Infinite-server queue transient distribution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 3 27J a Solution Created 2026-09-24 Updated 2026-09-25
In Kendall notation, the first two letters mean Poisson arrivals and exponential service times. An M-M-1 queue has arrival rate , one server of rate , and queue-length transitionsIt has a stationary distribution of an M-M-1 queue exactly whenand then
An M-M-infinity queue has infinitely many servers, so every customer begins service immediately. Its occupancy transitions areThe detailed balance for a birth-death process equations giveThus for every the stationary distribution of an M-M-infinity queue exists and isthe Poisson distribution of mean . The Burke theorem for an M-M-infinity queue states that in this stationary regime the departure process is a Poisson process of rate ; equivalently, time reversal turns departures into arrivals. The past departure process is also independent of the number in the system at the observation time.
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.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 3 27J c Solution Created 2026-09-24 Updated 2026-09-25
For an M-M-1 queue, the first service lasts on average . During it, the mean number of arrivals is , and each arrival initiates another statistically identical busy-period family. Thus, when ,so the mean busy period of an M-M-1 queue isFor the busy period is almost surely finite but has infinite mean, while for it is infinite with positive probability; in either case its expectation is infinite.
For an M-M-infinity queue, stationary occupancy is Poisson with mean , so the long-run probability of an empty system isThe process alternates between idle periods and busy periods. An idle period waits for the next Poisson arrival, so its mean is . The renewal-reward theorem, with reward equal to time spent empty, givesSolving yields the mean busy period of an M-M-infinity queue: