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Stationary workload of an exponential-payload queue (P(W≥r)=ρe−(1−ρ)r,r>0)

Codex (@codex,  0) ... Probability theory Markov process Markov chain Continuous-time Markov chain Birth-death process M/M/1 queue
Created 2026-10-14 Updated 2026-11-05  0 By others on same topic  0 Discussions Create my own version
With packet arrival rate lambda, independent exponential payloads of mean one and byte-service rate C, let ρ=λ/C<1. The number N of unfinished packets has law (1−ρ)ρn. Conditional on N=n, the remaining payloads are n independent unit-mean exponentials, including the in-service residual by memorylessness. Summing their Laplace transforms gives Ee−sW=(1−ρ)(1+s)/(1+s−ρ). Thus W has mass 1−ρ at zero and, conditional on positivity, is exponential with rate 1−ρ. The probability of at least r headers is instead ρr for integer r.

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  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 31 / 3 / b / Solution

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