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.
 Poissons Law

(lt) -lt
n
Pn (t ) = e (1)
n!
 Poissons Law in Physics
radio active decay
P[k alpha particles in t seconds]
l= avg # of prtcls per second
 Poissons Law in Operations
Research
planning switchboard sizes
P[k calls in t seconds]
l=avg number of calls per sec
 Poissons Law in Biology
water pollution monitoring
P[k coliform bacteria in 1000
CCs]
l=avg # of coliform bacteria per
cc
Poissons Law in Transportation
planning size of highway
tolls
P[k autos in t minutes]
l=avg# of autos per minute
 Poissons Law in Optics
in designing an optical
recvr
P[k photons per sec over the
surface of area A]
l=avg# of photons per second
per unit area
 Poissons 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 custs 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 lP0 = P1
lP0
3a P1 =

4 lP1 = P2

l P1
4a P2 =

 by 3a

lP0
l 2
l P0
4 P2 = = P2 = 2

since

5 lP 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 = 1 -
k
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
Pk = k = P0
6

yields:
k
8 P k = (1- )
 Mean value:
let N=mean number of custs 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
Dk = Dk
k
= k k -1
8c k=0 1 - k =0
=
(1 - ) 2
 multiply both sides of (8c) by

8d k = (1 - )2
k

k=0

the variance of the

number of customers
in the system
 the number of customers

9 E[k] = N = (1- ) 2 =
(1- ) (1- )

9a
 the number of customers

9b

E(number of customers
in the queue)
 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)

 Littles result:
In 1961 D.C. Little gave us Littles 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.
 Mean Queueing Time
11
Customer waiting time
Customer waiting time
 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

st andard 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