Introduction

to Queueing
Theory
Motivation

 Firstdeveloped to analyze
statistical behavior of phone
switches.
Queueing Systems

 model processes in which

customers arrive.
 wait their turn for service.
 are serviced and then leave.
Examples

 supermarket checkouts
stands.
 world series ticket booths.
 doctors waiting rooms etc..
Five components of a
Queueing system:
 1. Interarrival-time probability
density function (pdf)
 2. service-time pdf
 3. Number of servers
 4. queueing discipline
 5. size of queue.
ASSUME

 aninfinite number of
customers (i.e. long queue
does not reduce customer
number).
Assumption is bad in :

a time-sharing model.
 with finite number of
customers.
 if half wait for response,
input rate will be reduced.
Interarrival-time pdf

 record elapsed time since

previous arrival.
 list the histogram of inter-
arrival times (i.e. 10 0.1 sec,
20 0.2 sec ...).
 This is a pdf character.
Service time

 how long in the server?

 i.e. one customer has a
shopping cart full the other
a box of cookies.
 Need a PDF to analyze this.
Number of servers

 banks have multiserver

queueing systems.
 food stores have a collection
of independent single-server
queues.
Queueing discipline

 order of customer process-

ing.
 i.e. supermarkets are first-
come-first served.
 Hospital emergency rooms
use sickest first.
Finite Length Queues
 Some queues have
finite length: when full
customers are rejected.
ASSUME

 infinite-buffer.
 single-server system with
first-come.
 first-served queues.
A/B/m notation

 A=interarrival-time pdf
 B=service-time
pdf
 m=number of servers.
A,B are chosen from the set:

 M=exponential pdf (M stands

for Markov)
 D= all customers have the same
value (D is for deterministic)
 G=general (i.e. arbitrary pdf)
Analysibility

 M/M/1 is known.
 G/G/m is not.
M/M/1 system

 For M/M/1 the probability of

exactly n customers arriving
during an interval of length
t is given by the Poisson
law.
Poisson’s Law

n
(  t)   t
Pn (t )  e (1)
n!
Poisson’s Law in
Physics
 radio active decay
–P[k alpha particles in t
seconds]
– = avg # of prtcls per
second
Poisson’s Law in
Operations Research
 planning switchboard
sizes
–P[k calls in t seconds]
– =avg number of calls
per sec
Poisson’s Law in
Biology
water
pollution
monitoring
–P[k coliform bacteria in
1000 CCs]
–=avg # of coliform
bacteria per cc
Poisson’s Law in
Transportation
planningsize of
highway tolls
–P[k autos in t minutes]
–  =avg# of autos per
minute
Poisson’s Law in
Optics
indesigning an optical
recvr
–P[k photons per sec over
the surface of area A]
– =avg# of photons per

second per unit area
Poisson’s Law in
Communications
 in designing a fiber optic
xmit-rcvr link
–P[k photoelectrons generated
at the rcvr in one second]
– =avg # of photoelectrons
per sec.

 - Rate parameter

 =event per unit interval
(time distance volume...)
Analysis

 Depend on the condition:

  interarrival rate  10 cust. per min
n  the number of customers = 100
 weshould get 100 custs in 10
minutes (max prob).
To obtain numbers
with a Poisson pdf,
you can write a
program:

Acceptance
Rejection Method
Prove:
 Poisson arrivals gene-
rate an exponential
interarrival pdf.
The M/M/1 queue in
equilibrium

queue

server
State of the system:

 There are 4 people in the

system.
 3 in the queue.
 1 in the server.
Memory of M/M/1:

 The amount of time the person

in the server has already spent
being served is independent of
the probability of the
remaining service time.
Memoryless

 M/M/1 queues are memoryless

(a popular item with queueing
theorists, and a feature unique
to exponential pdfs).
.
P k  equilibrium prob
that there are k in system
Birth-death system

 In a birth-death system once

serviced a customer moves
to the next state.
 This is like a nondeterminis-
tic finite-state machine.
State-transition Diagram

 The following state-transition

diagram is called a Markov
chain model.
 Directed branches represent
transitions between the states.
 Exponential pdf parameters
appear on the branch label.
Single-server queueing
system

Po  P1  P k -1 P k
0 1 2 ... k-1 k k+1

 P1 P 2 P k  P k +1
Symbles:

  mean arrival rate (cust. /sec)

 P0 mean number of transitions/ sec
from state 0 to 1
  mean service rate (cust./ sec)
 P1  mean number of transitions/ sec
from state 1 to 0
States

 State 0 = system empty

 State 1 = cust. in server
 State 2 = cust in server, 1
cust in queue etc...
Probalility of Given State

 Prob. of a given state is

invariant if system is in
equilibrium.
 The prob. of k cust’s in system
is constant.
Similar to AC

 This is like AC current entering

a node
 is called detailed balancing
 the number leaving a node
must equal the number
entering
Derivation

3  P 0  P 1
P0
3a P1 

4  P1   P 2

 P1
4a P2 

by 3a

P0
 2
  P0
4 P2  = P2  2
 
since

5  P k  P k +1
then:

k
 P0 k
6 P k  k   P0



where   = traffic intensity < 1

since all prob. sum to one
 
6a  k
P 0  1  P0  k
1
k0 k 0

Note: the sum of a geometric series is


1
7  k

1 
k0
 
1

k
 
k0 1 

 Suppose that it is right, cross

multiply and simplify:
 
  k
   1
 k

k0 k0

 
So  k
     1
k 0

k0 k 1

Q.E.D.
subst 7 into 6a

6a P0 
k
1
k 0

P0
7a 1 and
1 

7b P0  1 
=prob server is empty
subst into

k
 P0 k
6 Pk  k   P0


yields:
k
8 P k  (1   )
Mean value:

 letN=mean number of cust’s in

the system
 To compute the average (mean)
value use:

8a E[k ]   kPk
k 0
Subst (8) into (8a)
k
8 P k  (1  )

8a E[k ]   kPk
k 0

we obtain
 
8b E[k ]   k(1   ) k
 (1   )  k  k
k 0 k0
differentiate (7) wrt k

1
7  k

1 
k0

we get
 
1 k 1 1
8c Dk    Dk
k
  k  2
k0 1  k 0 (1  )
multiply both sides of
(8c) by 


8d  k  (1   )2
k
k0

 
9 E[k]  N  (1  ) 2 
(1  ) (1  )
Relationship of , N

80

60

40

20

rho
0 0.2 0.4 0.6 0.8 1
0

as r approaches 1, N grows quickly.

T and 

 T=mean interval between cust.

arrival and departure, including
service.
  mean arrival rate (cust. /sec)
Little’s result:

 In1961 D.C. Little gave us

Little’s result:

N  /  1/ 1
10 T   
 1  1    
 For example:
A public bird bath has a
mean arrival rate of 3
birds/min in Poisson
distribution.
 Bath-time is exponentially
distributed, the mean bath
time being 10 sec/bird.
Compute how long a bird
waits in the Queue (on
average):

  0.05 cust / sec = 3 birds / min * 1 min / 60 sec

= mean arrival rate
1 bird
 = 0.1 bird / sec =
10 sec
= mean service rate
Result:

 Sothe mean service-time is 10

seconds/bird =(1/ service rate)
1 1
T   20 sec
   0.1 0.05

for wait + service

Mean Queueing Time

 Themean queueing time is the

waiting time in the system
minus the time being served,
20-10=10 seconds.
 M/G/1 Queueing System
 Tannenbaum says that the
mean number of customers in
the system for an M/G/1
queueing system is:
2
1
2 Cb
11 N  
2(1  )
This is known as the
Pollaczek-Khinchine equation.
What is Cb

standard deviation
Cb 
mean

of the service time.

 Note:
 M/G/1 means that it is valid for
any service-time distribution.
 For identical service time
means, the large standard
deviation will give a longer
service time.
Introduction
to Queueing
Theory