Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-39/1/solution

First consider an M-M-K queue with servers, arrival rate , and service rate at each server. Assume so that a stationary distribution exists. Its population is a birth-death process with rates and . The equilibrium probabilities satisfy detailed balance
Thus the population process is a reversible Markov chain. In its time reversal of a continuous-time Markov chain, forward departures become upward jumps whose rate is the constant , independent of the state. They can be generated by a rate- Poisson process independent of the initial reversed state. Reversing time preserves the Poisson process law, proving the equilibrium departure process is Poisson with rate , the Burke theorem for a multi-server queue.
The same argument gives the departure component of quasireversibility needed for the tandem calculation: the present upstream population is independent of its entire past departure process. Indeed, these departures become future arrivals in the reversed chain, independent of its initial population. First check this on finite time windows, then extend to the full past. A Poisson output alone, without this independence, would not justify multiplying queue-empty probabilities.
Now let , where denotes the mean service time at passport control, so the service rate at each of its two servers is . The stationary distribution of the M-M-s queue with has normalizing sum
Hence its empty probability is . Its output feeds a stable M-D-1 queue with rate and deterministic service time . In a stationary work-conserving single-server queue, the busy fraction is the rate of completed work, , so the empty probability is .
The downstream stationary workload is a causal function of past upstream departures. For example, it is the limit of workloads constructed from arrivals in increasingly long finite past intervals; stability makes this stationary construction well defined. The backward independence just proved therefore makes the two present queue populations independent. Consequently
With walking time , the downstream arrival stream is the upstream departure stream shifted by . Its present workload depends only on departures up to time . The number walking at time zero is the number of departures in , which has Poisson distribution of mean and is independent of the earlier departures. The upstream present population is independent of both parts of its past departure stream. Thus the three empty events factor, giving
The factor is the empty probability of the deterministic-travel infinite-server stage. Both printed stability inequalities ensure the stationary calculations apply.

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