Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-4/27k/iii/solution

The Poisson output theorem for a feedback queue, equivalently the Burke theorem applied to the effective queue-length process with service rate , shows that successful departures in equilibrium form a Poisson process of rate .
The process of all entries into the queue is different. Its long-run rate is
Immediately after any queue-entry event the server is busy, so the conditional probability of another entry in the next interval of length is
the next entry can be external or can be a service completion followed by feedback. A Poisson process of the displayed long-run rate would instead give . These coefficients are unequal when , since
Hence the combined arrival process is not Poissonian.

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