Burke theorem for a multi-server queue 2026-10-06
A stable equilibrium M-M-s queue has a Poisson process of departures with the same rate as its input. Its present population is also independent of past departures, a component of quasireversibility. The birth-death process satisfies detailed balance; reversed upward jumps have a constant arrival rate, so they are generated by an independent Poisson process.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 39 1 Solution Created 2026-10-03 Updated 2026-10-06
First consider an M-M-K queue with servers, arrival rate , and service rate at each server. Assume so that a stationary distribution exists. Its population is a birth-death process with rates and . The equilibrium probabilities satisfy detailed balanceThus the population process is a reversible Markov chain. In its time reversal of a continuous-time Markov chain, forward departures become upward jumps whose rate is the constant , independent of the state. They can be generated by a rate- Poisson process independent of the initial reversed state. Reversing time preserves the Poisson process law, proving the equilibrium departure process is Poisson with rate , the Burke theorem for a multi-server queue.
The same argument gives the departure component of quasireversibility needed for the tandem calculation: the present upstream population is independent of its entire past departure process. Indeed, these departures become future arrivals in the reversed chain, independent of its initial population. First check this on finite time windows, then extend to the full past. A Poisson output alone, without this independence, would not justify multiplying queue-empty probabilities.
Now let , where denotes the mean service time at passport control, so the service rate at each of its two servers is . The stationary distribution of the M-M-s queue with has normalizing sumHence its empty probability is . Its output feeds a stable M-D-1 queue with rate and deterministic service time . In a stationary work-conserving single-server queue, the busy fraction is the rate of completed work, , so the empty probability is .
The downstream stationary workload is a causal function of past upstream departures. For example, it is the limit of workloads constructed from arrivals in increasingly long finite past intervals; stability makes this stationary construction well defined. The backward independence just proved therefore makes the two present queue populations independent. Consequently
With walking time , the downstream arrival stream is the upstream departure stream shifted by . Its present workload depends only on departures up to time . The number walking at time zero is the number of departures in , which has Poisson distribution of mean and is independent of the earlier departures. The upstream present population is independent of both parts of its past departure stream. Thus the three empty events factor, givingThe factor is the empty probability of the deterministic-travel infinite-server stage. Both printed stability inequalities ensure the stationary calculations apply.
Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 1 24K b Solution Created 2026-09-24 Updated 2026-10-06
The number present is an M-M-s queue: births occur at rate , deaths at rate . Both rates are bounded, so the chain is nonexplosive. For and an integer , the detailed-balance weights with areTheir sum is finite precisely when , giving positive recurrence and a stationary probability distribution after normalization.
For completeness, the birth–death recurrence criterion is . It follows by solving the harmonic hitting-probability recurrence: successive differences are proportional to , and divergence makes the probability of escaping to infinity before reaching zero vanish. The geometric tail of the weights makes this sum diverge when and converge when . Thus gives null recurrence, since the chain is recurrent but has no finite invariant normalization, and gives transience. The critical case is not positive recurrent merely because arrival and maximum service rates balance.
Quasireversibility Created 2026-10-06 Updated 2026-10-07
In equilibrium, a queue is quasireversible when its present state is independent of subsequent arrival times and preceding departure times, for each customer class. For an M-M-s queue, detailed balance and time reversal of a continuous-time Markov chain show that past departures become future arrivals generated independently of the present state. This backward independence is useful in tandem calculations where downstream occupancy is determined by earlier departures.