Kelly network

Last updated

In queueing theory, a discipline within the mathematical theory of probability, a Kelly network is a general multiclass queueing network. [1] In the network each node is quasireversible and the network has a product-form stationary distribution, much like the single-class Jackson network.

The model is named after Frank Kelly who first introduced the model in 1975 in his paper Networks of Queues with Customers of Different Types. [2]

Related Research Articles

<span class="mw-page-title-main">Queueing theory</span> Mathematical study of waiting lines, or queues

Queueing theory is the mathematical study of waiting lines, or queues. A queueing model is constructed so that queue lengths and waiting time can be predicted. Queueing theory is generally considered a branch of operations research because the results are often used when making business decisions about the resources needed to provide a service.

<span class="mw-page-title-main">Kendall's notation</span>

In queueing theory, a discipline within the mathematical theory of probability, Kendall's notation is the standard system used to describe and classify a queueing node. D. G. Kendall proposed describing queueing models using three factors written A/S/c in 1953 where A denotes the time between arrivals to the queue, S the service time distribution and c the number of service channels open at the node. It has since been extended to A/S/c/K/N/D where K is the capacity of the queue, N is the size of the population of jobs to be served, and D is the queueing discipline.

In queueing theory, a discipline within the mathematical theory of probability, a G-network is an open network of G-queues first introduced by Erol Gelenbe as a model for queueing systems with specific control functions, such as traffic re-routing or traffic destruction, as well as a model for neural networks. A G-queue is a network of queues with several types of novel and useful customers:

In queueing theory, a discipline within the mathematical theory of probability, the Pollaczek–Khinchine formula states a relationship between the queue length and service time distribution Laplace transforms for an M/G/1 queue. The term is also used to refer to the relationships between the mean queue length and mean waiting/service time in such a model.

<span class="mw-page-title-main">M/M/1 queue</span> Queue with Markov (Poisson) arrival process, exponential service time distribution and one server

In queueing theory, a discipline within the mathematical theory of probability, an M/M/1 queue represents the queue length in a system having a single server, where arrivals are determined by a Poisson process and job service times have an exponential distribution. The model name is written in Kendall's notation. The model is the most elementary of queueing models and an attractive object of study as closed-form expressions can be obtained for many metrics of interest in this model. An extension of this model with more than one server is the M/M/c queue.

In queueing theory, a discipline within the mathematical theory of probability, a BCMP network is a class of queueing network for which a product-form equilibrium distribution exists. It is named after the authors of the paper where the network was first described: Baskett, Chandy, Muntz, and Palacios. The theorem is a significant extension to a Jackson network allowing virtually arbitrary customer routing and service time distributions, subject to particular service disciplines.

In probability theory, a product-form solution is a particularly efficient form of solution for determining some metric of a system with distinct sub-components, where the metric for the collection of components can be written as a product of the metric across the different components. Using capital Pi notation a product-form solution has algebraic form

In queueing theory, a discipline within the mathematical theory of probability, the arrival theorem states that "upon arrival at a station, a job observes the system as if in steady state at an arbitrary instant for the system without that job."

In queueing theory, a discipline within the mathematical theory of probability, quasireversibility is a property of some queues. The concept was first identified by Richard R. Muntz and further developed by Frank Kelly. Quasireversibility differs from reversibility in that a stronger condition is imposed on arrival rates and a weaker condition is applied on probability fluxes. For example, an M/M/1 queue with state-dependent arrival rates and state-dependent service times is reversible, but not quasireversible.

In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain in and out of states or set of states.

<span class="mw-page-title-main">Fork–join queue</span> Type of queue

In queueing theory, a discipline within the mathematical theory of probability, a fork–join queue is a queue where incoming jobs are split on arrival for service by numerous servers and joined before departure. The model is often used for parallel computations or systems where products need to be obtained simultaneously from different suppliers. The key quantity of interest in this model is usually the time taken to service a complete job. The model has been described as a "key model for the performance analysis of parallel and distributed systems." Few analytical results exist for fork–join queues, but various approximations are known.

In queueing theory, a discipline within the mathematical theory of probability, mean value analysis (MVA) is a recursive technique for computing expected queue lengths, waiting time at queueing nodes and throughput in equilibrium for a closed separable system of queues. The first approximate techniques were published independently by Schweitzer and Bard, followed later by an exact version by Lavenberg and Reiser published in 1980.

In queueing theory, a discipline within the mathematical theory of probability, the M/M/c queue is a multi-server queueing model. In Kendall's notation it describes a system where arrivals form a single queue and are governed by a Poisson process, there are c servers, and job service times are exponentially distributed. It is a generalisation of the M/M/1 queue which considers only a single server. The model with infinitely many servers is the M/M/∞ queue.

In queueing theory, a discipline within the mathematical theory of probability, an M/G/1 queue is a queue model where arrivals are Markovian, service times have a General distribution and there is a single server. The model name is written in Kendall's notation, and is an extension of the M/M/1 queue, where service times must be exponentially distributed. The classic application of the M/G/1 queue is to model performance of a fixed head hard disk.

In queueing theory, a discipline within the mathematical theory of probability, a fluid queue is a mathematical model used to describe the fluid level in a reservoir subject to randomly determined periods of filling and emptying. The term dam theory was used in earlier literature for these models. The model has been used to approximate discrete models, model the spread of wildfires, in ruin theory and to model high speed data networks. The model applies the leaky bucket algorithm to a stochastic source.

In queueing theory, a discipline within the mathematical theory of probability, an M/G/k queue is a queue model where arrivals are Markovian, service times have a General distribution and there are k servers. The model name is written in Kendall's notation, and is an extension of the M/M/c queue, where service times must be exponentially distributed and of the M/G/1 queue with a single server. Most performance metrics for this queueing system are not known and remain an open problem.

In queueing theory, a discipline within the mathematical theory of probability, a bulk queue is a general queueing model where jobs arrive in and/or are served in groups of random size. Batch arrivals have been used to describe large deliveries and batch services to model a hospital out-patient department holding a clinic once a week, a transport link with fixed capacity and an elevator.

In queueing theory, a discipline within the mathematical theory of probability, the M/M/∞ queue is a multi-server queueing model where every arrival experiences immediate service and does not wait. In Kendall's notation it describes a system where arrivals are governed by a Poisson process, there are infinitely many servers, so jobs do not need to wait for a server. Each job has an exponentially distributed service time. It is a limit of the M/M/c queue model where the number of servers c becomes very large.

In queueing theory, a discipline within the mathematical theory of probability, a heavy traffic approximation is the matching of a queueing model with a diffusion process under some limiting conditions on the model's parameters. The first such result was published by John Kingman who showed that when the utilisation parameter of an M/M/1 queue is near 1 a scaled version of the queue length process can be accurately approximated by a reflected Brownian motion.

In queueing theory, a discipline within the mathematical theory of probability, an M/D/1 queue represents the queue length in a system having a single server, where arrivals are determined by a Poisson process and job service times are fixed (deterministic). The model name is written in Kendall's notation. Agner Krarup Erlang first published on this model in 1909, starting the subject of queueing theory. An extension of this model with more than one server is the M/D/c queue.

References

  1. Chen, H.; Yao, D. D. (2001). "Kelly Networks". Fundamentals of Queueing Networks. Stochastic Modelling and Applied Probability. Vol. 46. pp. 69–96. doi:10.1007/978-1-4757-5301-1_4. ISBN   978-1-4419-2896-2.
  2. Kelly, F. P. (1975). "Networks of Queues with Customers of Different Types" (PDF). Journal of Applied Probability. 12 (3): 542–554. doi:10.2307/3212869. JSTOR   3212869. S2CID   51917794. Archived from the original (PDF) on 2019-02-24.