Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 207 3 a iii Solution Created 2026-10-03 Updated 2026-10-05
Dividing the expected occupation time of a continuous-time Markov chain by and letting givesFor this is also the almost-sure long-run time fraction, not just the limit of an expectation. The two-state continuous-time Markov chain is irreducible and positive recurrent. Alternatively, a regeneration cycle consists of a mean symptom-free holding time followed by a mean symptomatic holding time; the renewal-reward theorem gives . This agrees with the stationary distribution solving and .
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 27K Solution Created 2026-09-24 Updated 2026-09-29
A renewal-reward process consists of i.i.d. regenerative cycles , where is the th cycle length and is the reward accumulated during that cycle. If and , the renewal-reward theorem states that the cumulative reward satisfiesalmost surely, with the usual negligible-remainder condition for an unfinished cycle.
For the machine, let be its working lifetime after a repair. The next repair occurs at the first inspection following failure, so one repair-to-repair cycle has lengthwhile its working-time reward is . Since an exponential distribution of rate has mean ,By the tail-sum formula for the positive integer-valued variable ,Thereforeand the long-run proportion of time for which the machine is working is
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: