13
8 - 0.87y and y=11.64 - 0.50x. Infer the correlation co-efficient K2 CO2 2
between X and Y.
Summarize some properties of correlation coefficient and
9 K2 CO2 2
regression coefficient.
10 Define Marginal density function of f(x,y) in continuous case. K1 CO2 2
PART- B
The joint probability mass function of (X, Y) is given by p(x, y) =
1 K(2x+3y), x = 0,1,2; y =1,2,3. Build all the marginal and conditional K3 CO1 16
probability distributions.
Given is the joint distribution X and Y is given by
y
0 1 2
x
0 0.02 0.05 0.03
2 K3 CO2 16
1 0.08 0.2 0.12
2 0.10 0.25 0.15
 Build all Marginal Distributions and all the Conditional distributions
of X and Y.
The joint probability mass function of X and Y is given by
y 0 1 2
x
0 0.10 0.04 0.02

3 1 0.08 0.2 0.06 K3 CO2 16

2 0.06 0.14 0.30

Build the marginal and conditional densities of X and Y, P [x1,

y1] and check that whether X and Y are independent or not
In a partially destroyed laboratory record of an analysis of correlation
data, the following results only are legible. Variance of X = 9.
4 Regression equations are 8x-10y+66=0; 40x-18y=214. Construct K3 CO2 8
(i) the mean values of x and y. (ii) the correlation coefficient between
x and y and (iii) the standard deviation of Y.
Identify the correlation coefficient for the following data:
X: 48 34 40 12 16 16 66 25 16
5 57 K3 CO2 8
Y: 15 15 24 08 13 06 20 09 09
15
From the following data, Build (i) The two regression equations (ii)
the coefficient of correlation between the marks in mathematics and
statistics (iii) The most likely marks in statistics when marks in
mathematics are 30.
6 K2 CO2 8
Marks in Mathematics: 25 28 35 32 31 36
29 38 34 32
Marks in Statistics: 43 46 49 41 36 32
31 30 33 39.
Two random variable X and Y have the joint density
7 f ( x, y) = 2 − x − y if 0  x  1, 0  y  1 Develop that rXY = -1/11. K3 CO2 8
 
 0 otherwise 
Two dimensional random variable (X,Y) has the joint PDF
2 if 0  y  x  1
f ( x, y) =  . Build (i) Marginal and conditional
8 0 otherwise  K3 CO2 8
distributions (ii) joint distribution function F(x,y)(iii) Check whether
X and Y are independent.(iv) P(X<1/2/Y<1/4)
The joint pdf of random variable X and Y is given by
kxye−( x 2
+ y2 ) if x  0 , y  0 
9 f ( x, y ) =  . Find the value of k and Utilize K3 CO2 8
 0 otherwise 

the probability concept , prove that X and Y are independent.

 Two dimensional random variable (X,Y) has the joint PDF
8xy if 0  x  y  1
f ( x, y) =   Obtain (i) marginal and conditional
10  0 otherwise  K2 CO2 8
distributions(ii) Check whether X and Y are independent

kx( x − y) if 0  x  2, - x  y  x
Given that f ( x, y) =   (i) Evaluate k (ii)
 0 otherwise 
11 fx(x) (iii) f (y) K3 CO2 8
y

Calculate the correlation coefficient for the following

heights(ininches) of fathers X and their sons Y.
12 X: 65 66 67 67 68 69 70 72 K3 CO2 8
Y: 67 68 65 68 72 72 69 71

Two random variables have the joint pdf

13 f(x,y) = k(4–x–y) , 0x2, 0y2. Calculate Cov(X, Y). K3 CO2 8
0, otherwise
The joint pdf of the random variable (X,Y) is given by
f(x, y) = 8xy/9, 1xy2
14 0, otherwise K3 CO2 8
Compute i) the marginal densities of X & Y .
ii) the conditional densities f(x/y) and f(y/x).
Two random variables X&Y have the joint pdf
15 K3 CO2 8
f(x, y) = e-(x+y), x>0, y>0 . Prove that X & Y are uncorrelated.
Let X & Y be two random variables have the joint probability mass
function of f(x,y) = K(x+3y), where x and y can assume only the
16 K3 CO2 16
integer values 0,1 and 2. Obtain all the marginal and conditional
distributions.
UNIT-III PART-A
1 Define strict sense stationary random process K2 CO3 2
2 Define jointly wide – sense stationary process. K2 CO3 2
3 Write down Chapman-Kolmogorov theorem. K1 CO3 2
4 Define return state of a Markov chain. K1 CO3 2
5 Define Markov Process. K2 CO3 2
6 Define Markov Chain. K1 CO3 2
7 Define Homogeneous Markov chain. K1 CO3 2
8 Define Poisson Process K1 CO3 2
Explain the Poisson process {X (t)} given by the probability law
9 e − t (  t ) r K2 CO3 2
P{X(t)=r}= , r=0,1,2,… is not covariance stationary.
r
10 Outline any two properties of Poisson process. K2 CO3 2
PART-B
 Show that the random process X(t) = A cos(t+) is wide sense
1 stationary if A&are constant and is uniformly distributed K2 CO3 8
random variable in (0, 2).
The process {X(t)} whose probability distribution under certain
 (at ) n −1
 n = 1,2
by P( X (t ) = n) =  (1 + at )
n +1
2 conditions is given at
. Show that it K2 CO3 8
 n=0
 1 + at
is not stationary.
Explain that the sum of independent Poisson processes is a Poisson 8
3 K2 CO3
Process. Justify your answer.
Customers arrive at the complaint department of a store at the rate
of 5 per hour for male customers and 10 per hour for female
customers. If arrivals in each case follow Poisson process, Interpret
4 K2 CO3 8
the probabilities that (i) atmost 4 male customers (ii) atmost 4 female
customers (iii) atmost 4 female customers will arrive in a 30 minute
period.
Suppose that customers arrive at a bank according to Poisson process
with mean rate of 3 per minute. Summarize the probability that
5 K2 CO3 8
during a time interval of 2 minutes (i) exactly 4 customers arrive (ii)
greater than 4 customers arrive (iii) fewer than 4 customers arrive.
A man either drives a car or catches a train when go to office every
day. He never goes to office by train two days in succession but if
he drives one day then the next day he is just as likely to drive as he
6 goes by train. Suppose that on the first day of a week he tosses a die K2 CO3 8
and drive to work if and only if 6 appears. Show (i) the probability
that he goes by train on the third day. (ii) the probability that he
drives his card in the long run.
The transition probability matrix of the Markov chain {Xn}, n =
 0.1 0.5 0.4 
 
1,2,3,……having 3 states 1,2 and 3 is P =  0.6 0.2 0.2  and the
 0.3 0.4 0.3 
7   K2 CO3 16
initial distribution is P(0)=(0.7, 0.2, 0.1). Infer (i) P(X2=3) and (ii)
P(X3=2,X2=3,X1=3,X0=2).
Show that the process X(t) = Acost+Bsint where A & B are
8 random variables is WSS,if (i)E(A)=E(B)=0,(ii) E(A2)=E(B2) and K2 CO3 8
(iii) E(AB) =0.
If X(t) = sin(t + Y) where Y is uniformly distributed in (0, 2) .
9 K2 CO3 8
Show that X(t) is wide sense stationary.
Consider a Markov chain with state space {0,1} and the tpm
 0 1 
P=   (i) Show a transition diagram. (ii) Show that state 1
10 1 / 2 1 / 2  K2 CO3 8
is
transient (iii) Is the chain irreducible?
 1
Suppose that the probability of a dry day following a rainy day is
3
1
11 and that the probability of a rainy day following a dry day is 2 K3 CO3 8
.Given that May 1 is a dry day. Calculate the probability that May
3 is a dry day and also May 5 is a dry day.
Define Poisson Process. Derive the distribution of Poisson process
12 K3 CO3 16
and find its mean and variance
The tpm of a Markov chain with 3 states 0,1,2 is
 0.75 0.25 0 
 
P =  0.25 0.5 0.25  and the initial state distribution of the chain
 0 0.75 0.25 

13 1
K3 CO3 8
is P(X0=i) = , i = 0,1,2. Compute (i) P(X2=2) and(ii)
3
P(X3=1;X2=2;X1=1;X0=2).

14 Explain Random Process and Classify it. K2 CO3 8

Three boys A,B and C are throwing a ball to each other. A always
throws the ball to B and B always throws the ball to C but C is just
15 K2 CO3 8
as likely to throw the ball to B as to A. Show that the process is
Markovian. Compute the t.p.m and classify the states.
A housewife buys three kinds of cereals A,B,C. She never buys the
same cereal in successive weeks. If she buys cereal A, the next
16 week she buys cereal B. However if she buys B or C, the next K2 CO3 8
week she is 3 times as likely to buy A as the other cereal. In long
run, how often she buys each of the three cereals?
If X(t) = Ycost + Zsint for all t where Y and Z are independent
binary random variables, each of which assumes the values -1 and
17 K2 CO3 8
2 with probabilities 2/3 and 1/3 respectively, Prove that {X(t)} is
WSS.
A students study habits are as follows. If he studies one night, he is
70% sure not to study next night. On the other hand, the
18 K2 CO3 8
probability that he does not study two nights in succession is 0.6. In
the long run, how often does he study?
Show that the random process X(t) = Asint + Bcost where A and B
19 are independent random variables with zero means and equal K3 CO3 8
standard deviations is stationary in wide sense

UNIT-IV PART-A
1 What are the basic characteristics of a queueing system? K1 CO4 2
2 Define Kendall’s notation K1 CO4 2
Summarize the formulas for the waiting time of a customer in the
3 K2 CO4 2
queue and in the system for the (M/M/1):( /FIFO) model.
 In the usual notation of an (M/M/1):(/FIFO) queueing system, if
4 =3/hour and μ=4/hour, compute P(N>5), where Nis the number K2 CO4 2
of customers in the system.
In the usual notation of an (M/M/1):(/FIFO) queueing system, if
5 =12/hour and μ=24/hour, compute the average number of K2 CO4 2
customers in the system.
What is the the average number of customers in the system
6 K1 CO4 2
for(M/M/1):(k/FIFO) model?
Explain Little’s formula for an (M/M/1):(/FIFO) queueing
7 K2 CO4 2
model.
Compute the probability that a customer has to wait more than 15
8 minutes to get his service completed in a (M/M/1):( /FIFO) queue K2 CO4 2
system, if =6per hour and μ=10 per hour?
For (M/M/C):(/FIFO)model, Summarize the formula for
9 (i) Average number of customers in the queue K2 CO4 2
(ii)Average waiting time in the system
Summarize the formulas for the average number of customers in
10 the queue and in the system for the (M/M/s):( /FIFO) queueing K2 CO4 2
model.

PART-B
Customers arrive at a one-man barber shop according to a Poisson
process with a mean inter arrival time of 12 min. Customers spend
an average of 10min in the barber’s chair.
(a) What is the expected number of customers in the barber shop
and in the queue?
(b) Calculate the percentage of time an arrival can walk straight
into the barber’s chair without having to wait.
(c) How much time can a customer expect to spend in the
barber’s shop?
(d) Management will provide another chair and hire another
1 barber, when a customer’s waiting time in the shop exceed 1.25h . K3 CO4 16
how much must the average rate of arrivals increase to warrant a
second barber?
(e) What is the average time customer spends in the queue?
(f) What is the probability that the waiting time in the system is
greater than 30 min?
(g) Calculate the percentage of customers who have to wait prior
to getting into the barber’s chair.
(h) What is the probability that more than 3 customers are in the
system?

Arrivals at a telephone booth are considered to be Poisson with an

2 K3 CO4 16
average time of 12 min. between one arrival and the next. The length
 of a phone call is assumed to be distributed exponentially with mean
4min.
Calculate the following (a) the average number of persons waiting
in the system. (b) The probability that a person arriving at the booth
will have to wait in the queue? (c) The probability that it will take
him more than 10min. altogether to wait for the phone and complete
his call? (d) Estimate the fraction of the day when the phone will be
in use (e) The telephone department will install a second booth, when
convinced that an arrival has to wait on the average for at least 3 min.
for phone. By how much the flow of arrivals should increase in order
to justify a second booth?
Patients arrive at clinic according to Poisson distribution at a rate of
30 patients per hour. The waiting room does not accommodate more
than 14 patients. Examination time per patient is exponential with
3 mean rate of 20 per hour. Obtain the following (a) Effective arrival K3 CO4 16
rate at the clinic. (b) What is the probability that an arriving patient
will not wait? (c) What is the expected waiting time until a patients
is discharged from the clinic?
Derive Pollaczek-Khinchine formula for the average number of
4 K3 CO4 16
customers in the M/G/1 queueing system.
Derive P.K. formula for the average waiting time of customers in
5 K3 CO4 16
the M/G/1 queueing system.
The local one person barber shop can accommodate a maximum of
5 people at a time (4waiting and 1 getting hair-cut) Customers
arrive according to a Poisson distribution with mean 5 per hour.
The barber cuts hair at an average rate of 4 per hour.(Exponential
service time)
(a) Calculate percentage of time is the barber idle?
(b) Obtain the fraction of the potential customers are turned
6 K3 CO4 16
away?
(c) Compute the expected number of customers waiting for a
hair-cut?
(d) How much time can a customer expect to spend in the
barber shop?

There are three typists in an office. Each typist can type an average
of 6 letters per hour. If letters arrive for
being typed at the rate of 15 letters per hour.
(a) Obtain the fraction of the time all the typists will be busy?
(b) Obtain the average number of letters waiting to be typed?
7 K3 CO4 16
(c) Compute the average time a letter has to spend for waiting
and for being typed?
(d) What is the probability that a letter will take longer than 20
min.waiting to be typed and being typed?
 Derive the formula for the average number of customer for the
8 K3 CO4 16
queueing model (M/G/1)
A one-man barber shop takes exactly 25 minutes to complete one
hair-cut. If customers arrive at the barber shop in a Poisson fashion
at an average rate of one every 40 minutes, how long on the
9 K2 CO4 8
average a customer spends in the shop? Also find the average time
a customer must wait for service.

A petrol pump station has 4 pumps. The service times follow the
exponential distribution with a mean of 6 min and cars arrive for
service in a poisson process at the rate of 30 cars per hour.
(a) Calculate the probability that an arrival would have to
wait in line?
10 K3 CO4 8
(b) Compute the average waiting time, average time spend in
the system and the average number of cars in the system.
(c) For what percentage of time would a pump be idle on an
average?

A supermarket has 2 girls attending to sales at the counters. If the

service times for each customer is exponential with mean 4min
and if people arrive in poisson fashion at the rate of 10per hour,
(a) Calculate the probability that a customer has to wait for
service?
11 K3 CO4 8
(b) Compute the expected percentage of idle time for each
girl?
(c) If the customer has to wait in the queue, what is the
expected length of his waiting time?

Customers arrive at a watch repair shop according to a Poisson

proves at a rate of one per every 10 minutes, and the service time is
an exponential random variable with mean 8 minutes
i) Compute the average number of customers LS
12 K3 CO4 16
ii) Compute the average waiting time a customer spends in the
shop WS
iii) Compute the average number of customer in the queue
iv) What is the probability that the server is idle.
UNIT –V PART-A
1 Explain series queues. K2 CO5 2
2 Explain open Jackson networks. K2 CO5 2
3 Explain closed Jackson networks. K2 CO5 2
4 What do you mean by M/G/1 queue? K1 CO5 2
5 Explain series queues with blocking. K2 CO5 2
6 Write the traffic equations in open Jackson networks. K1 CO5 2
 Write down the flow balance equations in closed Jackson
7 K1 CO5 2
networks.
8 Explain the features of general tandem queue? K2 CO5 2
9 What is meant by queue network? K1 CO5 2
10 State Burkes theorem used in queueing theory. K1 CO5 2
PART-B
For a 2-stage sequential queue model with blockage, compute the
1 average number of customers in the system and the average time K2 CO5 16
that a customer has to spend in the system, if  = 1, 1=2 and 2=1.
There are two sales man in the ration shop, one in charge of billing
and receiving payment and other in charge of weighing and
delivering the items. Due to limited availability of space, only one
customer is allowed to enter the shop, that too when the billing clerk
is free. The customer who has finished his billing job has to wait
2 there until the delivery section becomes free. If customers arrive in K3 CO5 16
accordance with a Poisson process at rat 1 and the service times of
two clerks are independent and have exponential rates of 3 and 2,
Compute (i) the proportion of customers who enter the ration shop
(ii) the average number of customers in the shop (iii) the average
amount of time that an entering customer spends in the shop.
For a 2-stage sequential queue model with blockage, compute Ls and
3. K3 CO5 16
Ws, if  = 1, 1=1 and 2=2.
In a book shop, there are two sections. One for text-books and the
other for note-books. Customers from outside arrive at the text
book section at a Poisson rate of 4 per hour and at the note-book
section at Poisson rate of 3 per hour. The service rates of the T.B
section and N.B section are respectively 8 and 10 per hour. A
customer upon completion of service at T.B section is equally
likely to go to the N.B section or to leave the book shop, whereas a
4 K3 CO5 16
customer upon completion of service at N.B section will go to the
T.B section with probability 1/3 and will leave the book shop
otherwise. Find the joint steady state probability that there are 4
customers in the T.B section and 2 customers in the N.B section.
Find also the average number of customers in the book shop and
the average waiting time of a customer in the shop. Assume that
there is only one salesman in each section
In a network of 3 service stations 1, 2, 3, customers arrive at
1,2,3, from outside, in accordance with Poisson process having
rates 5,10,15 respectively. The service times at the 3 stations are
exponential with respective rates 10, 50, 100. A customer
5 completing service at station 1 is equally likely to (i) go to K3 CO5 16
station 2 (ii) go to station 3 or (iii) leave the system. A customer
departing from service at station 2 always goes to station 3. A
departure from service at station 3 is equally likely to go to
station 2 or leave the system.
 (a) What is the average number of customers in the system,
consisting of all the three stations?
(b) What is the average time a customer spends in the system?
Consider a system of two servers where customers from outside the
system arrive at server 1 at a Poisson rate 4 and at server 2 at a
Poisson rate 5. The service rates in 1 and 2 are respectively 8
and 10. A customer upon completion of service at server 1 is
6 K3 CO5 16
equally likely to go to server 2 or to leave the system where as a
departure from server 2 will go 25% of time to server 1 and will
depart the system otherwise. Determine the limiting
probabilities L and W
There are 2 clerks in a bank, one processing housing loan
applications and the other processing agricultural loan
applications. While processing, they get doubts according to an
exponential distribution each with a mean of ½. To get
clarifications, a clerk goes to the Deputy manager with
probability ¾ and to the Senior manager with probability 1/4.
After completing the job with D.M, a clerk goes to S.M with
probability 1/3 and returns to his seat otherwise. Completing the
7 job with S.M, a clerk always returns to his seat. If the D.M K3 CO5 16
clarifies the doubts and advised a clerk according to an
exponential distribution with parameter 1 and the S.M with
parameter 3, find
(i) the steady state probabilities P(n1, n2, n3) for all possible
values of n1, n2, n3
(ii) the probability that both the managers are idle
(iii) the probability that at least one manager is idle

. In a library, there are 2 sections, 1 for English books and the other
for Tamil books. There is only 1 salesman in each section.
Customers from outside arrive at the English book section at a
Poisson rate of 5 per hour and at the Tamil section at a rate of 4
per hour. The service rates of the English book section and
Tamil book section are 9 and 11 per hour respectively. A
customer after service at English book section is equally likely
to go to Tamil book section or to leave the library. However, a
8 K3 CO5 16
customer upon completion of service at Tamil book section will
go to English book section with the probability 1/3 and will
leave the library otherwise. Find the
(i) Joint steady-state probability that there are 2 customers in the
English book section and 2 in the Tamil book section
(ii) Average number of customers in the library
(iii) Average waiting time of a customer in the library

9 Discuss Open Jackson Networks K3 CO5 8

10 Derive the balance equations for the series queues with blocking K3 CO5 8
 In a departmental store, there are two sections, grocery section and
perishable section. Customers from outside arrive at the G-
section according to a Poisson process at a mean rate of 10 per
hour and they P-section at a mean rate of 2 per hour. The service
times of both the sections are exponentially distributed with
parameters 15 and 12 respectively. On finishing the job in the G-
section, a customer is equally likely to go to the P-section or to
11 K3 CO5 16
leave the store. Whereas a customer on finishing his job in the P-
section with go to the G-section with probability 0.25 and leave
the store otherwise. Assuming that there is only one salesman in
each section, Calculate the probability that there are 3
customers in the G-section and 2 customers in the P-section.
Calculate the average number of customers in the store and the
average waiting time of a customer in the store.