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Exam of Discrete Event Systems - 28.02.2013

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Exercise 1

Consider the stochastic state automaton in the figure, where a and b are events whose lifetimes follow generic probability distributions, and the initial state is x0= 0.

1. Given P (X2 = 1) = 5/8 and P (E2 = a) = 1/3, compute the probability p(1|0, a).

b b

a

0 1

2

a a a

Exercise 2

A die is tossed repeatedly. The die is unfair: the probability to obtain any even number is 1/4, whereas the probability to obtain any odd number is 1/12. Suppose to sum the outcomes of the tosses.

1. Assuming to know that the outcome of the first toss is 3, compute the probability that the sum of the first five outcomes is divisible by 4.

2. Compute the steady-state probability that the sum of the outcomes is divisible by 4.

3. Compute the probability that the sum of the outcomes is never divisible by 4 through the first five tosses.

Suggestion. Use a Markovian model with four states.

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Exercise 3

Consider the production system in the figure, composed by two machines M1 and M2, and a unitary buffer B. Machine M2 produces finished products by assembling parts of two types. Parts of type 1 and type 2 arrive as generated by Poisson processes with rates λ1 = 0.5 and λ2 = 0.8 parts/minute, respectively. Before the assembly, the parts of type 1 are pre-processed in M1. This task has a random duration which follows an exponential distribution with expected value 4 minutes. Assembly in M2 has also exponentially distributed random durations with expected value 2.5 minutes. Machine M2 starts the assembly when parts of both types are available, i.e.

when M1 has terminated pre-processing of a part of type 1 and a part of type 2 is available in B.

When M1 terminates pre-processing of a part of type 1, M1 holds the part (blocking state) if either M2 is busy or M2 is idle but no part of type 2 is available in B. Parts of type 1 arriving when M1

is busy, are rejected. The same occurs to parts of type 2 arriving when B is full.

λ1

λ2

B

M1 M2

1. Provide an appropriate model of the system.

2. Verify the condition λef f = µef f for the system at steady-state.

3. Compute the average time which M1 spends in the blocking state at steady state.

4. Compute the steady state probability that an arriving part is rejected.

5. Assume that M1is free, B is full, and M2 is working. Compute the probability that M2starts assembling a new product as soon as it terminates the current task.

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