Introduction to

Queueing
Theory
Motivation

 First
developed 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

 an infinite 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

 ForM/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
planning
size of
highway tolls
–P[k autos in t
minutes]

– =avg# of autos
per minute
Poisson’s Law in
Optics
in
designing 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 10cust. per min
n  the number of customers = 100

 weshould get 100

custs in 10 minutes
(max prob).
numbers with a
Poisson pdf,
you can write a
program:

Acceptance
Rejection
Method
Prove:
 Poissonarrivals
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:

 Theamount 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/1queues are
memoryless (a popular
item with queueing
theorists, and a feature
unique to exponential .
P k equilibrium
pdfs).
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)

 Pmean
0 number of transitions/ s
from state 0 to 1
 mean service rate (cust./ sec)
 Pmean
1
 number of transitions/ s
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
 
k
6a  k
P0 1 P0  1
k 0 k 0

Note: the sum of a geometric series is

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

 Suppose that it is right,

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

k 0 k 0

 
S  k
  k 0
 1
k 0 k 1
o
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 P k  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
 
k k
8b E[k ]   k(1   ) (1   )  k
k0 k 0
differentiate (7) wrt
k

k 1
7  
1 
k 0

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

 In
1961 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:

 So the mean service-time

is 10 seconds/bird =(1/
1 rate)
service 1
T  20sec
   0.1 0.05

for wait + service

Mean Queueing
Time
 The mean 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
2 1  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.
Thanking
You…!!