IEOR 4404 Assignment #5 Simulation October 7, 2008 Prof. Mariana Olvera-Cravioto Page 1 of 1 Assignment #5 – due October 14th, 2008 1. Buses arrive at a sporting event according to a Poisson process with rate 5 per hour. Each bus is equally likely to contain either 20, 21, . . . , 40 fans, with the numbers in the diﬀerent buses being independent. Write an algorithm to simulate the arrival of fans to the event by time t = 1. (You do not need to write a program, just give the algorithm). 2. Give an eﬃcient algorithm to generate the ﬁrst 10 time units of a nonhomogeneous Poisson process having intensity function λ ( t ) = ( t 5 ,0 < t < 5 1 + 5( t-5) , 5 < t < 10 (You do not have to write a program, just give the algorithm) 3. Consider a single-server queueing model in which customers arrive according to a nonhomoge-neous Poisson process. Upon arriving they either enter service if the server is free or else they join in the queue. Suppose, however, that each customer will only wait a random amount of
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This note was uploaded on 12/20/2010 for the course IEOR E4404 taught by Professor Marianaolvera-cravioto during the Spring '08 term at Columbia.