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(1)

Birth-death Processes

If the state transitions of a

Markov chain are restricted to the

adjacent states, then the process

is known as B-D process.

The number in the population is a

random variable and represents

the state value of the process.

The B-D process moves from its

state k to state k-1 if a death

occurs or moves to state k+1, if a

birth occurs; it stays in the same

state if there is no birth or death

during the time period under

consideration.

A telecommunication network can

be modelled as a B-D process

where the number of busy

servers represents the

population, a call request means

a birth and a call termination

(2)

B-D process

 In order to analyze a B-D process, we shall choose a time interval Δt small

enough such that

 There can almost be only one state transition in that interval  There is only one arrival or one termination but not both

 There may be no arrival or termination leaving the state unchanged in the time interval  The probability of an arrival or termination in a particular interval is independent of what

had happened in the earlier time intervals

 The probability of an arrival is directly proportional to the time interval

 With these assumptions, let’s proceed to determine the dynamics of a

switching system modelled as a B-D process. Let,

Pk(t)= the probability that the system is in state k at time t λk=call arrival rate in state k

µk=call termination rate in state k

Then, we have the following probabilities in the time interval Δt : P[exactly one arrival]=λΔt

P[exactly one termination]=µΔt P[no arrival]=1-λΔt

P[no termination]= 1-µΔt

Probability of finding the system in state k at time t+Δt is given by: Pk(t+Δt)=Pk-1(t)λk-1Δt + Pk+1(t)µk+1Δt +(1-λkΔt)(1-µkΔt)Pk(t)

(3)

B-D process

Rearranging the terms and in the limit Δt―›0, we

get,

dPk(t)/dt=Pk-1(t)λk-1+ Pk+1(t)µk+1-(λkk)Pk(t) ---(1)

This is the differential equation governing the dynamics of a B-D process Which applies for all values of k≥1. For k=0, i.e., no calls in progress, there can be no termination of a call, so, µ0=0. Further, there can be no state with -1 as The state value. So, equ 1 modifies as:

dP0(t)/dt=P1(t)µ10P0(t) ---(2)

Under steady state conditions, the state probabilities reach an equilibrium value and do not change with time, i.e., Pk(t1)=Pk(t2)=Pk(ti)=Pk. Under these conditions, we have, dPk(t)/dt=0

and the B-D process becomes stationary. Therefore, the steady state equations of a B-D process are:

Pk-1λk-1+ Pk+1µk+1-(λkk)Pk=0 for k≥1---(3)

(4)

Incoming Traffic and Service time Characterization

 Subscribers generate calls in a random manner and hence the

telecommunication traffic is characterized as a random process.

 Whenever a subscriber originates a call, he adds one to the number of

calls arriving at the network and has no way by which he can reduce the number of calls that have already arrived.

 So, the originating process can be treated as a special case of the B-D

process in which the death rate is 0. Such a process is known as renewal process/pure birth process.

 The equation governing the dynamics of a renewal process are:

dPk(t)/dt=Pk-1(t)λk-1kPk(t) for k≥1---(5) dP0(t)/dt= -λ0P0(t) for k=0---(6)

 In equ 3-6 if we assume a constant birth rate λ which is independent of the state

of the system, we get a Poisson process. The governing equations of a Poisson process are:

dPk(t)/dt=Pk-1(t)λ-λPk(t) for k≥1---(7) dP0(t)/dt= -λP0(t) for k=0---(8)

In order to solve these equations, we have to assume certain boundary

conditions, e.g., at time t=0, the system is in state zero, i.e., no births have taken place. We then have,

Pk(0)= 1 for k=0 0 for k≠0

(5)

Incoming Traffic and Service time Characterization

With these conditions we get the solution for equ 8 as, P0(t)= e-λt ---(9)

From, equ 7 & 9 we obtain for k=1, dP1(t)/dt=-λP 1(t)+λe-λt

Solving this equation we get, P1(t)= λte-λt

For k=2, the solution is P2(t)= (λt)2e-λt/2!

By induction we write the general solution as, Pk(t)= (λt)ke-λt/k!---(10)

Equ 10 is the most celebrated Poisson arrival process equation.

 The equation express the probability of finding the system with k members

in the population at time t. In other words, it represents the probability of k arrivals in the time interval t.

 Equ 9 represents the probability of zero arrival in a given time interval

which is nothing but the probability distribution of interarrival times, i.e., the time that elapses between two arrivals. Thus, in a Poisson process, the interarrival time is exponentially distributed which should be so as the

Poisson process is a Markov process.

(6)

Incoming Traffic and Service time

Characterization

From the Venn diagram,

the Poisson process may

be described as follows:

 A pure birth process with

constant birth rate

 A B-D process with zero

death rate and a constant birth rate.

 A Markov process with state

transitions limited to the next higher state or to the same state, and having a constant transition rate.

The telephone calls

arriving at an exchange

follow a Poisson process

but the process of call

generation by the

subscribers is a renewal

process.

(7)

Pure death process

 In a system modelled as a B-D process, the termination phenomenon can

be characterized as a pure death process.

 So, the equations governing the dynamics of a pure death process:

dPk(t)/dt=Pk+1(t)µk+1kPk(t) for k≥1---(11) dP0(t)/dt=P1(t)µ1 for k=0 ---(12) If a constant death rate is assumed then,

dPk(t)/dt=Pk+1(t)µ-µPk(t) for k≥1---(13) dP0(t)/dt=P1(t)µ for k=0 ---(14)

The above equations can be solved by assuming suitable boundary conditions. We Assume at time t=0 there are N members in the population. We then obtain the equations as:

dPk(t)/dt=Pk+1(t)µ-µPk(t) for 0<k<N---(15) dPN(t)/dt=-PN(t)µ for k=N ---(16)

dP0(t)/dt=P1(t)µ for k=0 ---(17) Solving these equations, we get,

PN(t)=e-µt for k=N---(18)

Pk(t)= e-µt(µt)N-k/(N-k)! for 0<k<N---(19)

P0(t)= e-µt(µt)N-1/(N-1)! for k=0---(20)

Equ 18 is the probability distribution of the service times or holding times in the case of calls in

(8)

Blocking Models and Loss Estimates

We have already seen that depending on the way in which

overflow traffic is handled, telecommunication systems may

be classified as loss systems or delay systems.

The behavior of loss systems is studied by using blocking

models and that of the delay systems by using queuing

models.

Besides, we are concerned with three aspects while dealing

with the analysis of the telecommunication systems:

 Modelling the system

 Traffic arrival model

 Service time distribution

We model the system as B-D process, the arrival as a

Poisson process, and the holding time as an exponential

distribution. A constant holding time distribution is useful for

modelling exchange functions (activities such as call

(9)

Blocking Models and Loss Estimates

In loss systems, the overflow traffic is rejected, i.e., the

overflow traffic experiences blocking from the network.

What happens to the overflow traffic that is rejected?

There are three ways in which overflow traffic may be

handled:

 The traffic rejected by one set of resources may be cleared by

another set of resources in the network---Lost calls cleared (LCC).

 The traffic may return to the same resource after sometime---Lost

calls returned (LCR).

 The traffic may be held by the resource as if being serviced but

actually serviced only after the resources become available---Lost calls held (LCH).

It is important to recognize that case 3 above is not the one

where a call is queued and then serviced. Here, a call is

accepted and the customer is allowed to proceed with his

information exchange process. No resources are allocated

immediately although the call has been accepted. Some part

of the initial information from the subscriber may be lost.

But the resources are allocated soon enough so that the loss

is unnoticeable by the subscriber or within acceptable limits.

(10)

LCC System with Infinite Sources

 We first analyze an LCC system assuming infinite number of

subscribers. The assumption permits us to use Poisson arrival model for the traffic.

 The arrival rate is independent of the number of subscribers already

busy and remains constant irrespective of the state of the system.

 LCC model is well suited to the study of the behavior of trunk

transmission systems. Usually, there are many trunk groups emanating from a switching office and terminating on adjacent switching offices. Whenever a direct trunk group between two

switching offices is busy, it is possible to divert the traffic via other switching offices using different trunk groups. In this way, the

blocked calls in one trunk group are cleared via other trunk groups.

 In the context of subscriber calls, the LCC model assumes that a

subscriber on hearing the engaged tone, hangs up and waits for some length of time before reattempting. He does not reattempt

immediately or within a short time. Such calls are considered to have been cleared from the system and the reattempts are treated as new calls.

 The LCC model is used as a standard for the design and analysis of

telecommunication networks in Europe, India, Bangladesh and other

(11)

LCC System with Infinite Sources

 The LCC model was first studied comprehensively, and accurately by

A.K. Erlang in 1917. The main purpose of the analysis is to estimate the blocking probability, and the grade of service.

 We can express the offered traffic A for Poisson arrival process as, A=λth

where,λ is the average Poisson call arrival rate. It may be recalled that the quantity C in equation A=Cth represents the average call arrival rate irrespective of the arrival distribution, whereas λ represents the Poisson arrival rate here.

 When all the servers in the system are busy, any traffic generated by

the Poisson process is rejected by the system. Since the overflow traffic is lost, as far as the network is concerned, there is a different arrival rate which we call effective arrival rate.

 We denote the mean effective arrival rate as C0, and the effective arrival

rate in state i as Ci. The system is said to be in state i when i servers are busy.

 As long as all the servers in the system are not busy, the entire incoming

traffic is carried by the network and when all the servers are busy no traffic is accepted by the network. Such a traffic on the network is

known as Erlang traffic or pure chance traffic of type 1. In this case, we have Ci= λ for 0≤i<R, CR=0

(12)

LCC System with Infinite Sources

The mean effective traffic rate C

0

is calculated as

C

0

= where P

i

is the probability that the

system is in state i. The system can be in any one

of 0,1,2,…,R states. Therefore, we have

P

0

+P

1

+P

2

+...+P

R

=1

So, C

0

=λ(1-P

R

)

The mean traffic carried by the network is given by,

A

0

=C

0

t

h

=λ(1-P

R

)t

h

=A(1-P

R

)

P

R

=(A-A

0

)/A

The blocking probability P

B

is the same as the

probability that all the servers are busy, i.e., P

R

.

Therefore, GOS=P

B

for LCC model where the traffic

arrival is characterized by Poisson process.

1 R

0

i i

P

(13)

LCC System with Infinite Sources

 To calculate blocking probability, we perform the steady state analysis of

the B-D process characterizing the LCC model. A constant death rate may not be appropriate here. The call termination rate is likely to be

dependent on the number of busy servers in the system, i.e. state of the system. If a large number of servers are busy, more calls are likely to terminate in a given time and the call termination rate will be higher. Hence, the termination rate may be considered to be directly

proportional to the number of busy servers as given by µk= kµ for 0≤k≤R

where, µ=mean call termination rate=1/th µk= call termination rate in state k

Substituting the values of birth and death rates in equ 3 & 4, we have,

Pk-1λ+Pk+1µ(k+1)-(λ+kµ)Pk=0 Using A=λth, we get,

Pk+1=(APk+kPk-APk-1)/(k+1) for k>0

P1=AP0 for k=0

For, k=1, we have, P

2

=(AP

1

+P

1

-AP

0

)/2=A

2

P

0

/2

Similarly, we have, P

3

=A

3

P

0

/3!

Generalizing, we get, P

j

= A

j

P

0

/j!---(21)

(14)

LCC System with Infinite Sources

So, P0+AP0+…+ARP

0/R!=1

Therefore, P0= ---(22)

For j=R, substituting for P0 into equ (21), we obtain,

PR=

This is the famous Erlang B formula or loss formula. The quantity PR is the probability that all servers are busy in the system and hence is the blocking probability PB of the system. As for LCC model the GOS and the blocking probability values are equal, so the value of GOS is given by Erlang B formula. CCITT has adopted Erlang B formula as the standard for

estimating the GOS of a switching system.

 When R is large and A small, A/R is very small and the denominator in

equ (22) reduces to eA. Equ (21) then becomes P

j=Aje-A/j! which is the

same as Poisson equation. In this case, the traffic is Poisson. In the limit R tending to infinity, we have,

(15)

LCC system with finite subscribers

Erlang loss formula was derived under a

fundamental assumption that call arrivals are

independent of the number of active callers. Such

an assumption is justified only when the number of

sources is much larger than the number of servers.

In practice, the arrival rate to the system is

dependent on the number of subscribers who are

not occupied as the busy subscribers do not

generate new calls.

The traffic in this case is known as

Engest traffic or

pure chance traffic of type 2

. The blocking

probabilities in finite source systems are always less

than those for infinite source systems since the

arrival rate decreases as the number of busy

sources increases.

(16)

LCC system with finite subscribers

 Let, λs= arrival rate per subscriber

k = number of busy subscribers N = total number of subscribers R = number of servers

The offered traffic (arrival) rate when the system is in state k is given by, Ck= (N-K)λs for 0≤k≤R

The mean offered traffic rate is given by, C =

---(23)

In equ (23), the quantity ΣkPk represents the average number of busy servers. The carried traffic in a network is the average number of calls accepted during the mean service time period. This is the same as the average number of busy servers at any given time. Hence, C=λs(N-A0)

 The offered traffic is A=Cths(N-A0)th

When the system is in state R, the offered traffic rate is (N-R)λs, but all the Arrivals are rejected. Therefore, the lost traffic, A-A0=(N-R)λsPRth

GOS= Thus, for Engest traffic, the PB & GOS are not same

(17)

LCC system with finite subscribers

To calculate the blocking probability, we have to analyze the

steady state B-D process characterizing this model. The

arrival process has been discussed above. The termination

process is the same as in the case of LCC model with infinite

sources.

Substituting the values of birth and death rates in equ 3 & 4,

we have,

P

k-1

λ

s

(N-k+1)+P

k+1

µ(k+1)-(λ

s

(N-k)+kµ)P

k

=0

Rearranging the terms, we obtain

P

k+1

=[(ρ(N-k)+k)P

k

-ρ(N-k+1)P

k-1

]/(k+1)

where, ρ=λ

s

/

µ. For, k=0, we have, P

1

=ρNP

0

For, k=1, P

2

2

N(N-1)P

0

/2

For, k=2, P

3

3

N(N-1)(N-2)P

0

/3×2

Generalizing, we get, P

j

j N

C

j

P

0

Again, P

0

N

C

1

P

0

2 N

C

2

P

0

+…+ρ

R N

C

R

P

0

=1

(18)

LCC system with finite subscribers

Therefore, P

0

=1/(1+

ρ

N

C

1

+

ρ

2

N

C

2

+…+

ρ

R

N

C

R

)

or, P

0

=

The blocking probability P

B

is given by,

P

B

= P

R

=

(19)

LCC system with finite subscribers

An important case of the LCC model with finite sources occurs

when R≥N. In this case, there is no blocking. The state

probability is given by,

P

j

=

N

C

j

ρ

j

/(1+ρ)

N

; The traffic in this case is the

Bernoulli traffic.

If we now define, a=ρ/(1+ρ), we have, ρ=a(1+ρ),

1-a=1/(1+ρ). So, we get,

P

j

=

N

C

j

a

j

(1-a)

N-j

; This is the well known binomial formula,

which implies that servers are independent of one another.

Example: In a telephone system, there are 20 servers and 100

subscribers. On an average, there are 10 busy servers at any

time. The probability of all the servers being busy is 0.2.

Calculate the GOS assuming (a) Erlang traffic, and (b) Engest

traffic.

Solution: (a) GOS=0.2

(b) Carried traffic= number of average busy servers

= 10

(20)

LCR system

In the LCC model, it is assumed that unattended requests

leave the system and never return. In other words, the arrival

rate into system is in no way affected by the calls that are

rejected.

But in practical cases (i.e., call to busy lines), the rejected

calls do return to the system in the form of retries with the

result that the offered traffic now comprises two components:

Offered traffic= new traffic + retry traffic

In LCR model, the following assumptions are made with

regard to the nature of the returning calls:

 No new call is generated when a blocked call is being retried.

 A number of retry attempts may be involved before a call eventually

gets serviced.

 Retries are attempted after a random time and each retry time is

statistically independent of the others.

 Typical waiting time before a retry is longer than the average holding

time.

Assumption 3 says that the retries are not correlated.

Assumption 4 permits the system to maintain its statistical

(21)

LCR system

 In effect, these assumptions make the retry traffic statistically

indistinguishable from the new arrivals. Hence blocked calls merely add to the first attempt calls.

 Let

λ be the arrival rate for new calls and let us denote the

GOS as P

c

, call congestion. Then P

c

calls are rejected, which

return to the system as retries. The retries will further

experience blocking by a factor of P

c

,i.e., P

c

xP

c

calls will be

rejected. Reasoning thus, the effective arrival rate can be

expressed as

λ

=λ+P

c

λ+P

2c

λ+…..=λ/(1-P

c

)=λ/(1-GOS)

The effect of returning traffic is insignificant when operating at

low GOS values. At high GOS values, the effect is noticeable.

For a given traffic load and the capacity of the system, the

estimated blocking probability has a lower value in the case of

LCC model than in the case of LCR model.

Stated differently, for a given value of GOS, the LCC model

permits a larger offered load to the system than the LCR

(22)

LCH system

 LCH systems are distinctly different from

delay systems where the messages are queued and taken up for service as and when resources are available.

 The time a call spends in a delay system

is the sum of the waiting time and the service time. In the LCH model, the total time spent in the system is independent of the waiting time and is only

determined by the average service time required.

 An example of LCH system is the time

assigned speech interpolation (TASI)

system. In a TASI system, the number of conversations supported is larger than the number of transmission channels or

servers in the system.

 The system exploits the fact that a

speech conversation is interspersed with silence or inactivity periods when there is no need for transmitting the signal.

 The channel is deassigned during the

silence period and used for supporting another conversation which is in the activity phase.

 If a speech circuit becomes active when

(23)

Delay (LCD) Systems

 Delay systems are analyzed using

queuing theory.

 There is a large population of

sources that generate traffic or service requests to the network. There is a service facility that contains a number of identical

servers, each of which is capable of providing the desired service to a request.

 When all the servers are busy, a

request arriving at the network is placed in a queue until a server becomes available.

 The number of requests present in

the system or the state of the

system is given by the sum of the requests in the queue and those being serviced. No request can be pending in the queue unless all the servers are busy. Hence,

k=kq+R

(24)

Delay Systems

 The mean time a call or a request

spends in the system is the sum of the mean wait time tq and mean service time or holding time th.

 A queued operation enables better

utilization of servers than does a loss system.

 Since there is no statistical limit on

the number of arrivals occurring in a short period of time, there is a need for infinite queuing capacity if there were to be no loss of traffic.

 Assuming that a delay system has

infinite queue capacity in an operational sense, a necessary

condition for its stable operation is as follows:

Mean arrival rate/Mean service rate<1

Or Offered traffic/Number of servers<1 If this condition is not satisfied, the

queue length would become infinite sooner or later, and the system would Never be able to clear the traffic offered to it.

(25)

Delay Systems

A queuing system is characterized

by a set of six parameters.

 A concise 6-parameter notation,

due to D.G. Kendall, reads as A/B/c/K/m/Z.

 The parameter specifications are

as follows:

A= arrival process specification B= service time distribution c=number of servers

K=queue capacity

m=number of sources (input population)

Z= service discipline

 The parameters K, m, and Z may

be omitted from the queue

specifications, in which case they assume some default values.

 For K and m, the default values

are infinity.

 The default queue discipline is

FCFS.

 The parameter c is a nonzero

(26)

Delay Systems

We shall model our telecommunication systems as M/M/R

and M/D/R queuing systems.

We start with a B-D process and proceed to analyze the

delay systems. For arrival and service rates, we have, λ

k

for k=0,1,2,..,

µ

k

=kµ

for k=1,2,..,R

µ

k

=Rµ

for k>R

The stability condition for the system demands

that λ/Rµ<1 or, A/R<1.

Many of the results obtained for the LCC model apply here as

well. The fundamental difference between the LCC system and

the M/M/R delay system is that the state of the M/M/R system

varies from 0 to infinity whereas the loss system from 0 to R.

Any number of calls may enter a delay system and be

serviced or be in the wait state, whereas no calls can enter a

loss system once all the servers are busy.

(27)

Delay Systems

So, P

0

+P

1

+…+P

R

+P

R+1

+…=1

Therefore, we have, P

0

=1-

The loss system and the delay system behave

identically as long as the system is within the state

R. The system behaves differently for states equal

to or greater than state R.

Substituting the birth and death rates of the M/M/R

system in equ 3 for k=R & rearranging the terms,

we have, P

R+1

=AP

R

/R

Similarly, for k=R+1, we get, P

R+2

=(A/R)

2

P

R

Generalizing for k>R, P

k

=(A/R)

k-R

P

R

Considering A/R<1, A/R+(A/R)

2

+(A/R)

3

+…=A/(R-A)

Therefore,

P

0

=

1 k

P

k

R 0 k

R k

A

R

A

!

R

A

!

k

A

1

(28)

Delay Systems

P

R

=A

R

/R!

Now, the probability of a message being delayed is

nothing but the probability of finding the system in

state R or above and is given by,

P(delay>0)=

Therefore, P(delay>0)=[1+A/(R-A)]P

R

= RP

R

/(R-A)

This is variously known as Erlang second formula,

Erlang delay formula and Erlang C formula.

R 0 k

R k

A

R

A

!

R

A

!

k

A

1

R

k k

P

References

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