Past exam of the mathematics course of the University of Cambridge 2017 ii Paper 4 26K b Solution Created 2026-09-24 Updated 2026-10-05
For the M-M-1 queue with Bernoulli feedback, assume . The number of service visits before departure is geometric on , with probabilities , independent of the independent exponential visit lengths. The transform of the total time actually being served isThusThis excludes the waiting between visits. A feedback completion changes the customer's position but not the number in the system. By exponential memoryless property, the latter process has births of rate and true deaths of rate while nonempty; unsuccessful completions are self-events. It is therefore an M/M/1 number process with effective service rate , givingFor positive equality is null recurrent, larger arrival rate is unstable, and admits no departure-based equilibrium.
To prove the output claim, state the relevant time reversal of a continuous-time Markov chain theorem: an equilibrium continuous-time chain satisfying detailed balance has the same reversed path law. In this reversible birth-death process, final departures are precisely downward jumps; time reversal turns them into upward jumps. Upward jumps are supplied by a state-independent Poisson clock of rate , so their process is Poisson. Hence the stationary final-departure process is Poisson of rate . This is the output conclusion of Burke theorem for the effective number process; it does not say the process of all service completions has that rate.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 4 27K iii Solution Created 2026-09-24 Updated 2026-10-03
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 isImmediately after any queue-entry event the server is busy, so the conditional probability of another entry in the next interval of length isthe 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 , sinceHence the combined arrival process is not Poissonian.
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 2 28L c iv Solution Created 2026-09-24 Updated 2026-09-25
In the stable regime, is exactly the queue-length process of an queue with arrival rate and effective service rate . By Burke theorem, when this queue is in equilibrium its external departure process is a Poisson process of rate