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Queueingtheory (1) 1

Queueing theory models systems where customers arrive, wait in line for service, and then depart. It has five key components: arrival rates, service times, number of servers, queueing discipline, and queue size. The M/M/1 model assumes exponential distributions for arrivals and service times, a single server, and an infinite queue. It can be modeled as a birth-death process where the probability of being in a given state is constant when the system is in equilibrium. Little's law states the average time in the system is equal to the average number of customers divided by the average arrival rate.

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69 views61 pages

Queueingtheory (1) 1

Queueing theory models systems where customers arrive, wait in line for service, and then depart. It has five key components: arrival rates, service times, number of servers, queueing discipline, and queue size. The M/M/1 model assumes exponential distributions for arrivals and service times, a single server, and an infinite queue. It can be modeled as a birth-death process where the probability of being in a given state is constant when the system is in equilibrium. Little's law states the average time in the system is equal to the average number of customers divided by the average arrival rate.

Uploaded by

ashwin joseph
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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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

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

( l t) - l t
n
Pn (t ) = e (1)
n!
Poisson’s Law in
Physics
radio active decay
–P[k alpha particles in t
seconds]
–l = avg # of prtcls per
second
Poisson’s Law in
Operations Research
planning switchboard
sizes
–P[k calls in t seconds]
–l =avg number of calls
per sec
Poisson’s Law in
Biology
waterpollution
monitoring
–P[k coliform bacteria in
1000 CCs]
–l =avg # of coliform
bacteria per cc
Poisson’s Law in
Transportation
planningsize of
highway tolls
–P[k autos in t minutes]
– l =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]
–l =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]
–l=avg # of photoelectrons
per sec.
l - Rate parameter

l =event per unit interval



(time distance volume...)
Analysis

Depend on the condition:


l = interarrival rate = 10 cust. per min
n = the number of customers = 100
we should 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

lPo l P1 l P k -1 lP k
0 1 2 ... k-1 k k+1

P1 P 2 P k P k +1
Symbles:

l = mean arrival rate (cust. /sec)


l 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 l P 0 = P 1
lP0
3a P1 =

4 l P1 = P 2

l P1
4a P2 =

by 3a

lP0
l 2
 l P0
4 P2 = = P2 = 2
 
since

5 l P k = P k+1
then:

k
l P0 k
6 P k = k =  P0

l
where  = = traffic intensity < 1

since all prob. sum to one

 
6a  k
P0 = 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
l 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
 
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 1
8c Dk   = Dk
k
=  k =
k -1
k=0 1-  k =0 (1-  ) 2
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 l

T=mean interval between cust.


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

In 1961 D.C. Little gave us


Little’s result:

N  / l 1/ 1
10 T= = = =
l 1-  1-   - l
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):

l = 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/ service rate)
1 1
T= = = 20 sec
 - l 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.
Introduction
to Queueing
Theory

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