3 ms·
Poisson distributions are sort of like the normal distribution for queuing theory for two main reasons: 1. They're often a pretty good approximation for how we
by meatmanek 1y ago
Poisson distributions are sort of like the normal distribution for queuing theory for two main reasons:
1. They're often a pretty good approximation for how web requests (or whatever task your queuing system deals with) arrive into your system, as long as your traffic is predominantly driven by many users who each act independently. (If your traffic is mostly coming from a bot scraping your site that sends exactly N requests per second, or holds exactly K connections open at a time, the Poisson distribution won't hold.) Sort of like how the normal distribution shows up any time you sum up enough random variables (central limit theorem), the Poisson arrival process shows up whenever you superimpose enough uncorrelated arrival processes together: https://en.wikipedia.org/wiki/Palm%E2%80%93Khintchine_theorem https://en.wikipedia.org/wiki/Palm%E2%80%93Khintchine_theore...
2. They make the math tractable -- you can come up with closed-form solutions for e.g. the probability distribution of the number of users in the system, the average waiting time, average number of users queuing, etc: https://en.wikipedia.org/wiki/M/M/c_queue#Stationary_analysis https://en.wikipedia.org/wiki/M/M/c_queue#Stationary_analysi... https://en.wikipedia.org/wiki/Erlang_(unit)#Erlang_B_formula https://en.wikipedia.org/wiki/Erlang_(unit)#Erlang_B_formula
- emmelaich 1y agoUseful for understanding load on machines. One case I had was -- N machines randomly updating a central database. The database can only handle M queries in one second. What's the chance of exceeding M? Also related to the Birthday Problem and hash bucket hits. Though with those you're only interested in low collisions. With some queues (e.g. database above) you might be interested when collisions hit a high number.
- PessimalDecimal 1y agoThere is another extremely important way in which they are like the normal distribution: both are maximum entropy distributions, i.e. each is the "most generic" within their respective families of distributions. [1] https://en.wikipedia.org/wiki/Poisson_distribution#Maximum_entropy https://en.wikipedia.org/wiki/Poisson_distribution#Maximum_e... [2] https://en.wikipedia.org/wiki/Normal_distribution#Maximum_entropy https://en.wikipedia.org/wiki/Normal_distribution#Maximum_en...
- srean 1y agoSo is Gamma, Binomial, Bernoulli, negative-Binomial, exponential and many many more. Maxent distribution types are very common. In fact the entire family of distributions in the exponential family are Maxent distributions.