Poissonprocess-Tietoverkkolaboratorio-TKK.pdfVIP

J. Virtamo 38.3143 Queueing Theory / Poisson process 1 Poisson process General Poisson process is one of the most important models used in queueing theory. • Often the arrival process of customers can be described by a Poisson process. • In teletraffic theory the “customers” may be calls or packets. Poisson process is a viable model when the calls or packets originate from a large population of independent users. In the following it is instructive to think that the Poisson process we consider represents discrete arrivals (of e.g. calls or packets). t t 1 2 0 t N(t) Mathematically the process is described by the so called counter process Nt or N (t). The counter tells the number of arrivals that have occurred in the interval (0, t) or, more generally, in the interval (t , t ). 1 2    N (t) = number of arrivals in the interval (0, t) (the stochastic process we consider)   N (t , t ) = number of arrival in the interval (t , t ) (the increment process N (t ) − N (t )) 1 2 1 2 2 1 J. Virtamo 38.3143 Queueing Theory / Poisson process 2 General (continued) A Poisson process can be characterized in different ways: • Process of independent increments • Pure birth process – the arrival intensity λ (mean arrival rate; probability of arrival per time unit • The “mos