Poisson Process Problems: Exercises

Introduction

The problems below provide some further examples of problems that we can solve using this particular continuous time Markov chain.

Example problems

Click on the problems to reveal the solution

Problem 1

As the emails arrive in accordance with a Poisson process the arrival time for the first email, $T$, is an exponentially distributed random variable with parameter $\lambda$ \[ P(T \le t ) = 1 - e^{-\lambda t} \qquad \rightarrow \qquad P(T = t ) = \frac{\textrm{d}P(T \le t)}{\textrm{d}t} = \lambda e^{-\lambda t} \] We can thus calculate the expectated time to complete the job by conditioning on the arrival time of first email. We have: \[ \mathbb{E}(D) = (c+d)\int_0^c \lambda e^{-\lambda t} \textrm{d}t + c \int_c^\infty \lambda e^{-\lambda t} \textrm{d}t \] This integral is solved as follows: \[ \begin{aligned} \mathbb{E}(D) & = (c+d)\lambda \int_0^c e^{-\lambda t} \textrm{d}t + c\lambda \int_c^\infty e^{-\lambda t} \textrm{d}t \\ & = (c+d)\lambda \left[ -\frac{1}{\lambda}e^{-\lambda t} \right]_0^c + c\lambda \left[ -\frac{1}{\lambda} e^{-\lambda t} \right]_c^\infty \\ & = (c+d)[1 - e^{-\lambda c}] + ce^{-\lambda c} \\ & = (c+d) - de^{-\lambda c} \end{aligned} \] It will take the engineers either $c$ hours or $c+d$ hours to complete the job. The time they take will never be equal to the expectation. Hence you should allocate $c+d$ hours of their time as this is the longer of the two times.

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