Traffic equations

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In queueing theory, a discipline within the mathematical theory of probability, traffic equations are equations that describe the mean arrival rate of traffic, allowing the arrival rates at individual nodes to be determined. Mitrani notes "if the network is stable, the traffic equations are valid and can be solved." [1] :125

Queueing theory 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.

Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of these outcomes is called an event.

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Jackson network

In a Jackson network, the mean arrival rate at each node i in the network is given by the sum of external arrivals (that is, arrivals from outside the network directly placed onto node i, if any), and internal arrivals from each of the other nodes on the network. If external arrivals at node i have rate , and the routing matrix [2] is P, the traffic equations are, [3] (for i = 1, 2, ..., m)

In queueing theory, a discipline within the mathematical theory of probability, a Jackson network is a class of queueing network where the equilibrium distribution is particularly simple to compute as the network has a product-form solution. It was the first significant development in the theory of networks of queues, and generalising and applying the ideas of the theorem to search for similar product-form solutions in other networks has been the subject of much research, including ideas used in the development of the Internet. The networks were first identified by James R. Jackson and his paper was re-printed in the journal Management Science’s ‘Ten Most Influential Titles of Management Sciences First Fifty Years.’

This can be written in matrix form as

and there is a unique solution of unknowns to this equation, so the mean arrival rates at each of the nodes can be determined given knowledge of the external arrival rates and the matrix P. The matrix I  P is surely non-singular as otherwise in the long run the network would become empty. [1]

Gordon–Newell network

In a Gordon–Newell network there are no external arrivals, so the traffic equations take the form (for i = 1, 2, ..., m)

In queueing theory, a discipline within the mathematical theory of probability, the Gordon–Newell theorem is an extension of Jackson's theorem from open queueing networks to closed queueing networks of exponential servers where customers cannot leave the network. Jackson's theorem cannot be applied to closed networks because the queue length at a node in the closed network is limited by the population of the network. The Gordon–Newell theorem calculates the open network solution and then eliminates the infeasible states by renormalizing the probabilities. Calculation of the normalizing constant makes the treatment more awkward as the whole state space must be enumerated. Buzen's algorithm or mean value analysis can be used to calculate the normalizing constant more efficiently.

Notes

  1. 1 2 Mitrani, I. (1997). "Queueing networks". Probabilistic Modelling. p. 122. doi:10.1017/CBO9781139173087.005. ISBN   9781139173087.
  2. As explained in the Jackson network article, jobs travel among the nodes following a fixed routing matrix.
  3. Harrison, Peter G.; Patel, Naresh M. (1992). Performance Modelling of Communication Networks and Computer Architectures . Addison-Wesley. ISBN   0-201-54419-9.[ page needed ]

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