Transcript lec2_final
Poisson Process
Review Session 2
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Point Processes
Supermarket model : customers arrive
(randomly), get served, leave the store
Arrival Process
Server
Queue
Departure Process
Need to model the arrival and departure
processes
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What does Poisson Process
model?
Start time of Phone calls in Palo Alto
Session initiation times (ftp/web servers)
Number of radioactive emissions (or
photons)
Fusing of light bulbs, number of accidents
Historically, used to model packets
(massages) arriving at a network switch
(In Kleinrock’s PhD thesis, MIT 1964)
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Properties
Say there has been 100 calls in an hour in
Palo Alto
We expect that :
The start time of each call is independent of the others
The start time of each call is uniformly distributed over
the one hour
The probability of getting two calls at exactly the same
time is zero
Poisson Process has the above properties
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Notation
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Notation
A(t) : Number of points in (0,t]
A(s,t) : Number of points in (s,t]
Arrival
points :
Inter-arrival times:
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Poisson Process- Definition
A(0)=0 and each jump is of unit magnitude
Number of arrivals in disjoint intervals are
independent
For any
the random variables
are independent.
Number of arrivals in any interval of
length t is distributed Poisson(lt)
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Basic Properties
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Stationary Increments
The number of arrivals in (t,t+t] does not
depend on t
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Orderliness
The probability of two or more arrivals in
an interval of length t gets small as
Arrivals occur “one at a time”
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Poisson Rate
Probability of one arrival in a short interval
is (approx) proportional to interval length
Poisson process is like a continuous version
of Bernoulli IID
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Additional Properties
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Inter-arrival times
Inter-arrival times are Exponential(l) and
independent of each other
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Merging two Poisson processes
merge
Merging two independent Poisson processes
with rates l1 and l2 creates a Poisson
process with rate l1+l2
A(0)=A1(0)+A2(0)=0
Number of arrivals in disjoint intervals are independent
Sum of two independent Poisson rv is Poisson
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Sum of two Poisson rv
Characteristic function:
So
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Splitting a Poisson process
:Poisson process with rate
l
Split
For each point toss a coin (with bias p):
With probability p
With probability 1-p the point goes to A2(t)
A1(t) and
the point goes to A1(t)
A2(t) are two independent Poisson
processes with rates
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proof
Define A1(t) and A2(t) such that:
A1(0)=0
A2(0)=0
Number of points in disjoint intervals are
independent for A1(t) and A2(t)
They depend on number of points in disjoint intervals of
A(t)
Need to show that number of points of A1
and A2 in an interval of size t are
independent Poisson(l1t) and Poisson(l2t)
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Dividing a Poisson rv
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Dividing a Poisson rv (cont)
So
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Uniformity of arrival times
Given that there are n points in [0,t], the
unordered arrival times are uniformly
distributed and independent of each other.
Unordered variables
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Ordered variables
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Single arrival case
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General case
It is the n order statistics of uniform
distribution.
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