Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 35 3 Solution Created 2026-10-03 Updated 2026-10-14
A random access network shares one communication channel among an unbounded collection of possible transmitters. Each packet occupies one slot; exactly one attempt succeeds, an idle slot carries nothing, and a collision delivers none of its attempted packets. Assume perfect slot synchronization, immediate idle/success/collision feedback, no channel errors, and independent random choices by packets. The important quantities are throughput, the size of the retransmission backlog, and delay. A good one-slot success probability alone does not establish stability of the backlog.
For a precise infinite-population slotted ALOHA model, let be independent Poisson random variables of mean , representing new packets which attempt immediately in slot . Let be the backlog before those arrivals. Each old packet independently retries with a constant probability , so conditional on , its retry count is , independent of . If records a successful slot, thenThis includes a new packet in the backlog precisely when it has not succeeded; an old packet is removed precisely when it succeeds. The total backlog is a Markov chain in this constant-probability model. Its idle and success probabilities arewith the second term in interpreted as zero. A success may be either one new packet and no old attempt, or one old attempt and no new packet.
The fluid approximation of slotted ALOHA replaces the binomial retry count by a Poisson count when there are many packets with small retry probability. If is total attempt intensity, the approximate success probability is . Differentiation givesThis is the limiting ALOHA throughput bound, not an exact upper bound for every finite packet population: one isolated packet which certainly transmits succeeds with probability one. In a fluid model, when the equation has two roots. The root below one is locally stable for constant , while the root above one is unstable, because the drift derivative is . These approximations explain a low-backlog operating region and a congestion threshold; they do not imply a stationary law for the infinite-population chain.
Indeed, for fixed , the exact success probability tends to zero as , so the exact drift tends to . One can prove instability, rather than relying only on this positive drift. Fix and use . Since is zero or one,The first term is strictly less than one and the second tends to zero. Hence is a nonnegative supermartingale outside a sufficiently large finite set, where is the first entrance into that set, say . The optional sampling theorem for a supermartingale, first at bounded stopping times, givesThis is an exponential-supermartingale escape bound. The chain is irreducible: a no-arrival slot with exactly one old retry can reduce any positive state by one, and Poisson arrivals can reach arbitrarily high states. Therefore the escape probability proves transience and excludes a positive recurrent Markov chain, for every and fixed . A locally stable fluid operating point can consequently coexist with eventual stochastic congestion. At , once at least two packets are backlogged, they collide forever, so constant unit retry probability also fails.
A state-dependent retry rule removes this fixed- congestion mechanism. As an ideal benchmark with exact backlog information and known arrival intensity , useThis is backlog-aware ALOHA with arrival-adjusted attempt probabilities. Its total attempt intensity approaches one: the mean old-attempt count is and the new-attempt count has mean . Substitution in the exact success formula yieldsThus the drift tends to . For the Lyapunov function , the drift is bounded above by a negative constant outside a finite set, and the expected one-step backlog is finite at every state. Foster theorem therefore gives positive recurrence. This proves a genuine stochastic stability result for this specified, informed controller. Real transmitters generally observe feedback rather than the exact backlog; estimating the backlog and using a probability of order its reciprocal motivates adaptive ALOHA, but an estimate's dynamics must be included in the state and analyzed before claiming the same stability result.
A different nonconstant rule uses a packet's own collision history. In geometric-attempt exponential backoff, a packet at stage attempts with probability , where . A collision advances every attempted packet by one stage, a success removes its packet, and new arrivals enter stage zero. For definiteness, in this version arrivals join at the end of a slot and first become eligible in the next slot. The full Markov chain state is the sequence of stage populations; the total backlog alone is insufficient. Conditional on that state,These formulas follow from independent attempts and selecting which one packet succeeds. They reduce approximately to for many small probabilities with . The retry probabilities decrease after failure, preventing repeated aggressive attempts by the same packets. Binary exponential backoff instead chooses uniform random counters from expanding finite windows; that counter model requires residual counters as well as collision stages in its state and is not identical to geometric waiting.
Backoff also exposes a distinction between eventual delivery and acceptable delay. In the simplifying model where each attempt independently fails with a fixed probability , the probability of reaching stage is and its mean waiting time is . The mean delay under independent exponential-backoff failures is thereforeAlthough a packet succeeds almost surely whenever , its mean delay can be infinite. In an actual random access network, failures are correlated with the other stage populations, so this fixed- calculation is a diagnostic approximation, not a proof of network stability. These models show why random-access analysis must track the retry rule, feedback information and full state, and assess throughput, stability and delay separately.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 32 3 Solution Created 2026-10-03 Updated 2026-10-07
Use the standard infinite-population slotted ALOHA model with independent fresh arrivals with Poisson distribution , . Newly arrived packets attempt in the next slot. Given old backlogged packets, each independently attempts with fixed probability , so the retransmission count has binomial distribution , independent of and earlier random choices. Let record whether is zero, one, or at least two. A single transmission succeeds and departs; a collision makes every transmitted packet remain. ThereforeOnly the present backlog determines the law of the next independent choices, so is a time-homogeneous Markov chain.
For , put and , with . Its nonzero transition probabilities areFor example, a single fresh arrival leaves the backlog unchanged only if no old packet transmits; if an old packet also transmits, that fresh arrival becomes a new backlogged packet. These cases explain the extra diagonal term and the suppressed one-step increase at . At the same formulas hold with , and for .
Here is an almost-sure proof of permanent collisions in constant-probability slotted ALOHA for , rather than just a positive-drift heuristic. For , the conditional exponential increment isAs this tends to a number strictly below one. Choose so the expression is at most one for . Stopping when the chain first enters gives a nonnegative supermartingale. Downward jumps have size at most one, so it hits at . Optional sampling theorem for a supermartingale, first at bounded times and then by a limit, yields the exponential-supermartingale escape boundThis is an irreducible Markov chain: every positive state can successively decrease to zero, and from zero Poisson batches reach every state at least two, with state one then reached from two. An irreducible recurrent Markov chain would hit that finite set with probability one from every state, contradicting the bound. Hence every state is a transient state, every finite set is visited only finitely often, and almost surely.
The conditional success probability is . The centered success indicators form a martingale difference sequence with bounded increments. The strong law for martingales with bounded increments givesThe conditional means have Cesàro average zero, while the strong law of large numbers gives . Therefore almost surely. Finallydecays exponentially along this linear backlog growth. Its sum over is almost surely finite. The Conditional Borel-Cantelli lemma then implies that only finitely many slots have zero or one transmission. Thus . At , a fresh batch of size at least two eventually occurs, after which at least two old packets retransmit in every slot, giving the same conclusion directly.
The qualification is essential: if , then depends only on the independent Poisson arrivals, and zero- or one-arrival slots occur infinitely often. Positive mean arrival rate alone, without the Poisson model or another assumption allowing collisions to develop, would also be insufficient: Bernoulli fresh arrivals and initial backlog zero never collide.
One alternative is binary exponential backoff: after collisions a packet selects a waiting time uniformly from and tries when its counter expires. Its attempt behavior depends on its collision history, rather than a common constant . Another possibility, if a backlog estimate is available, is to set the attempt probability near , keeping the offered retransmission count near one. These descriptions illustrate adaptive access rules; they do not assert that every backoff variant is stable at arbitrary load.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 3 Solution Created 2026-10-03 Updated 2026-10-05
Use the slotted ALOHA model with one outstanding packet per active station and a collision channel: a slot with exactly one attempt succeeds, whereas an idle slot or a slot with two or more attempts delivers nothing. Let be independent Poisson random variables of mean , independent also of the transmission choices. Arrivals join after the current slot's attempts. Given , the attempt count has a binomial distribution with parameters and . Consequently, for ,For , set and . The equation adds arrivals and removes precisely one packet following a successful slot. The estimate controls the common transmission probability and updates using the idle, success, or collision feedback. The conditional distribution of the next state depends only on , so this pair is a Markov chain.
Away from the reflecting floor in , its one-step conditional expectations areWhen and are large with , the Poisson limit theorem gives and . Treating these approximate drifts as derivatives motivates the fluid approximation of slotted ALOHA:The floor at is negligible in this interior scaling. This calculation motivates the ordinary differential equations; it is not a proof of a stochastic fluid limit.
The function is strictly increasing from zero to infinity, and . To check the monotonicity explicitly,Indeed, with ,because its discriminant is ; and . Thus the scalar ordinary differential equation for points toward the unique value satisfying . Every trajectory with , has bounded and . Positivity of follows from .
If , then and . Thus decays exponentially for large , andThis is finite-time draining of a fluid model. The unmodified equations have undefined at the origin, so the statement that trajectories converge to the origin needs this endpoint interpretation; continuing with an absorbing zero trajectory is an additional fluid-model convention, not a solution of the displayed equations at the origin.
If , then and . Now grows exponentially, physical time tends to infinity, andIn particular the trajectory escapes to infinity. Even without the ratio analysis, , since .
For the actual Markov chain, it is essential not to replace the finite- success probability by : a single backlogged packet can succeed with probability one. Instead, for , maximizing over gives the ALOHA throughput boundIf , choose and so that for all , uniformly in . For sufficiently small ,because its derivative at zero is . Independence of arrivals and attempts giveswhenever . For any integer , stop at the stopping time . The stopped process is a nonnegative supermartingale. The optional stopping theorem, first at bounded times and then by a limit, yields the exponential-supermartingale escape boundFrom every state with , a Poisson distribution arrival burst has a uniformly positive probability of sending the next backlog to at least , for any fixed . From there the probability of never revisiting is at least . By the Markov property at successive visits, the probability of infinitely many visits to this strip is zero: each visit has a uniform positive chance of being the last. This holds for every integer , soTherefore the Markov chain is transient for every finite choice of . The proof is uniform in and does not infer stochastic transience merely from the approximate ordinary differential equations.
Permanent collisions in constant-probability slotted ALOHA Created 2026-10-07 Updated 2026-10-14
With independent Poisson arrivals of any positive rate and a fixed retry probability , the infinite-population slotted ALOHA model eventually has collisions in every slot almost surely. For , an exponential-supermartingale escape bound proves transience of the backlog chain. Bounded martingale increments then give backlog growth at the arrival rate, and the Conditional Borel-Cantelli lemma makes the exponentially unlikely noncollision slots finite in number. At , two old packets suffice for permanent collisions. At the assertion is false.