Represent telephone lines by a closed migration process with free-line, operator and automated-service colonies. Accepted arrivals have rate when a free line exists, operators complete at rate , and automated calls complete at rate . Define andThe product-form stationary distribution of a closed migration process and Poisson arrivals see time averages give the displayed blocking probability. This extends a single-operator model without treating the independent operators as a server with rate when fewer than calls are present.
// Target: probability-and-statistics.bigb
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 73 1 Solution Created 2026-10-03 Updated 2026-10-14
A closed migration process is a continuous-time Markov chain with state , conserved population , and transition ratesHere , for , and is a fixed stochastic routing matrix. Take for convenience; self-routing can instead be omitted from the actual jumps. Assume irreducible routing. Let positive traffic weights satisfy . Define , . The product-form stationary distribution of a closed migration process isTo prove it, an incoming transition to comes from , and is possible only if . The weight ratio givesSumming over and using the traffic equations gives . Summing then over equals , the outgoing probability flux, proving global balance for a continuous-time Markov chain. The state space is finite and irreducible, so this normalized stationary distribution is unique. Detailed balance is not required; a directed routing cycle, for example, is not reversible.
For the switchboard, make each of the lines one circulating individual. Use colonies for free lines, calls waiting for or receiving the operator's connection service, and already connected calls. The transitions form the cycle , with departure ratesThe first rate is , not : incoming calls form one external Poisson process, not one per free line. An arrival when changes no state and is counted as lost. Exponential connection and conversation times make this the required continuous-time Markov chain; only one call receives the operator's service at a time, whereas every connected call independently completes at rate .
The cyclic traffic weights can all be chosen equal to one. Multiplying all unnormalized weights by the same gives, for ,If is the number of occupied lines, sum over the possibilities for the connected-call count:Thus the normalizer is and the full-state probability is . By Poisson arrivals see time averages, this is also the long-run fraction of attempted calls rejected:One can also see the arrival-rate argument directly: the lost-call counting process has conditional intensity , so its equilibrium rate is ; dividing by the total attempted-call rate gives the same fraction. As an independent check, stationary flow conservation in a finite-line switchboard gives .
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 34 1 Solution Created 2026-10-03 Updated 2026-10-14
Use one particle for each telephone line, including unused lines. Let be the number of free lines, the number of callers waiting for or being checked by an operator, and the number using automated service. Then . These are the three colonies of a closed migration process, with directed cycle and departure ratesRejected attempted calls leave the state unchanged. They must not be represented as extra customers in the waiting stage.
Equivalently the state is with . Its transitions areThe directed cycle has equal traffic weights; choosing each weight to be gives the unnormalized product-form stationary distribution of a closed migration processWe can verify global balance for a continuous-time Markov chain directly. Weighted incoming transitions from , and contribute, respectively,Their sum equals the weight times the outgoing rate. This proves stationarity after normalization, without falsely asserting reversibility of the directed migration cycle.
For occupied lines, summing over the automated population givesThe normalizing constant is . The attempted calls form an independent Poisson process, so Poisson arrivals see time averages: the rate of attempted arrivals seeing a full state is times its stationary probability, and division by the total attempted-arrival rate gives the loss proportion. ConsequentlyThe numerator is essential; the PDF contains it even though the converted TeX loses it.
With two independent operators, the total check-completion rate is . In particular it is only when one caller is present. DefineThe human-stage weight becomes , while the free and automated weights are unchanged. The same global-balance calculation applies using these departure rates. ThusThis is the blocking probability in a finite-line sequential-service network with two operators. It remains valid for , when every attempted call is lost; for it coincides with the single-operator answer.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 35 1 Solution Created 2026-10-03 Updated 2026-10-14
Assume and regard each line as an individual circulating through three colonies. Then is a closed migration process on . With the coordinate vectors, its nonzero transition intensities areThe memoryless property of the exponential distributions and the independent Poisson process make these counts a continuous-time Markov chain. In particular, the accepted-arrival rate is , not : free lines are availability tokens, not independent callers. An attempted arrival when is lost and causes no state change, so it does not enter the off-diagonal generator.
For the cyclic routing , take equal traffic weights at all colonies. The product-form stationary distribution of a closed migration process gives weightsHere is a direct global balance for a continuous-time Markov chain verification. Set , , , with cyclic subscripts. The predecessor for a transition is , allowed when . The product weights obeySumming these incoming weights over the three edges gives , precisely the outgoing weight. Thus is stationary. The finite state space is irreducible, so this stationary distribution is unique.
Let be the occupied-line count. Summing over its automated-service count givesso . The external Poisson process sees the stationary state probabilities by Poisson arrivals see time averages. A call is lost exactly when , equivalently . Therefore
For two independent identical operators, the middle transition rate becomes : one call receives one operator's service, while two or more calls keep both operators busy. Define and for . The same global balance for a continuous-time Markov chain calculation applies toConsequently the blocking probability in a finite-line sequential-service network isThe subtraction corrects the term, for which rather than . In particular , and when replacing one operator by two does not change blocking.
For an irreducible closed migration process with finite population , positive departure rates and routing matrix , choose positive traffic weights satisfying . On , its stationary distribution has the displayed form. For a predecessor , its weighted transition into is . Summing over gives by the traffic equation, and summing over proves global balance for a continuous-time Markov chain. The distribution need not satisfy detailed balance.
// Target: probability-and-statistics.bigb
In a one-operator closed migration process representing a finite-line switchboard, let count calls waiting for or receiving the operator's connection service and let count connected calls. At a stationary distribution, the expected drift of is , and that of is . Poisson arrivals see time averages identifies the full-state probability with . Thus the accepted arrival rate, operator throughput and completed-call rate coincide. This is a useful independent check on the product-form stationary distribution of a closed migration process.