Tutorial (3) Common to all branches EC, CS
Problem 1. A Man is at an integral point on the x axis between the origin and the point 3.
He takes a unit step to the right with probability 1/3 or to the left with probability 2/3 unless
he is at the origin, where he takes a step to the right to reach the point 1 or is at the point 3
where he takes a step to the left to reach the point 2. What is the probability that (a) he is at
the point 1 after 3 walks. (b) he is at the point 1 in the long run.
Remark © If he starts at point 2 what is the probability that he is at the point 1 after 3 walks
.
Solution Hint. In the first case the starting point is not given. Hence he can be anywhere at 0,
(0 )
1, 2, 3 . So p = ( 14 , 14 , 14 , 14 ). Find p , where p(3 )is the probability distribution after 3
(3 )
walks. To do the © part take p(0 )=( 0,0,1,0 ) .
Problem 2. A communication source can generate 1 of 3 possible messages 1,2, 3. Assume
that the generation can be described by a homogeneous Markov chain with the following
transition probability matrix
1 2 3 Next Message
1 0.5 0.3 0.2
[
Current Message 2 0.4 0.2 0.4 =P
3 0.3 0.3 0.4 ]
and the initial state probability distribution p(0 )=( 0.3 , 0.3 , 0.4 ) . Find the probability
distribution of the random variable X 3 .
Problem 3. Bob take the bus or the subway to work. If he took the subway yesterday, there
is an 80 % chance he will take the subway again. If he took the bus then there is a 40 %
chance that he will take the bus again. He is four times as likely to take the subway as taking
the bus today. What is the probability that he takes the subway tomorrow?
Problem 4. A computer device can be either in a busy mode (state 1) processing a task or in
an idle mode(state 2) when there are no tasks to process. Being in a busy mode, it can finish a
task and enter an idle mode any minute with the probability 0.2. Being in an idle mode it
receives a new task any minute with the probability 0.1 and enters a busy mode. Let X n be the
state of the device after n minutes. (a) Find the probability distribution of X 2 . (b) Find the
steady state distribution of X n.
Problem 5. A system has 3 possible states 0, 1, 2. Every hour it makes a transition to a
different state which is determined by a coin flip. For example from state 0 it makes a
transition to state 1 or state 2 with probabilities 0.5, 0.5. (a) Find the transition probability
matrix. (b) Find the third step transition probability matrix. (c) Find the steady state
probability distribution of the Markov chain.
Problem 6. The number of customers arrive at a rate of 12 per hour. If it follows the Poisson
process then find the probability of 4 customers arrive between 9 and 9.40 Am or 15 arrive
between 9.40 and 11.20 Am.
Problem 7.. For a Poisson process with arrival rate λ=30 customers per hour. (a) find the
expected number of arrivals in the first 10 minutes of a hour. (b) find the probability of
exactly 4 arrivals in the first 10 minutes of an hour ? (c)find the probability of 4 or fewer
arrivals in the first 10 minutes of one hour. (d) find the probability of 35 customers or more
are in one hour given that 8 arrivals in the first 10 minutes of that hour.
Problem 8. Let X 1 (t ) and X 2 (t ) be independent Poisson process with parameters λ 1= 2 and
λ 2= 3 respectively. Find (a) P ( X 1 ( t ) =3 , X 2 ( t )=5 ) (b) P ( X 1 ( t ) + X 2 ( t )=1 ).
Problem 9. If the customers arrive at a bank according to a poisson process with mean rate
of 2 per minute, find the probability that during an 1 minute interval no customer arrives.
Problem 10. If X ( t )=Ycost +Zsint for all t where Y and Z are independent binary random
variables each of which assumes the values -1 and 2 with probabilities 2/3 and 1/3
respectively, prove that { X (t) } is wide sense stationary.
Problem 11. Calculate the autocorrelation of the process X ( t )= Asin ( ω 0 t +φ ) where A and
ω 0 are constants and φ is a uniformly distributed random variable in ( 0,2 π ). Examine whether
the process is wide sense stationary
Problem 12. Calculate the autocorrelation of the process X ( t )= Acos ( ω 0 t+ φ ) where A and
ω 0 are constants and φ is a uniformly distributed random variable in ( 0,2 π ). Examine whether
the process is wide sense stationary.
Problem 13. If customers arrive at a counter in accordance with a poisson process with a
mean rate of 3 per minute, find the probability that the interval between two consecutive
arrivals is (a) more than 2 minute (b) between 2 minute and 3 minutes (c) 5 minutes or less.
