Paper 3, Section II, I

Applied Probability
Part II, 2010

Cars looking for a parking space are directed to one of three unlimited parking lots A, B and C. First, immediately after the entrance, the road forks: one direction is to lot A, the other to B and C. Shortly afterwards, the latter forks again, between B and C. See the diagram below.

The policeman at the first road fork directs an entering car with probability 1/31 / 3 to A and with probability 2/32 / 3 to the second fork. The policeman at the second fork sends the passing cars to B\mathrm{B} or C\mathrm{C} alternately: cars 1,3,5,1,3,5, \ldots approaching the second fork go to B\mathrm{B} and cars 2,4,6,2,4,6, \ldots to C\mathrm{C}.

Assuming that the total arrival process (N(t))(N(t)) of cars is Poisson of rate λ\lambda, consider the processes (XA(t)),(XB(t))\left(X^{\mathrm{A}}(t)\right),\left(X^{\mathrm{B}}(t)\right) and (XC(t)),t0\left(X^{\mathrm{C}}(t)\right), t \geqslant 0, where Xi(t)X^{i}(t) is the number of cars directed to lot ii by time tt, for i=A,B,Ci=\mathrm{A}, \mathrm{B}, \mathrm{C}. The times for a car to travel from the first to the second fork, or from a fork to the parking lot, are all negligible.

(a) Characterise each of the processes (XA(t)),(XB(t))\left(X^{\mathrm{A}}(t)\right),\left(X^{\mathrm{B}}(t)\right) and (XC(t))\left(X^{\mathrm{C}}(t)\right), by specifying if it is (i) Poisson, (ii) renewal or (iii) delayed renewal. Correspondingly, specify the rate, the holding-time distribution and the distribution of the delay.

(b) In the case of a renewal process, determine the equilibrium delay distribution.

(c) Given s,t>0s, t>0, write down explicit expressions for the probability P(Xi(s)=Xi(s+t))\mathbb{P}\left(X^{i}(s)=X^{i}(s+t)\right) that the interval (s,t+s)(s, t+s) is free of points in the corresponding process, i=A,B,Ci=\mathrm{A}, \mathrm{B}, \mathrm{C}.