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Queueing Theory Is The Mathematical Study of Waiting Lines, or Queues. The Theory Enables

Queueing theory is the mathematical study of waiting in lines. It enables the analysis of processes like arriving at and waiting in a queue, as well as being served. The theory allows the calculation of performance measures like average wait time. Queueing theory has applications in fields like telecommunications, traffic engineering, computing, and hospital design. It studies systems with queues and waiting, like customers waiting for service.
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0% found this document useful (0 votes)
147 views

Queueing Theory Is The Mathematical Study of Waiting Lines, or Queues. The Theory Enables

Queueing theory is the mathematical study of waiting in lines. It enables the analysis of processes like arriving at and waiting in a queue, as well as being served. The theory allows the calculation of performance measures like average wait time. Queueing theory has applications in fields like telecommunications, traffic engineering, computing, and hospital design. It studies systems with queues and waiting, like customers waiting for service.
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Queueing theory is the mathematical study of waiting lines, or queues.

The theory enables


mathematical analysis of several related processes, including arriving at the (back of the) queue,
waiting in the queue (essentially a storage process), and being served at the front of the queue.
The theory permits the derivation and calculation of several performance measures including the
average waiting time in the queue or the system, the expected number waiting or receiving
service, and the probability of encountering the system in certain states, such as empty, full,
having an available server or having to wait a certain time to be served.

Queueing theory has applications in diverse fields, including telecommunications, traffic


engineering, computing and the design of factories, shops, offices and hospitals.

Overview
The word queue comes, via French, from the Latin cauda, meaning tail. The spelling "queueing"
over "queuing" is typically encountered in the academic research field. In fact, one of the
flagship journals of the profession is named "Queueing Systems".

Queueing theory is generally considered a branch of operations research because the results are
often used when making business decisions about the resources needed to provide service. It is
applicable in a wide variety of situations that may be encountered in business, commerce,
industry, healthcare, public service and engineering. Applications are frequently encountered in
customer service situations as well as transport and telecommunication. Queueing theory is
directly applicable to intelligent transportation systems, call centers, PABXs, networks,
telecommunications, server queueing, mainframe computer of telecommunications terminals,
advanced telecommunications systems, and traffic flow.

Notation for describing the characteristics of a queueing model was first suggested by David G.
Kendall in 1953. Kendall's notation introduced an A/B/C queueing notation that can be found in
all standard modern works on queueing theory, for example, Tijms.

The A/B/C notation designates a queueing system having A as interarrival time distribution, B as
service time distribution, and C as number of servers. For example, "G/D/1" would indicate a
General (may be anything) arrival process, a Deterministic (constant time) service process and a
single server. More details on this notation are given in the article about queueing models.

History
Agner Krarup Erlang, a Danish engineer who worked for the Copenhagen Telephone Exchange,
published the first paper on queueing theory in 1909.

David G. Kendall introduced an A/B/C queueing notation in 1953. Important work on queueing
theory used in modern packet switching networks was performed in the early 1960s by Leonard
Kleinrock.
Application to telephony
The public switched telephone network (PSTN) is designed to accommodate the offered traffic
intensity with only a small loss. The performance of loss systems is quantified by their grade of
service, driven by the assumption that if sufficient capacity is not available, the call is refused
and lost. Alternatively, overflow systems make use of alternative routes to divert calls via
different paths — even these systems have a finite traffic carrying capacity.

However, the use of queueing in PSTNs allows the systems to queue their customers' requests
until free resources become available. This means that if traffic intensity levels exceed available
capacity, customer's calls are not lost; customers instead wait until they can be served. This
method is used in queueing customers for the next available operator.

A queueing discipline determines the manner in which the exchange handles calls from
customers. It defines the way they will be served, the order in which they are served, and the way
in which resources are divided among the customers. Here are details of four queueing
disciplines:

First in first out 


This principle states that customers are served one at a time and that the customer that has
been waiting the longest is served first.
Last in first out  
This principle also serves customers one at a time, however the customer with the
shortest waiting time will be served first. Also known as a stack.
Processor sharing  
Customers are served equally. Network capacity is shared between customers and they all
effectively experience the same delay.
Priority  
Customers with high priority are served first.

Queueing is handled by control processes within exchanges, which can be modelled using state
equations. Queueing systems use a particular form of state equations known as a Markov chain
that models the system in each state. Incoming traffic to these systems is modelled via a Poisson
distribution and is subject to Erlang’s queueing theory assumptions viz.

 Pure-chance traffic – Call arrivals and departures are random and independent events.
 Statistical equilibrium – Probabilities within the system do not change.
 Full availability – All incoming traffic can be routed to any other customer within the
network.
 Congestion is cleared as soon as servers are free.

Classic queueing theory involves complex calculations to determine waiting time, service time,
server utilization and other metrics that are used to measure queueing performance.
Queueing networks
Networks of queues are systems which contain an arbitrary, but finite, number m of queues.
Customers, sometimes of different classes, travel through the network and are served at the
nodes. The state of a network can be described by a vector , where ki is the number
of customers at queue i. In open networks, customers can join and leave the system, whereas in
closed networks the total number of customers within the system remains fixed.

Role of Poisson process, exponential distributions


A useful queueing model represents a real-life system with sufficient accuracy and is analytically
tractable. A queueing model based on the Poisson process and its companion exponential
probability distribution often meets these two requirements. A Poisson process models random
events (such as a customer arrival, a request for action from a web server, or the completion of
the actions requested of a web server) as emanating from a memoryless process. That is, the
length of the time interval from the current time to the occurrence of the next event does not
depend upon the time of occurrence of the last event. In the Poisson probability distribution, the
observer records the number of events that occur in a time interval of fixed length. In the
(negative) exponential probability distribution, the observer records the length of the time
interval between consecutive events. In both, the underlying physical process is memoryless.

Models based on the Poisson process often respond to inputs from the environment in a manner
that mimics the response of the system being modeled to those same inputs. The analytically
tractable models that result yield both information about the system being modeled and the form
of their solution. Even a queueing model based on the Poisson process that does a relatively poor
job of mimicking detailed system performance can be useful. The fact that such models often
give "worst-case" scenario evaluations appeals to system designers who prefer to include a safety
factor in their designs. Also, the form of the solution of models based on the Poisson process
often provides insight into the form of the solution to a queueing problem whose detailed
behavior is poorly mimicked. As a result, queueing models are frequently modeled as Poisson
processes through the use of the exponential distribution.
Limitations of queueing theory
The assumptions of classical queueing theory may be too restrictive to be able to model real-
world situations exactly. The complexity of production lines with product-specific characteristics
cannot be handled with those models. Therefore specialized tools have been developed to
simulate, analyze, visualize and optimize time dynamic queueing line behavior.

For example; the mathematical models often assume infinite numbers of customers, infinite
queue capacity, or no bounds on inter-arrival or service times, when it is quite apparent that these
bounds must exist in reality. Often, although the bounds do exist, they can be safely ignored
because the differences between the real-world and theory is not statistically significant, as the
probability that such boundary situations might occur is remote compared to the expected normal
situation. Furthermore, several studies show the robustness of queueing models outside their
assumptions. In other cases the theoretical solution may either prove intractable or insufficiently
informative to be useful.

Alternative means of analysis have thus been devised in order to provide some insight into
problems that do not fall under the scope of queueing theory, although they are often scenario-
specific because they generally consist of computer simulations or analysis of experimental data.

FAQ on Queueing Theory

Q: What is a queue and what is queueing thory?


A: According to The American College Dictionary, a queue (as a noun) is (1) a braid of hair worn hanging
down behind, (2) a file or line of persons, etc.
As a verb, "to queue" means to form a line while waiting for something.
The etymology is from the Latin coda, meaning tail.
QUEUEING THEORY is the mathematical study of waiting lines.
Q: What is the proper spelling -- "queueing" or "queuing?"
A: They are both correct spellings. The vast majority of queueing theory researchers use "queueing." On
the other hand, most American dictionaries and spell checkers prefer the spelling "queuing." The list of
well known researchers who use "queueing" includes P. Brill, J.W. Cohen, R. Cooper, D.R. Cox, D. Gross,
F. Haight, C. Harris, B. Hnedenko, L. Kleinrock, M. Neuts, E. Parzen, N. Prabhu, S. Ross, T. Saaty, L. Takacs,
R. Wolff.
In addition, INFORMS, NSERC (Natural Sciences and Engineering Research Council of Canada), CORS
(Canadian Operations Research Society), and the journal Queueing Systems: Theory and Applications, all
use "queueing" in their publications.

Q: What are some of the applications of queueing theory?


A: Queueing theory is useful in telecommunications, traffic control, determining the sequence of
computer operations, predicting computer performance, health services (eg. control of hospital bed
assignments), airport traffic, airline ticket sales, the mining industry, layout of manufacturing systems. It
is even useful in determining when to remove a goalie in a hockey game.

Q: When did mathematical queueing theory start?


Agner Krarup Erlang (ref. An Introduction to Queueing Theory, by Kashyap and Chaudhry, 1988, p. 1)
published his first paper on the subject in 1909 (according to Cooper, Introduction to Queueing Theory
(Second Edition), 1981). Erlang was an Danish engineer who worked for the Copenhagen Telephone
Exchange. Although Erlang was preceded slightly by work of Johannsen (1907), Erlang is still considered
the father of mathematical queueing theory. A good summary of the history of queueing theory up to
1961 can be found in Saaty's Elements of Queueing Theory, 1961, pp. 20-25. Also see Syski's article in
the book Frontiers in Queueing (1997).
Queues Forming at a Motorway Junction

Introduction
This example is about how a queue
caused by traffic trying the enter the
motorway can then causes a
secondary queue of traffic trying the
leave the motorway, as the first
queue backs up past the exit slip
road.
Because we are interested the how
the queue of traffic entering the
motorway affects that trying to
leave, we say that there are in fact
two 'sections' to the queue formed by the merge traffic at point 2:

1. The traffic continuing on the motorway, past point 2


2. The traffic trying to leave the motorway at point 1, but can't as the exit is blocked by the
continuing traffic.  We shall call this the secondary queueing

Assumptions
 It is the area immediately downstream of the merge point where the bottle neck occurs (as for
all well laid out junctions the merge area is not the cause of the bottle neck)
 The exit slip road is not a bottle neck point (ie. there is no hold up on the slip road leaving the
motorway)
 That the time to get between point 1 and point 2 is constant, regardless of the traffic situation. 
This is a needed assumption in order to avoid overly complicated expressions

Symbols
Symbol Meaning

m Number of lanes on the motorway

Cumulative number of through vehicles that would have passed point 1 if there were no
A1m(t)
queueing

A1s(t) Cumulative number of exiting vehicles that would have passed point 1 if there were no queueing

A2s(t) Cumulative number of vehicles from the joining slip road that would have passed point 2 if there
were no queuing

Cumulative number of vehicles from the motorway that would have passed point 2 if there were
A2m(t)
no queuing

Cumulative number of vehicles that would have arrived at point 2 by time t if there were no
A2(t)
queueing

D1m(t) Cumulative number of through vehicles that have passed point one

D2(t) Cumulative number of vehicles that have actually passed point 2

D2s(t) Cumulative number of vehicles that have passed point 2, that came from the slip road

D2m(t) Cumulative number of vehicles that have passed point 2, that came from the motorway

Maximum service rate of motorway at the merge point (ie. maximum number of cars per hour
that can pass point 2)

(t) Service rate of the motorway, at point 2, at time t

s Maximum service rate of the entry slip road

s(t) Service rate of the entry slip road at time t

t Time to travel from between points 1 and 2, when there is no queueing

Capacity of the motorway between points 1 and 2 (how many vehicles can queue in that stretch
c
of motorway)

Modelling the traffic flow


As the traffic on the motor way can come from either the entry slip road or from the motorway we can
say that A2(t) = A2s(t) + A2m(t).  At first sight the number of cars (and hence the length) of the queue
would appear to be A2(t) - D2(t), however this is not strictly the case, as the length of the queue is this,
plus the number of cars that would have been in the area taken up by the queue, had there not been a
queue.  However the area between D2(t) and A2(t) on a graph of time against cumulative count gives
the total delay to all vehicles that pass point 2.

Most motorway junctions are designed so that when there is a large hold up the traffic on the
entry slip road will enter the motorway alternately with the traffic on the "slow lane".  Thus  s
=  /2, and so the service rate on the motorway for through traffic is  - s.  This also means that
the through traffic on the motorway is occupying m-1/2 lanes of the motorway.
If through traffic on the motorway isn't using all of its service rate then the entry slip road's
traffic can use up the slack in the system (up to the maximum limit of the slip road), and thus
effectively the joining traffic gets service priority, and vice versa, when the entry slip road's
traffic isn't using its full service rate then motorway through traffic can use up the slack, and so it
gets service priority.
Most commonly what happens is that a queue builds up on the motorway, but the slip road
remains free of queueing traffic,. as the slip road operates under its full capacity,  s.
It can be said that:

 D2m(t) = D2(t) - D2s(t), as the vehicles to depart from point 2 must have come from either the
motorway or the slip road
 D1m(t) = D2m(t) + c
 A1m(t) = A2m(t + t), as if there were no queueing then the number of vehicles arriving at point 2
must be equal to the number arriving at point 1, t units of time ago, that were going to carry
onto point 2

If the queue has not yet reached point 1 then A1m(t) - D2m(t) is the number of vehicles between points
1 and 2, either in a queue or moving along that stretch of motorway.  Thus A1m(t) - D2m(t) - c = The
number of through cars that have been delayed that have yet to reach point 1.

If we presume that there isn't a lane reserved soley for the use of exiting traffic then the exiting
traffic will have to share a lane with through traffic, thus the delay for exiting traffic arriving at
point 1 at a time T will be the same for a through vehicle arriving at point 1 at time T.
The delay for all through vehicles will be equal to the area between the curve of A1m(t) (which
equals A2m(t + t)), and D1m(t) (which equals D2m(t) + c).  Thus the delay for a single vehicle is
the integral from 0 to T of (A2m(t + t) - D2m(t) - c) with respect to t / the number of vehicles:

In order for there to be no effect on traffic leaving the motorway there would need to be one lane
reserved solely for traffic exiting the motorway at point 1, and in which case:

 The exit junction would not affect the delay time in the queue
 The queue would actually be longer, and so the speed of the queue traffic would be higher
 The queue wouldn't affect the exiting of traffic

This is a solution used on many stretches of motorway, where there is enough space.

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