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In [[queueing theory]], a discipline within the mathematical [[probability theory|theory of probability]], a '''BCMP network''' is a class of [[queueing theory|queueing network]] for which a [[product-form solution|product-form equilibrium distribution]] exists. It is named after the authors of the paper where the network was first described: Baskett, [[K. Mani Chandy|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.<ref>{{Cite journal | last = Baskett | first = F. | author-link = | last2 = Chandy | first2 = K. Mani | author2-link = K. Mani Chandy | last3 = Muntz | first3 = R.R. | last4 = Palacios | first4 = F.G. | title = Open, closed and mixed networks of queues with different classes of customers | journal = Journal of the ACM | volume = 22 | issue = 2 | pages = 248&ndash;260 | year = 1975 | doi = 10.1145/321879.321887 }}</ref>
 
The paper is well known, and the theorem was described in 1990 as "one of the seminal achievements in queueing theory in the last 20 years" by [[J. Michael Harrison]] and Ruth Williams.<ref>{{cite journal | last = Harrison | first = J.M. | authorlink = J. Michael Harrison | last2 = Williams | first2 = R.J. | title = On the Quasireversibility of a Multiclass Brownian Service Station | journal = The Annals of Probability | volume = 18 | issue = 3 | pages = 1249&ndash;1268 | publisher = Institute of Mathematical Statistics | year = 1990 | jstor = 2244425 | doi = 10.1214/aop/1176990745 }}</ref>
 
==Definition of a BCMP network==
 
A network of ''m'' interconnected queues is known as a '''BCMP network''' if each of the queues is of one of the following four types:
 
# [[First-come, first-served|FCFS]] discipline where all customers have the same [[Exponential distribution|negative exponential]] service time distribution. The service rate can be state dependent, so write <math>\scriptstyle{\mu_j}</math> for the service rate when the queue length is ''j''.
# Processor sharing queues
# Infinite server queues
# [[LIFO (computing)|LCFS]] with pre-emptive resume (work is not lost)
 
In the final three cases, service time distributions must have [[rational function|rational]] [[Laplace transform]]s. This means the Laplace transform must be of the form<ref>{{cite web|url=http://cnx.org/content/m10853/latest/|title=BCMP Theorem|first=Bart|last=Sinclair|publisher=Connexions|accessdate=2011-08-14}}</ref>
:<math>L(s) = \frac{N(s)}{D(s)}.</math>
 
Also, the following conditions must be met.
 
# external arrivals to node ''i'' (if any) form a [[Poisson process]],
# a customer completing service at queue ''i'' will either move to some new queue ''j'' with (fixed) probability <math>P_{ij}</math> or leave the system with probability <math>1-\sum_{j=1}^{m}P_{ij}</math>, which is non-zero for some subset of the queues.
 
==Theorem==
 
For a BCMP network of ''m'' queues which is open, closed or mixed in which each queue is of type 1, 2, 3 or 4, the equilibrium state probabilities are given by
 
:<math>\pi(x_1,x_2,\ldots,x_m) = C \pi_1(x_1) \pi_2(x_2) \cdots \pi_m(x_m),</math>
 
where ''C'' is a normalizing constant chosen to make the equilibrium state probabilities sum to 1 and <math>\scriptstyle{\pi_i(\cdot)}</math> represents the equilibrium distribution for queue ''i''.
 
===Proof===
 
The original proof of the theorem was given by checking the [[independent balance equation]]s were satisfied.
 
[[Peter G. Harrison]] offered an alternative proof<ref>{{cite doi|10.1017/CBO9781139226424.029}}</ref> by considering reversed processes.<ref>{{cite doi|10.1016/j.laa.2004.02.020}}</ref>
 
==References==
 
{{Reflist}}
 
{{Queueing theory}}
 
{{DEFAULTSORT:Bcmp Network}}
[[Category:Stochastic processes]]
[[Category:Queueing theory]]
 
 
{{probability-stub}}

Revision as of 20:58, 22 July 2013

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.[1]

The paper is well known, and the theorem was described in 1990 as "one of the seminal achievements in queueing theory in the last 20 years" by J. Michael Harrison and Ruth Williams.[2]

Definition of a BCMP network

A network of m interconnected queues is known as a BCMP network if each of the queues is of one of the following four types:

  1. FCFS discipline where all customers have the same negative exponential service time distribution. The service rate can be state dependent, so write for the service rate when the queue length is j.
  2. Processor sharing queues
  3. Infinite server queues
  4. LCFS with pre-emptive resume (work is not lost)

In the final three cases, service time distributions must have rational Laplace transforms. This means the Laplace transform must be of the form[3]

Also, the following conditions must be met.

  1. external arrivals to node i (if any) form a Poisson process,
  2. a customer completing service at queue i will either move to some new queue j with (fixed) probability or leave the system with probability , which is non-zero for some subset of the queues.

Theorem

For a BCMP network of m queues which is open, closed or mixed in which each queue is of type 1, 2, 3 or 4, the equilibrium state probabilities are given by

where C is a normalizing constant chosen to make the equilibrium state probabilities sum to 1 and represents the equilibrium distribution for queue i.

Proof

The original proof of the theorem was given by checking the independent balance equations were satisfied.

Peter G. Harrison offered an alternative proof[4] by considering reversed processes.[5]

References

43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.

Template:Queueing theory


Template:Probability-stub

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    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

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