Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ii/paper-2/27i/c/solution

For the busy-period branching equation, during the first service of a busy period, every arriving customer initiates a subtree of further work. The independence and stationary increments of the Poisson process, together with independent services, give the distributional recursion
where conditional on , is Poisson with mean , and the descendant busy periods are independent copies of . One may explore these subtrees in order; the server's total workload is unchanged by that ordering. Consequently, wherever the moment-generating functions are finite,
For , this identity in particular holds in a sufficiently small neighbourhood of zero.

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