Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 3 27J b Solution Created 2026-09-24 Updated 2026-09-25
Let be the number of telephone lines in use. The memorylessness of the exponential distribution makes a continuous-time Markov chain, specifically the M-M-infinity queue with generator rates
Suppose and put . Each initial call is still active at time with the exponential survival probability , independently of the others. Their surviving number is thereforeA call arriving at time survives until with probability . By Poisson thinning, the number of surviving new calls is independent of and has lawHence in distribution. Multiplying the probability generating functions of the two independent random variables gives, for ,Equivalently, the transient distribution of an M-M-infinity queue iswith independent summands. As , the binomial term converges to zero and the Poisson mean tends to . Thereforewhich proves the stated large-time approximation.