Paper 3, Section II, 27 K27 \mathrm{~K}

Applied Probability | Part II, 2021

(a) Customers arrive at a queue at the event times of a Poisson process of rate λ\lambda. The queue is served by two independent servers with exponential service times with parameter μ\mu each. If the queue has length nn, an arriving customer joins with probability rnr^{n} and leaves otherwise (where r(0,1])\left.r \in(0,1]\right). For which λ>0,μ>0\lambda>0, \mu>0 and r(0,1]r \in(0,1] is there a stationary distribution?

(b) A supermarket allows a maximum of NN customers to shop at the same time. Customers arrive at the event times of a Poisson process of rate 1 , they enter the supermarket when possible, and they leave forever for another supermarket otherwise. Customers already in the supermarket pay and leave at the event times of an independent Poisson process of rate μ\mu. When is there a unique stationary distribution for the number of customers in the supermarket? If it exists, find it.

(c) In the situation of part (b), started from equilibrium, show that the departure process is Poissonian.

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