Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ii/paper-3/27j/solution
Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 3 27J Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-03
Immediately after departure , either and one of those customers starts the next service, or and the next arrival both initiates service and is not counted among those waiting after it. During that service further customers arrive. Thus the embedded departure chain of an M-G-1 queue obeys
Conditional on the next service time , the Poisson process property givesThe law of total expectation and law of total variance therefore giveand
In equilibrium let have the common distribution of and put . The fresh pair is independent of . Taking expectations in the recursion givesBecause and , stationarity of the second moment givesSolving,
In stationarity, level crossing together with Poisson arrivals see time averages identifies this as the mean number in the shop. The Little law gives , where is waiting time before service. Since ,This is the Pollaczek-Khinchine mean formula.
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