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Burkes Theorem

An interesting property of an M/M/1 queue, which greatly simplifies combining these queues into a network, is the surprising fact that the output of an M/M/1 queue with arrival rate is a Poisson process of rate

This is part of Burke's theorem, which follows from reversibility

P[future | present, past] = P[future | present]

Conditional on the present state, future states and past states are independent P[past | present, future] = P[past | present] => P[Xn=j |Xn+1 =i, Xn+2=i2,...] = P[Xn=j | Xn+1=i] = P*ij

The state sequence, run backward in time, in steady state, is a Markov chain again and it can be easily shown that piP*ij = pjPji (e.g., M/M/1 (pn)=(pn+1))

Forward transition probabilities are the same as the backward probabilities If reversible, a sequence of states run backwards in time is statistically indistinguishable from a sequence run forward

Detailed balance equations must be satisfied

Arrivals

time Departures

time

Eytan Modiano Slide 4

Since the arrivals in forward time form a Poisson process, the departures in backward time form a Poisson process Since the backward process is statistically the same as the forward process, the (forward) departure process is Poisson By the same type of argument, the state (packets in system) left by a (forward) departure is independent of the past departures

In backward process the state is independent of future arrivals

NETWORKS OF QUEUES

Exponential Poisson M/M/1 Poisson

The output process from an M/M/1 queue is a Poisson process of the same rate as the input Is the second queue M/M/1?

Not a realistic assumption: the service time of a packet is determined by its length, which doesn't change from queue to queue

x1 1 3 x2 2

Link 3,4

Xp = arrival rate of packets along path p Let ij = arrival rate of packets to link (i,j) ij = service rate on link (i,j)

ij =

Kleinrock approximation

Nij =

ij

ij ij

N = Nij =

i, j

ij

ij ij

T=

all paths p

Approximation is not always good, but is useful when accuracy of prediction is not critical

Relative performance but not actual performance matters E.g., topology design

Short packets Long packet

queue

queue

queue

long packets require long service at each node Shorter packets catch up with the long packets

Slow car is followed by many faster cars because they catch up with it

Jackson Networks

Same job has independent service time at different queues When a packet leaves node i it goes to node j with probability Pij Packet leaves system with probability 1 = Pij j Packets can loop inside network

i = ri += k k Pki

External arrivals

Eytan Modiano Slide 9

r + = >> = x P (1P)

External input

Customers are processed fast ( >> )= Customers exit with probability (1-P)

Customers return to queue with probability P = = r + P= => = = r/(1-P)

Arrivals to queues are not Poisson

Jacksons Theorem

We define the state of the system to be where ni is the number of customers at node i Jackson's theorem:

i=k v i=k n P(n ) = = Pi ( ni ) = i i (1 = i ),

i 1 i 1

v n = (n1 , n2 L nk )

i where i = i

That is, in steady state the state of node i (ni) is independent of the states of all other nodes (at a given time)

Independent M/M/1 queues Surprising result given that arrivals to each queue are neither Poisson nor independent Similar to Kleinrocks independence approximation Reversibility

Exogenous outputs are independent and Poisson The state of the entire system is independent of past exogenous departures

Example

1 3/8 1 = ? 2 = ? P(n1,n2) = ? 2 1 2/8 2 3/8

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