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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 = 248–260 | 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 = 1249–1268 | 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 19:58, 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:
- 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.
- Processor sharing queues
- Infinite server queues
- 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.
- 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 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
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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
There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang - ↑ One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting
In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang
Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules
Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.
A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
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
There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang - ↑ Template:Cite web
- ↑ Template:Cite doi
- ↑ Template:Cite doi