Statistics Bernoulli single-server queuing process with ATMS

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SUMMARY

This discussion focuses on modeling a single-server queuing process for an ATM using a Bernoulli process. Customers arrive at a rate of 12 per hour and spend an average of 2 minutes at the ATM. The transition probability matrix was computed as \begin{pmatrix} 0.8 & 0.2 & 0 & 0 \\ 0.4 & 0.5 & 0.1 & 0 \\ 0 & 0 & 0.4 & 0.5 \end{pmatrix}. However, the user struggled with calculating steady-state probabilities and the distribution of states after 3 minutes, leading to incorrect answers for expected customers in the system and queue.

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  • Understanding of Bernoulli single-server queuing processes
  • Familiarity with transition probability matrices
  • Knowledge of steady-state probability calculations
  • Basic queuing theory concepts
NEXT STEPS
  • Learn how to compute steady-state probabilities for queuing systems
  • Study the derivation of transition probability matrices in detail
  • Explore the application of Markov chains in queuing theory
  • Investigate the impact of arrival rates on system performance
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This discussion is beneficial for students studying operations research, queuing theory, and anyone involved in optimizing ATM performance or similar service systems.

zzzzz
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Homework Statement


Customers arrive at an ATM at a rate of 12 per hour and spend 2 minutes using it, on average. Model this system using a Bernoulli single-server queuing process with 1-minute frames.

a. Compute the transition probability matrix for the system.

b. If the ATM is idle now, find the probability distribution of states in 3 minutes. (That is, compute the probabilities that, in 3 minutes, the ATM will be: (i) idle, (ii) serving one customer with no one in queue, (iii) serving one customer with one customer waiting, and (iv) serving one customer with two customers waiting.

c. Use your answer in part b to compute the expected number of customers in the system 3 minutes after the ATM was idle.

d. Use your answers in parts b and c to compute the expected number customers waiting in queue 3 minutes after the ATM was idle.

Homework Equations


3. The Attempt at a Solution [/B]
I got the correct matrix for part a.
\begin{pmatrix}
0.8 & 0.2 & 0& 0 \\ 0.4 & 0.5 & 0.1 & 0 \\ 0 & 0 & 0.4 & 0.5
\end{pmatrix}

But I am unable to compute the steady state probabilities for part b, and therefore, my answers for part c and d are also wrong.
My attempt at b is as follows.
I found the probability distribution in 3 minutes which would be the transition probability matrix 3,
\begin{pmatrix}
0.7200000000000002 & 0.26 & 0.020000000000000004 & 0 \\ 0.52& 0.37& 0.1& 0.010000000000000002\\
0.16000000000000003 & 0.4 & 0.33000000000000007& 0.1\\ 0& 0.16000000000000003& 0.44 & 0.4
\end{pmatrix}

and solving it I got pi = \left< \frac 32 53 \, \frac 16 53, \frac 4 53, \frac 1 53 right>

Please advise.

 
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Steady State Probabilities I got were
32/53 , 16/53, 4/53, 1/53
 
Realized my mistake!
My matrix was incorrect, but to solve the problem you should still find the matrix to the 3rd power.
 
zzzzz said:

Homework Statement


Customers arrive at an ATM at a rate of 12 per hour and spend 2 minutes using it, on average. Model this system using a Bernoulli single-server queuing process with 1-minute frames.

a. Compute the transition probability matrix for the system.

b. If the ATM is idle now, find the probability distribution of states in 3 minutes. (That is, compute the probabilities that, in 3 minutes, the ATM will be: (i) idle, (ii) serving one customer with no one in queue, (iii) serving one customer with one customer waiting, and (iv) serving one customer with two customers waiting.

c. Use your answer in part b to compute the expected number of customers in the system 3 minutes after the ATM was idle.

d. Use your answers in parts b and c to compute the expected number customers waiting in queue 3 minutes after the ATM was idle.

Homework Equations


3. The Attempt at a Solution [/B]
I got the correct matrix for part a.
\begin{pmatrix}
0.8 & 0.2 & 0& 0 \\ 0.4 & 0.5 & 0.1 & 0 \\ 0 & 0 & 0.4 & 0.5
\end{pmatrix}

But I am unable to compute the steady state probabilities for part b, and therefore, my answers for part c and d are also wrong.
My attempt at b is as follows.
I found the probability distribution in 3 minutes which would be the transition probability matrix 3,
\begin{pmatrix}
0.7200000000000002 & 0.26 & 0.020000000000000004 & 0 \\ 0.52& 0.37& 0.1& 0.010000000000000002\\
0.16000000000000003 & 0.4 & 0.33000000000000007& 0.1\\ 0& 0.16000000000000003& 0.44 & 0.4
\end{pmatrix}

and solving it I got pi = \left< \frac 32 53 \, \frac 16 53, \frac 4 53, \frac 1 53 right>

Please advise.
Your transition probability matrix is wrong: it should have 4 rows, not three, and all its row-sums should be 1.
 
Question: A clock's minute hand has length 4 and its hour hand has length 3. What is the distance between the tips at the moment when it is increasing most rapidly?(Putnam Exam Question) Answer: Making assumption that both the hands moves at constant angular velocities, the answer is ## \sqrt{7} .## But don't you think this assumption is somewhat doubtful and wrong?

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