0% found this document useful (0 votes)
46 views9 pages

PQT - UNIT 4 Lecture Notes

Uploaded by

ESHITA RAI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
46 views9 pages

PQT - UNIT 4 Lecture Notes

Uploaded by

ESHITA RAI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 9

PROBABILITY

&
QUEUEING THEORY

(As per SRM UNIVERSITY Syllabus)

Dr. P. GODHANDARAMAN
M.Sc., M.A., M.B.A., Ph.D.
Assistant Professor (Senior Grade)
Department of Mathematics
SRM IST, Kattankulathur – 603 203
Email : godhanda@gmail.com
Mobile : 9941740168
1
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
UNIT – IV : QUEUEING THEORY

Syllabus
 Introduction to Markovian queueing models
 Single Server Model with Infinite system capacity - (𝑀/𝑀/1) ∶ (∞/𝐹𝐼𝐹𝑂)
 Single Server Model with Finite System Capacity – (𝑀/𝑀/1) ∶ (𝐾/𝐹𝐼𝐹𝑂)
 Multiple Server Model with Infinite system capacity - (𝑀/𝑀/𝑆) ∶ (∞/𝐹𝐼𝐹𝑂)

INTRODUCTION
History : A.K.Erlang (1909) – “The Theory of probabilities and telephone conversations”.
All of us have experienced the annoyance of having to wait in line.
Example: 1. We wait in line in our cars in traffic jams. 2. We wait in line at supermarket to check out.
Why then is there waiting? There is more demand for service that there is facility for service available.
Why is this so? 1. There may be a shortage of available servers. 2. There may be a space limit to the amount of
service that can be provided.
Question : 1. How long must a customer wait? 2. How many people will form in the line?
Answer: Queuing theory attempts to answer these questions through detailed mathematical analysis.
Customer: The term ‘Customer’ is used in a general sense and does not imply necessarily a human customer.
E.g.: 1. An Air plane waiting in line to take off. 2. A Computer program waiting to be run as a time shared basis.

Characteristics of Queuing Process


1. Arrival pattern of Customers 2. Service pattern of Servers 3. Queue discipline 4. System capacity
5. Number of service channels 6. Number of service stages
1. Arrival Pattern of Customer : (i) Bulk or Batches (ii) Balked (iii) Reneged (iv) Jockey
(i) Bulk or Batches : More than one arrival can be entering the system simultaneously, the input is said to occur
in bulk or batches.
(ii) Balked : If customer decides not to enter the queue upon arrival, he is said to have balked.
(iii) Reneged : A Customer may enter the queue, but after a time lose patience and decide to leave. In this case he
is said to reneged.
(iv) Jockey : Two or more parallel waiting lines, customers may switch from one to another.
2. Service Pattern of Services : If the system is empty, the service facility is idle. Service may also be deterministic
(or) probabilistic. Service may also be single (or) batch one generally thinks of one customer being served at a
time by a given server, but there are many situations where customer may be served simultaneously by the same
server. E.g.: 1. Computer with parallel processing. 2. People boarding a train.
The service rate may depend on the number of customer waiting for service. A server may work faster if sees
that the queue is building up (or) conversely, he may get flustered and became less efficient. The situation in
which service depends on the no. of customers waiting is referred to as state dependent service.
3. Queue Discipline :
(i) First Come First Served (FCFS) or First In First Out (FIFO)
(ii) Last Come First Served (LCFS) or Last In First Out (LCFO)
(iii) Random Selection for Services (RSS) (iv) Priority (a) Preemptive (b) Non- Preemptive
(a) Preemptive : The customer with the highest priority is allowed to enter service immediately even if a customer
with lower priority is already in service when the higher priority customer enters system.
(b) Non - preemptive : The highest priority customer goes to the head the queue but cannot get into service until the
customer presently in service is completely, even through this customer has a lower priority.
4. System Capacity : (i) Finite (ii) Infinite
(i) Finite: A queue with limited waiting room, so that when the time reaches a certain length, no further
customer are allowed to enter until space becomes available by a service completion.
(ii) Infinite: A queue with unlimited waiting room.
5. Number of Service Channels : (i) Single channel system (ii) Multiple channel systems.

2
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
(i) Single Channel System

(ii) Multiple Channel System

Eg: 1. Barber Shop 2. Supermarket 3. Ticket Counters.


6. Number of Service Stages : (i) Single stage (ii) Multiple stage
(i) Single Stage

Eg: 1. Barber Shop 2. Supermarket 3. Theater.


(ii) Multiple Stage

Eg: 1. Medical History 2. Bank A/c opening 3.Canteen


Kendall Notation (A/B/X/Y/Z)
A - Inter arrival time : M - Exponential, D - Deterministic, Ek - Erlang type k,
Hk – Hyper exponential type k, Ph - phase type, G – General.
B - Service time : M - Exponential, D - Deterministic, Ek - Erlang type k,
Hk - Hyper exponential type k, Ph – phase type, G – General.
X - No. of parallel servers : 1, 2 …∞
Y - System capacity : 1, 2 …∞
Z - Queue discipline : FCFS, LCFS, RSS, PR, GD
Queuing Models : 1. Probabilistic or stochastic models 2. Deterministic models 3. Mixed models
Probabilistic model: When there is uncertainty in both arrival rate and service rate (i.e. not treated a customer or not
know) and are assumed to be random variables.
Deterministic model: Both arrival rate and service rate are constants (exactly known).
Mixed model: When either the arrival rate or the service rate is exactly known and the other is not known.
We look for probabilistic model only
1. (𝑀/𝑀/1) ∶ ( ∞/𝐹𝐼𝐹𝑂)
2. (𝑀/𝑀/1) ∶ ( 𝐾 /𝐹𝐼𝐹𝑂)
3. (𝑀/𝑀/𝑆) ∶ ( ∞/𝐹𝐼𝐹𝑂)

3
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
SINGLE SERVER MODEL WITH INFINITE SYSTEM CAPACITY - (𝑴/𝑴/𝟏) ∶ (∞/𝑭𝑰𝑭𝑶)
𝜆 𝜆 𝑛
1. 𝑃0 = 1 − 𝜇 and 𝑃𝑛 = (𝜇) 𝑃0 , λ = arrival rate, μ = service rate
𝜆
2. Probability that the system is busy = 1 − 𝑃0 =
𝜇
𝜆
3. Expected number of customers in the system : 𝐿𝑠 = 𝜇−𝜆
𝜆2
4. Expected number of customers in the queue: 𝐿𝑞 = 𝜇(𝜇−𝜆)
𝜇
5. Expected number of customers in non empty queues: 𝐿𝑛 = 𝜇−𝜆
1
6. Expected waiting time a customer in the system: 𝑊𝑠 = 𝜇−𝜆
𝜆
7. Average waiting time that a customer in the queue: 𝑊𝑞 =
𝜇(𝜇−𝜆)
𝜆 𝑘+1
8. Probability that the number of customers in the system exceeds k : 𝑃(𝑛 > 𝑘) = ( )
𝜇
𝜆 𝑘
9. Probability that the number of customers in the system greater than or equal to k : 𝑃(𝑛 ≥ 𝑘) = (𝜇)
10. Probability that the waiting time of a customer in the system exceeds t : 𝑃(𝑤 > 𝑡) = 𝑒 −(𝜇−𝜆)𝑡
𝜆
11. Probability that the waiting time of a customer in the queue exceeds t : 𝑃(𝑤 > 𝑡) = 𝜇 𝑒 −(𝜇−𝜆)𝑡
12. Probability density function of the waiting time in the system: 𝑓(𝑤) = (𝜇 − 𝜆)𝑒 −(𝜇−𝜆) 𝑤
Which is the probability density function of an exponential distribution with parameter 𝜇 − 𝜆.
𝜆
(𝜇 − 𝜆)𝑒 −(𝜇−𝜆) 𝑤 , 𝑤 > 0
𝜇
13. Probability density function of the waiting time in the queue: 𝑔(𝑤) = { 𝜆
1− , 𝑤=0
𝜇
1 𝜆
Little’s formula: 𝐿𝑠 = 𝜆 𝑊𝑠 , 𝐿𝑞 = 𝜆 𝑊𝑞 , 𝑊𝑠 = 𝑊𝑞 + 𝜇, 𝐿𝑠 = 𝐿𝑞 + 𝜇
SINGLE SERVER MODEL WITH INFINITE SYSTEM CAPACITY - (𝑴/𝑴/𝟏) ∶ (∞/𝑭𝑰𝑭𝑶)
1. Customers arrive at a one man barber shop according to a Poisson process with a mean inter arrival time of 20
minutes. Customers spend an average of 15 minutes in the barber chair. If an hour is used as the unit of time,
(i) What is the probability that a customer need not wait for a hair cut?
(ii) What is the expected number of customers in the barber shop and in the queue?
(iii) How much time can a customer expect to spend in the barbershop?
(iv) Find the average time that a customer spends in the queue?
(v) What is the probability that there will be more than 6 customers?
(vi) What is the probability that there will be 6 or more customers waiting for service?
(vii) What is the probability that the waiting time in the (a) system (b) queue, is greater than 12 minutes?
1 20 1 1 15 1
Solution: 𝜆 = 30 = 3 ⟹ 𝝀 = 𝟑 customers/hour, 𝜇 = 60 = 4 ⟹ 𝝁 = 𝟒 customers/hour.
𝜆 3
(i) 𝑃(𝑎 𝑐𝑢𝑠𝑡𝑜𝑚𝑒𝑟 𝑛𝑒𝑒𝑑 𝑛𝑜𝑡 𝑤𝑎𝑖𝑡) = 𝑃(𝑛𝑜 𝑐𝑢𝑠𝑡𝑜𝑚𝑒𝑟 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑦𝑠𝑡𝑒𝑚): 𝑃0 = 1 − 𝜇 = 1 − 4 = 0.25
𝜆 3
(ii) Expected number of customers in the barber shop : 𝐿𝑠 = 𝜇−𝜆 = 4−3 = 3 customers
𝜆2 32 9
Expected number of customers in the queue: 𝐿𝑞 = 𝜇(𝜇−𝜆) = 4(4−3) = 4 = 2.25 customers
1 1
(iii) Expected time a customer spend in the barbershop: 𝑊𝑠 = 𝜇−𝜆 = 4−3 = 1 hour
𝜆 3 3
(iv) Average time that a customer spends in the queue: 𝑊𝑞 = 𝜇(𝜇−𝜆) = 4(4−3) = 4 = 0.75 hour
(v) The probability that there will be more than 6 customers:
𝜆 𝑘+1 3 6+1
𝑃(𝑛 > 𝑘) = (𝜇) ⇒ 𝑃(𝑛 > 6) = (4) = 0.1335
(vi) The probability that there will be 6 or more customers waiting for service:
𝜆 𝑘 3 6
𝑃(𝑛 ≥ 𝑘) = ( ) ⇒ 𝑃(𝑛 ≥ 6) = ( ) = 0.1779
𝜇 4
(vii) The probability that the waiting time in the system is greater than 12 minutes?
12
𝑃(𝑤 > 𝑡) = 𝑒 −(𝜇−𝜆)𝑡 ⇒ 𝑃(𝑤 > 12) = 𝑒 −(4−3)×60 = 𝑒 −0.2 = 0.8187
4
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
(viii) The probability that the waiting time in the queue, is greater than 12 minutes?
12
𝜆 3 3
𝑃(𝑤 > 𝑡) = 𝜇 𝑒 −(𝜇−𝜆)𝑡 ⇒ 𝑃(𝑤 > 12) = (4) 𝑒 −(4−3)×60 = (4) 𝑒 −0.2 = 0.61405
2. If People arrive to purchase cinema tickets at the average rate of 6 per minute at a one man counter, and it takes
an average of 7.5 seconds to purchase a ticket. If a person arrives 2 minutes before the picture starts and it takes
exactly 1.5 minutes to reach the correct seat after purchasing the ticket,
(i) can he expect to be seated for the start of the picture?
(ii) What is the probability that he will be seated for the start of the picture?
(iii) How early must he arrive in order to be 99% sure of being seated for the start of the picture?
Solution: λ = 6 /minute, μ = 8 /minute
1 1 1
(i) 𝑊𝑠 = 𝜇−𝜆 = 8−6 = 2 = 0.5 minute
E(total time required to purchase the ticket and to reach the seat) = 0.5 + 1.5 = 2 min
(ii) 𝑃(total time < 2 minute) = 𝑃(𝑤 < 𝑡) = 1 − 𝑃(𝑤 > 𝑡) = 1 − 𝑒 −(𝜇−𝜆)𝑡
1
1
𝑃 (𝑤 < 2) = 1 − 𝑒 −(8−6)×2 = 1 − 𝑒 −1 = 0.63
(iii) 𝑃(𝑤 < 𝑡) = 99% = 0.99 ⇒ 1 − 𝑃(𝑤 > 𝑡) = 0.99 ⇒ 𝑃(𝑤 > 𝑡) = 0.01 ⇒ 𝑒 −(𝜇−𝜆)𝑡 = 0.01 ⇒ 𝑒 −(8−6) 𝑡 =
0.01 ⇒ 𝑒 −2 𝑡 = 0.01 ⇒ −2𝑡 = ln(0.01) ⇒ −2𝑡 = −4.6 ⇒ 𝑡 = 2.3 minute
𝑃(ticket purchasing time < 2.3) = 0.99
𝑃[total time to get the ticket and to go to the seat < (2.3 + 1.5)] = 0.99
∴ The person must arrive at least 2.64 minutes early so as to be 99% sure of seeing the start of the picture.
3. The arrivals at the counter in a bank occur in accordance with a Poisson process at an average rate of 8 per hour.
The duration of service of a customer has an exponential distribution with a mean of 6 minutes. Find the
probability that an arriving customer (i) Has to wait (ii) Finds 4 customers in the system (iii) Has to spend less
than 15 minutes in the bank.
1
Solution: λ = 8 / hour, μ = /minute = 10/hour
6
λ 8
(i) Probability that a customer has to wait = Probability that the system is busy = μ = 10 = 0.8
8 4 8
(ii) Probability that there are 4 customers in the system = P4 = ( ) (1 − ) = 0.08192
10 10
(iii) Probability that a customer has to spend less than 15 minutes in the bank: 𝑃(𝑤 > 𝑡) = 𝑒 −(𝜇−𝜆)𝑡
1 1 1
−(10−8)( )
𝑃(𝑊𝑠 < 15 minutes) = 𝑃 (𝑊𝑠 < hour) = 1 − 𝑃 (𝑊𝑠 > hour) = 1 − 𝑒 4 = 0.3935
4 4
4. Arrivals at a telephone booth are considered to be Poisson with an average time of 12 minutes between one arrival
and the next. The length of the phone call is assumed to be distributed exponentially with mean 4 minutes.
(i) Find the average number of persons waiting in the system.
(ii) What is the probability that a person arriving at the booth will have to wait in the queue?
(iii) Also estimate the fraction of the day when phone will be in use.
(iv) What is the Probability that it will take him more than 10 minutes for a person to wait and complete his call?
(v) The telephone department will install a second booth when convinced that an arrival would expect to wait
aleast 3 minutes for phone. By how much should the flow of arrivals increase in order to justify a second
booth?
1 1
Solution: Given mean inter arrival time = 12 minutes, λ = per minute;
λ 12
1 1
Mean service time 𝜇
= 4 minutes, 𝜇 = 4
per minute
1 1
𝑊𝑠 = 𝜇−𝜆 = 1 1 =6
( − )
4 12
1 1
(i) The average number of persons waiting in the system is : 𝐿𝑠 = λ 𝑊𝑠 = × 6 = persons.\
12 2
λ 1
(ii) Probability of waiting in the system = P (Channel is busy) = 𝜇 = 3
λ 1
(iii) P(Phone is use) = P(Phone is busy) = 𝜇 = 3
1 1 5
−( − )10
(iv) 𝑃(𝑤 > 𝑡) = 𝑒 −(𝜇−𝜆)𝑡 ⇒ 𝑃(𝑤 > 10) = 𝑒 4 12 = 𝑒 −3
(v) The second phone will be installed if 𝐸(𝑊) > 3 ⇒ 𝑊𝑞 > 3

5
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
𝜆 1 1 3 3𝜆 7𝜆 3 3
> 3 ⇒ 𝜆 > 3𝜇(𝜇 − 𝜆) ⇒ 𝜆 > 3 ( ) ( − 𝜆) ⇒ 𝜆 > − ⇒ > ⇒𝜆>
𝜇(𝜇−𝜆) 4 4 16 4 4 16 28
3 1 1
Hence the increase in arrival rate should be atleast = − = per minute.
28 12 42
5. Customers arrive at a watch repair shop according to a Poisson process at a rate of one per every 10 minutes and
the service time is an exponential random variable with mean 8 minutes.
(i) Find the average number of customers in the shop.
(ii) Find the average time a customer spends in the shop.
(iii) Find the average number of customers in the queue.
(iv) What is the probability that the server is idle?
60 15
Solution:𝜆 = 6 /hour, 𝜇 = 8 = 2 /hour.
𝜆 6
(i) The average number of customers in the shop : 𝐿𝑠 = = 15 = 4 customers
𝜇−𝜆 −6
2
1 1 2
(ii) The average time a customer spends in the shop : 𝑊𝑠 = 𝜇−𝜆 = 15 = 3 hour
−6
2
𝜆2 62 16
(iii) The average number of customers in the queue: 𝐿𝑞 = 𝜇(𝜇−𝜆)
= 15 15 = 5
( −6)
2 2
𝜆 6 1
(iv) 𝑃(system is empty): 𝑃0 = 1 − 𝜇 = 1 − 15 =5
( )
2
6. A departmental store has a single cashier. During the rush hours, customers arrive at the rate of 20 customers per
hour. The average no. of customers that can be processed by the cashier is 24 per hour. Calculate the following
(i) What is the probability that the cashier is idle?
(ii) What is the average number of customers in the queueing system.
(iii) What is the average time a customer spends in the system.
(iv) What is the average number of customers in the queue?
(v) What is the average time a customer spends in the queue, waiting for service?
Solution:𝜆 = 20 /hour, 𝜇 = 24 /hour.
𝜆 20
(i) 𝑃(cashier is idle) = 𝑃0 = 1 − = 1 − = 0.1674
𝜇 24
𝜆 20
(ii) Average number of customers in the queueing system : 𝐿𝑠 = = = 5 customers
𝜇−𝜆 24−20
1 1 1
(iii) Average time a customer spend in the system: 𝑊𝑠 = 𝜇−𝜆 = 24−20 = 4 hour
𝜆2 202
(iv) Average number of customers in the queueing system : 𝐿𝑞 = 𝜇(𝜇−𝜆) = 24(24−20) = 4.167 customers
𝜆 20 20
(v) Average time that a customer spends in the queue: 𝑊𝑞 = 𝜇(𝜇−𝜆) = 24(24−20) = 96 hour

SINGLE SERVER MODEL WITH FINITE SYSTEM CAPACITY - (𝑴/𝑴/𝟏) ∶ (𝒌/𝑭𝑰𝑭𝑶)


𝜆
(1− )
𝜇 𝜆 𝑛
, 𝜆≠𝜇 ( ) 𝑃0 , 𝜆≠𝜇
𝜆 𝑘+1
𝑃0 = 1−(𝜇) and 𝑃𝑛 = { 𝜇1
1 , 𝜆=𝜇
{𝑘+1 , 𝜆=𝜇 𝑘+1
λ k+1
λ (k+1)( )
μ
(μ−λ) − λ k+1
, 𝜆≠𝜇
Average number of customers in the system : Ls = 1−( )
μ
𝑘
, 𝜆=𝜇
{ 2
λ′
Average number of customers in the queue : Lq = Ls − 𝜇
Effective arrival rate : λ′ = 𝜇(1 − 𝑃0 )
𝐿
Average waiting time of a customers in the system : 𝑊𝑠 = 𝜆𝑠′
𝐿𝑞
Average waiting time of a customers in the queue : 𝑊𝑞 = 𝜆′

6
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
SINGLE SERVER MODEL WITH FINITE SYSTEM CAPACITY - (𝑴/𝑴/𝟏) ∶ (𝒌/𝑭𝑰𝑭𝑶)

1. Patients arrive at a clinic according to Poisson distribution at a rate of 60 patients per hour. The waiting room
does not accommodate more than 14 patients. Investigation time per patient is exponential with mean rate of 40
per hour.
(i) Determine the effective arrival rate at the clinic.
(ii) What is the probability that an arriving patient will not wait?
(iii) What is the expected waiting time until a patient is discharged from the clinic?
Solution: 𝜆 = 60 patients/hr, 𝜇 = 40 patients/hr, 𝑘 = 14 + 1 = 15 (14 waiting patients + 1 patient under
investigation)
𝜆
(1− )
′ 𝜇
(i) Effective arrival rate λ = 𝜇(1 − 𝑃0 ), Where 𝑃0 = , 𝜆≠𝜇
𝜆 𝑘+1
[1−(𝜇) ]
60
(1− )
𝑃0 = 40
60 15+1
= 0.0007624 , λ′ = 40(1 − 0.0007624) = 39.9695 per hour.
1−( )
40
(ii) P(a patient will not wait) = P0 = 0.0007624
𝐿𝑠
(iii) Expected waiting time until a patient is discharged from the clinic: 𝑊𝑠 =
𝜆′
λ k+1 60 15+1
λ (k+1)( ) 60 (15+1)( ) 14
μ 40
Ls = ( )− = ( )− 60 15+1
= 13 patients, 𝑊𝑠 = = 0.3203 hour
μ−λ λ k+1 40−60 39.9695
1−( ) 1−( )
μ 40

2. At a railway station, only one train is handled at a time. The railway yard is sufficient only for two trains to wait
while other is given signal to leave the station. Trains arrive at the station at an average rate of 6 per hour and the
railway station can handle them on an average of 12 per hour. Assuming Poisson arrivals and exponential service
distribution, find the steady state probabilities for the number of trains in the system. Also find the average
waiting time of a new train coming into the yard. If the handling rate is reduced to half, what is the effect of the
above results?
Solution: Case (i): 𝜆 = 6 trains/hr, 𝜇 = 12 trains/hr, 𝑘 = 2 + 1 = 3
Steady state probabilities for the number of trains in the system = 𝑃1 , 𝑃2 𝑎𝑛𝑑 𝑃3
𝜆 6
𝜆 𝑛 (1− )
𝜇 (1− )
12
𝑃𝑛 = ( ) 𝑃0 , Where 𝑃0 = = 6 4
= 0.5333, 𝜆 ≠ 𝜇
𝜇 𝜆 𝑘+1
[1−(𝜇) ] 1−( )
12

6 1 6 2 6 3
𝑃1 = (12) (0.5333) = 0.2667, 𝑃2 = (12) (0.5333) = 0.1333, 𝑃3 = (12) (0.5333) = 0.0667
𝐿
Average waiting time of a new train coming in the yard : 𝑊𝑠 = 𝜆𝑠′
𝜆′ = 𝜇(1 − 𝑃0 ) = 12(1 − 0.5333) = 5.6004
λ k+1 6 3+1
λ (k+1)( ) 6 (3+1)( ) 0.7333
μ 12
Ls = (μ−λ) − λ k+1
= (12−6) − 6 3+1
= 0.7333 train, 𝑊𝑠 = 5.6004
= 0.1309 hour
1−( ) 1−( )
μ 12

Case (ii): If the handling rate is reduced to half, then 𝜆 = 6 trains/hr, 𝜇 = 6 trains/hr, 𝑘 = 2 + 1 = 3
Steady state probabilities for the number of trains in the system = 𝑃1 , 𝑃2 𝑎𝑛𝑑 𝑃3
1 1 1 1 1
𝑃𝑛 = , 𝑃1 = = , 𝑃2 = , 𝑃3 =
𝑘+1 3+1 4 4 4
𝐿𝑠
Average waiting time of a new train coming in the yard : 𝑊𝑠 =
𝜆′
1 1 1 k 3 1.5
𝑃0 = = , 𝜆′ = 𝜇(1 − 𝑃0 ) = 6 (1 − ) = 4.5, Ls = = = 1.5 train, 𝑊𝑠 = = 0.3333 hours
𝑘+1 4 4 2 2 4.5
3. A petrol pump with only one pump can accommodate 5 cars. The arrival of cars is Poisson with a mean rate of 10
per hour. The service time is exponentially distributed with a mean 2 minutes. How many cars are in the petrol
pump on an average? What is the probability of a newly arriving customer finding the system full and leaving
without availing service?
𝜆 10
(1− ) (1− )
𝜇 30
Solution: 𝜆 = 10/hr, 𝜇 = 30/hr, 𝑘 = 5 , 𝑃0 = = 10 5+1
= 0.667, 𝜆 ≠ 𝜇
𝜆 𝑘+1
[1−(𝜇) ] [1−( ) ]
30

7
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
λ k+1 10 5+1
λ (k+1)( ) 10 (5+1)( )
μ 30
Ls = (μ−λ) − λ k+1
= (30−10) − 10 5+1
= 0.492
1−( ) 1−( )
μ 30

𝝀 𝟓 10 𝟓
𝑃(System full) = 𝑃(5 cars in the system) = (𝝁) 𝑷𝟎 = (30) (0.667) = 0.00274.
4. A one person barber shop has 6 chairs to accommodate people waiting for a hair cut. Assume that customers who
arrive when all the 6 chairs are full leave without entering the barber shop. Customers arrive at the average rate
of 3 per hour and spend an average of 15 minutes in the barber chair.
(i) What is the probability that a customer can get directly into the barber chair upon arrival?
(ii) What is the expected number of customers waiting for a hair cut?
(iii) How much time can a customer expect to spend in the barber shop?
(iv) What fraction of potential customers are turned away?
Solution: 𝜆 = 3/hr, 𝜇 = 4/hr, 𝑘 = 6 + 1 = 7
𝜆 3
(1− ) (1− )
𝜇 4
𝑃0 = = 3 7+1
= 0.2778, 𝜆 ≠ 𝜇 ,
𝜆 𝑘+1
[1−(𝜇) ] [1−( ) ]
4

Effective arrival rate λ′ = 𝜇(1 − 𝑃0 ) = 4(1 − 0.2778) = 2.89/ℎ𝑜𝑢𝑟


(i) Probability of empty system = 𝑃0 = 0.2778
λ k+1 3 7+1
λ (k+1)( ) 3 (7+1)( ) 𝜆′ 2.89
μ 4
(ii) Ls = (μ−λ) − λ k+1
= (4−3) − 3 7+1
= 2.11, 𝐿𝑞 = 𝐿𝑠 − 𝜇
= 2.11 − 4
= 1.3875
1−( ) 1−( )
μ 4
𝐿 2.11
(iv) 𝑊𝑠 = 𝜆𝑠′ = 2.89 = 0.7301/ℎ𝑜𝑢𝑟
𝜆 7 3 7
(v) 𝑃(𝑎 𝑐𝑢𝑠𝑡𝑜𝑚𝑒𝑟 𝑖𝑠 𝑡𝑢𝑟𝑛𝑒𝑑 𝑎𝑤𝑎𝑦) = 𝑃(𝑠𝑦𝑠𝑡𝑒𝑚 𝑖𝑠 𝑓𝑢𝑙𝑙) = 𝑃7 = (𝜇) 𝑃0 = (4) (0.2778) = 0.037
Hence 3.7% of potential customers are turned away.

MULTIPLE SERVER MODEL WITH INFINITE SYSTEM CAPACITY - (𝑴/𝑴/𝑺) ∶ (∞/𝑭𝑰𝑭𝑶)


𝜆 𝑠
−1
1 𝜆 𝑛 ( )
[∑𝑠−1
𝜇
1. 𝑃0 = 𝑛=0 𝑛! (𝜇) + 𝜆 ]
𝑠!(1− )
𝜇𝑠

1 𝜆 𝑛
( ) 𝑃0 ,
𝑛! 𝜇
0≤𝑛<𝑠
2. 𝑃𝑛 = {
1 𝜆 𝑛
( ) 𝑃0 , 𝑛 ≥ 𝑠
𝑠! 𝑠𝑛−𝑠 𝜇
𝜆 𝑠+1
1 (𝜇) 𝑃0
3. Expected number of customers in the queue: 𝐿𝑞 = 𝑠 𝑠! (1− )2
𝜆
𝜇𝑠
𝜆
4. Expected number of customers in the system : 𝐿𝑠 = 𝐿𝑞 + 𝜇
1
5. Expected waiting time a customer in the system: 𝑊𝑠 = 𝑊𝑞 + 𝜇
𝐿𝑞
6. Average waiting time that a customer in the queue: 𝑊𝑞 = 𝜆
𝜆 𝑠
( ) 𝑃0
𝜇
7. Probability that an arrival has to wait ( busy system): 𝑃( 𝑛 ≥ 𝑠) = 𝜆
𝑠!(1− )
𝜇𝑠

MULTIPLE SERVER MODEL WITH INFINITE SYSTEM CAPACITY - (𝑴/𝑴/𝑺) ∶ (∞/𝑭𝑰𝑭𝑶)

1. There are 3 typists in an office. Each typist can type an average of 6 letters per hour. If letters arrive for being
typed at the rate of 15 letters per hour.
(i) What fraction of time all the typist will be busy?
(ii) What is the average number of letters waiting to be typed?
(iii) What is the average time a letter has to spend waiting and for being typed?

Solution: 𝝀 = 𝟏𝟓 customers/hour, 𝝁 = 𝟔 customers/hour, 𝑠 = 3


8
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
𝜆 𝑠
−1 −1
15 3
1 𝜆 𝑛 ( ) 1 15 𝑛 ( )
𝑃0 = [∑𝑠−1
𝑛=0 𝑛! (𝜇) + 𝜇
𝜆 ] = [∑3−1
𝑛=0 𝑛! ( 6 ) + 6
15 ] = 0.0449
𝑠!(1− ) 3!(1− )
𝜇𝑠 6×3
𝜆 𝑠 15 3
( ) 𝑃0 ( ) (0.0449)
𝜇 6
(i) Probability that all typists are busy : 𝑃( 𝑛 ≥ 𝑠) = 𝜆 ⇒ 𝑃( 𝑛 ≥ 3) = 15 = 0.7016
𝑠!(1− ) 3!(1− )
𝜇𝑠 6×3
𝜆 𝑠+1 15 3+1
1 (𝜇) 𝑃0 1 (6) (0.0449)
(ii) Average number of letters waiting to be typed in the queue: 𝐿𝑞 = 𝑠 𝑠! (1− 𝜆 )2
= 3×3! 15 2
=3.508
(1− )
𝜇𝑠 6×3
1 𝐿𝑞 1 3.508 1
(iii) Average time a letter has to spend waiting and for being typed : 𝑊𝑠 = 𝑊𝑞 + 𝜇 = 𝜆
+ =𝜇 15
+6 = 0.4005

2. A petrol pump has 4 pumps. The service time follows an exponential distribution with mean of 6 minutes and cars
arrive for service in a poisson process at the rate of 30 cars per hour.
(i) What is the probability that an arrival will have to wait in the line.
(ii) Find the average waiting time in the queue.
(iii) Find the average time spent in the system.
(iv) Find the average number of cars in the system.
𝟏 𝟔𝟎
Solution: 𝝀 = 𝟑𝟎 cars/hour, 𝝁 = 𝟔 cars/minute = 𝟔
cars/hour = 𝟏𝟎 cars/hour , 𝑠 = 4
𝜆 𝑠
−1 −1
30 4
1 𝜆 𝑛 ( ) 1 30 𝑛 ( )
[∑𝑠−1 [∑4−1
𝜇 10
𝑃0 = 𝑛=0 𝑛! (𝜇) + 𝜆 ] = 𝑛=0 𝑛! (10) + 30 ] = 0.0377
𝑠!(1− ) 4!(1− )
𝜇𝑠 10×4
𝜆 𝑠 30 4
( ) 𝑃0 ( ) (0.0377)
𝜇 10
(i) Probability that an arrival will have to wait : 𝑃( 𝑛 ≥ 𝑠) = 𝜆 ⇒ 𝑃( 𝑛 ≥ 4) = 30 = 0.5090
𝑠!(1− ) 4!(1− )
𝜇𝑠 10×4
𝐿𝑞
(ii) Average waiting time in the queue : 𝑊𝑞 = 𝜆
𝜆 𝑠+1 30 4+1
1 ( ) 𝑃0 1 ( ) (0.0377)
𝜇 10
𝐿𝑞 = 𝑠 𝑠! 𝜆 2
= 4×4! 30 2
= 1.527
(1− ) (1− )
𝜇𝑠 10×4
1.527
𝑊𝑞 = 30
= 0.0509
1 1
(iii) Average time spent in the system : 𝑊𝑠 = 𝑊𝑞 + = 0.0509 + = 0.1509
𝜇 10
𝜆 30
(iv) Average number of cars in the system : 𝐿𝑠 = 𝐿𝑞 + 𝜇 = 1.527 + 10 = 4.527 𝑐𝑎𝑟𝑠

All the Best

Regards!
Dr. P. GodhandaRaman
Assistant Professor (Senior Grade)
Department of Mathematics
SRM IST, Kattankulathur – 603 203
Email : godhanda@gmail.com, Mobile : 9941740168

9
Dr. P. Godhandaraman, Assistant Professor (Sr.G.), Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy