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Queueing Networks
alessandro.pilloni@unica.it 1
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Queueing networks
• In many real-world systems customers are served asynchronously in more than
one server station arranged in a network structure
• Open QNs: external customers are allowed to join the system (𝑥(𝑡) is time-varying)
• Closed QN: the number of customers in the system is constant (𝑥(𝑡) is time-invariant)
• Remark 1: If the arrival rate into and the departure rate out are approximately the
same, the QN can be modeled as a closed network without sacrificing too much.
• Example 1: A car service center supporting a fixed number of cars is a closed QN.
• Example 2: Every social service during the CoVid-19 pandemy. Indeed, only a limited
number of people may access to service network at the same time, and, as soon as
one leave the system, only one external costumer may access the system
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Queueing network’s characterization
• A Queueing Network (QN) can be represented by a graph describing the so-
called routing discipline. It consists of:
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Particular QN topologies
• Tandem QN: It is the simplest Open QN. It consists of many queues in series.
arrivals departures
𝜇1 𝜇𝑣
arrivals departures
𝜇1 𝜇2
feedback
• Interpretation: The 1st station provides a service. The 2nd verify the service
quality. If it is acceptable the piece leave the system with a given probability
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Particular QN topologies
• Cyclic QN: It is the simplest closed QN. It consists of a loop of many queues in
series.
𝜇1 𝜇2
It’s the closed counterpart of
the tandem QN for open QN
N jobs
Under the assumption of Markovian nodes, in the following, we will learn how
perform a steady state analysis of a QN
𝜇1 𝜇2 𝜇3 𝜇1 𝜇2
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Analysis of queuing networks
• If the inter-arrival and service times are exponential, Queueing Theory provides
tools to systematically characterize an M/M/m queue at the steady-state
• It holds also for QNs without loops (thus only for Tandem queues)
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Examples
• Example 2: Consider the following Tandem QN of two M/M/1 stations
𝜆1 𝜆2
𝜆
1 2
• This QN can be modelled by an infinite CT-MC which states consist of the pair of
r.v. 𝑋1 , 𝑋2 ∈ ℕ0 × ℕ0 counting all the deploy of costumers to the two nodes
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Examples (cont’d)
• If the QN is ergodic (i.e. each queue is ergodic as well), the stationary
probabilities can be found by solving the resulting balancing equations
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Examples (cont’d)
• Example 2: Consider the following Tandem QN of two M/M/1 stations
𝜆1 𝜆2
𝜆
1 2
• Since the services are independent, form the Burke’s Theorem the throughput
of the first resource at steady state is
• Thus, by means of the Little’s Law, the mean time spent in the QN is
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Markovian Open QN (or Jackson Networks)
• Consider an open QN of M/M/m nodes where arrivals at node 𝑖 from outside
1
are Poisson with rate 𝜆𝑖𝑛
𝑖 and the service times are exponential with mean
𝜇𝑖
• Let 𝑟𝑗𝑘 be probability that a customer after being served at node 𝑗 requests a
service from node 𝑘, and 𝑟𝑗0 that to leave the QN after service at node 𝑗
• Example 1:
𝜆𝑖𝑛
𝑟10 = 1 − 𝑝
𝜆1 = 𝜆𝑖𝑛 + 𝑟11 𝜆1 𝜇1
𝑟11 = 𝑝
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Examples (cont’d)
• Example 3: Consider the following Jackson Network of 3 M/M/1 nodes
𝜆1𝑖𝑛 = 7 𝜆𝑖𝑛
2 =7 𝜆𝑖𝑛
3 = 14
𝑟31 = 0.5
• Remark: The previous result is independent from the service rates have
is only a necessary condition for ergodicity
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Ergodic condition for Jackson Networks
• Theorem: Consider a Jackson Network. Let 𝜆𝑖𝑛 𝑖 and 𝜆𝑖 be the arrivals rate from
outside, and the throwing flows of the 𝑖-th resource. Then let
• is necessary but not sufficient condition for having the Jackson Network
ergodic, because in additions we need also that 𝜆𝑖 /𝜇𝑖 < 1 ∀ 𝑖 = 1,2, … , 𝑣
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Stationary distribution of Open Jackson Networks
• Then at the steady state the number of costumers in different nodes are
independent. Thus, arrivals/departures to each node behaves as Pois(𝜆𝑖 ).
• This implies that, at steady state, each station behaves as an isolated queue
despite both loops and connections. Thus, the QN joint probabilities have the
product form below
• where
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Examples (cont’d)
• Example 5: Consider the open Jackson network of Example 3
𝑟10 = 0.5 𝑟20 = 0.5 𝑟30 = 0.5
𝑟12 = 0.5 𝑟23 = 0.5
1 1 2 2 3 3
𝜆1𝑖𝑛 = 7 𝜆𝑖𝑛
2 =7 𝜆𝑖𝑛
3 = 14
𝑟31 = 0.5
• Let
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Little’s Law for Queuing Networks
• Let us consider any any arbitrarily complex Jackson network
• Let 𝜆𝑖𝑛 be the total rate of arrivals for outside to the network:
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Examples (cont’d)
• Example 6: Consider the open Jackson network of Example 3
𝑟10 = 0.5 𝑟20 = 0.5 𝑟30 = 0.5
𝑟12 = 0.5 𝑟23 = 0.5
1 1 2 2 3 3
𝜆1𝑖𝑛 = 7 𝜆𝑖𝑛
2 =7 𝜆𝑖𝑛
3 = 14
𝑟31 = 0.5
• where
• and
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Gordon–Newell Networks
• Consider Jackson Network, where costumers cannot enter or leave the system,
𝜆𝑖𝑛
𝑖 = 𝑟𝑖0 = 0
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Examples (cont’d)
Remark: Notice that the following problems are equivalent:
• The number of arrangement 𝑛 identical objects among 𝑣 distinct containers
• The number of combinations with repetition of 𝑣 objects taken 𝑛 at a time
2,0,0 , 0,2,0 ,
𝑛+𝑣−1 2+3−1 4!
𝑁2,3 = 0,0,2 , 1,1,0 , → 𝑁2,3 = = = =6
𝑛 2 2! 2!
1,0,1 , (0,1,1)
𝑎𝑎 , 𝑏𝑏 , 𝑐𝑐 , 𝑛+𝑣−1 2+3−1 4!
𝑁2,3 = → 𝑁2,3 = = = =6
𝑎𝑏 , 𝑎𝑐 , (𝑏𝑐) 𝑛 2 2! 2!
*Two combinations with repetition are identical if they have the same elements repeated
the same number of times, regardless of their order.
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Examples (cont’d)
• Example 7: Consider a closed QN with 𝑣 = 2 stations and 𝑛 = 3 costumers
• The state space of this closed QN counts all the possible arrangement of the
𝑛 = 3 costumers over 𝑣 = 2 nodes, namely,
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Gordon–Newell Networks (cont’d)
c) Node’s costumer flows 𝜆𝑖 are not independent (thus not Poisson) because
arrivals and departures depend to the actual costumer's deployment
• Remark: For open QNs we seen that if stations are ergodic, each queue at least
at the steady-state behaves as independent. This is not the case of closed QN.
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Analysis of Gordon–Newell Networks
• Example: Consider the 2 arrangement of costumers on a closed QN
• Suppose only the 20% of departures from node 𝑘 may reach node 𝑗 (𝑟𝑘𝑗 = 0.2)
• Suppose node 𝑘 is a M/M/3, and 𝑥𝑘 = 5, thus 𝛾𝑘𝑗 = 3𝜇𝑘
• From that it is easy understand that every generic closed QN can be modelled
as a CT-MC which transition rates can properly be evaluated by means of
𝜇1 𝜇2
• Since the 100% of costumer leaving node 1 will reach node 2 and vice-versa,
the CT-MC associated to this cyclic QN is
• Since the above graph is irreducible the CT-MC is ergodic. Thus one derives that
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Examples (cont’d)
• Example 9: Consider a closed QN with an M/M/𝑚1 and an M/M/ 𝑚2 node
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑟12 = 1 𝑟21 = 𝑝
𝑛=3
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Ergodic Gordon–Newell Networks
• If 𝑛 is large, verify if a closed QN is ergodic passing through its CT-MC may become a
computationally inefficient (the 𝑸 size may be large)
• An easier way to determine if the closed QN is ergodic is by means on consideration on
the traffic equations, and/or on its graphical representation.
• Remark 2: If the multiplicity of 𝜆1 is > 1, there exists more then 1 absorbing node
2 abs. queues
0.2
𝜇3
𝜇2 0.3
2𝑛 abs. states in the CT − MC 𝜇1
(0,0,0, 𝑎) 0.2 0.3 𝜇4
∀ 𝑎 = 0,1,2 … 𝑛
(0,0, 𝑛 − 𝑎, 0) n = cost.
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Examples (cont’d)
• Example 9: Consider a closed QN with an M/M/𝑚1 and an M/M/ 𝑚2 node
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
• The same result can be derived by means of the criteria finite CT-MC
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
• Differently to open QNs, now steady-state probabilities do not take a product form
• Although nodes depend to each other, also the joint steady-state probabilities of an
ergodic closed QN takes, a not-trivial, product form that is
(see GN Theor.)
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Stationary probabilities of Closed Gordon-Newell Networks
Gordon-Newell Theorem: Consider an ergodic closed QN of 𝑣 ⋅/M/𝑚𝑖 node.
Its joint steady-state probability distribution takes the following product form
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Stationary distribution of Gordon-Newell Networks
• To evaluate the limiting distribution of a closed GN network by means of the
Gordon-Newell Theorem we need to find:
a) Their steady-state departure rates by solving the QN traffic equations, i.e,
b) Then, for each node 𝑖 we must determine its own traffic intensity
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Examples (cont’d)
• Example 9: Consider a closed network with a M/M/1 and a M/M/2 station
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
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Examples (cont’d)
• Example 9: Consider a closed network with a M/M/1 and a M/M/2 station
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
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Examples (cont’d)
• Example 9: Consider a closed network with a M/M/1 and a M/M/2 station
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
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Examples (cont’d)
• Example 9: Consider a closed network with a M/M/1 and a M/M/2 station
𝑟22 = 1 − 𝑝
𝜇1 𝜇2
𝑛=3 𝑟21 = 𝑝
• From the 𝜅 definition, one has that
• Remark: The GN-Theorem’s advantage is that allows to determine the QN’s steady-
state probability and metrics by means of efficient recursive algorithms and
without passing through its CT-MC modellization
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Extension to not markovian networks
• Attempts to extend these results to more general QNs, are currently under study.
• However, due to the problem complexity, at the moment, the most general and worth
to mention result comes from the far 1975
Baskett, F., Chandy M., Muntz R., Palacios J., “Open, closed, and mixed networks
with different classes of customers”, Journal of ACM, Vol. 22, pp. 248-260, 1975.
• The BCMP theorem extends the class of QN solvable by a product form to: