08SimHw5 - IEOR 4404 Simulation Prof Mariana...

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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 time, having distribution F , in queue before leaving the system.
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  • Spring '08
  • MarianaOlvera-Cravioto
  • Probability theory, Exponential distribution, Poisson process, Prof. Mariana Olvera-Cravioto

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