3. Jobs arrive in a computer queue in the manner of a Poisson process with intensity λ. The central processor handles them one by one in the order of their arrival, and each has an exponentially distributed runtime with parameter , the runtimes of different jobs being independent of each other and of the arrival process. Let X (t) be the number of jobs in the system (either running or waiting) at time t, where X (0) = 0. Explain why X is a Markov chain, and write down its generator. Show that a stationary distribution exists if and only if λ < μ, and find it in this case.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter2: Systems Of Linear Equations
Section2.4: Applications
Problem 2EQ: 2. Suppose that in Example 2.27, 400 units of food A, 500 units of B, and 600 units of C are placed...
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3. Jobs arrive in a computer queue in the manner of a Poisson process with intensity λ. The central
processor handles them one by one in the order of their arrival, and each has an exponentially distributed
runtime with parameter , the runtimes of different jobs being independent of each other and of the
arrival process. Let X (t) be the number of jobs in the system (either running or waiting) at time t,
where X (0) = 0. Explain why X is a Markov chain, and write down its generator. Show that a
stationary distribution exists if and only if λ < μ, and find it in this case.
Transcribed Image Text:3. Jobs arrive in a computer queue in the manner of a Poisson process with intensity λ. The central processor handles them one by one in the order of their arrival, and each has an exponentially distributed runtime with parameter , the runtimes of different jobs being independent of each other and of the arrival process. Let X (t) be the number of jobs in the system (either running or waiting) at time t, where X (0) = 0. Explain why X is a Markov chain, and write down its generator. Show that a stationary distribution exists if and only if λ < μ, and find it in this case.
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