Queueing Theory: Frank Y. S. Lin

Queueing Theory
Frank Y. S. Lin
Information Management Dept.
National Taiwan University
yslin@im.ntu.edu.tw
1
References
Leonard Kleinrock, Queueing Systems

Volume I: Theory, New York: Wiley, 1975-1976.
D. Gross and C. M. Harris, Fundamentals of

Queueing Theory, New York: Wiley, 1998.
Agenda
Introduction
Stochastic Process
General Concepts
M/M/1 Model
M/M/1/K Model
Discouraged Arrivals
M/M/ and M/M/m Models
M/M/m/m Model
3
Introduction
Queueing System
A queueing system can be described as customers

arriving for service, waiting for service if it is not
immediate, and if having waited for service, leaving
the system after being served.
Why Queueing Theory
Performance Measurement
Average waiting time of customer / distribution of

waiting time.
Average number of customers in the system /
distribution of queue length / current work backlog.
Measurement of the idle time of server / length of an
idle period.
Measurement of the busy time of server / length of a
busy period.
System utilization.
6
Why Queueing Theory (contd)
Delay Analysis
Network Delay =
Queueing Delay
+ Propagation Delay (depends on the distance)
+ Node Delay Processing Delay
(independent of packet length,
e.g. header CRC check)
Adapter Delay (constant)
Characteristics of Queueing Process
Arrival Pattern of Customers
Probability distribution
Patient / impatient (balked) arrival
Stationary / nonstationary
Service Patterns
Probability distribution
State dependent / independent service
Stationary / nonstationary
8

(contd)
Queueing Disciplines
First come, first served (FCFS)

Last come, first served (LCFS)
Random selection for service (RSS)
Priority queue
Preemptive / nonpreemptive
System Capacity
Finite / infinite waiting room.

9

(contd)
Number of Service Channels
Single channel / multiple channels

Single queue / multiple queues
Stages of Service
Single stage (e.g. hair-styling salon)

Multiple stages (e.g. manufacturing process)
Process recycling or feedback
10
Notation
A queueing process is described by A/B/X/Y/Z
11
Notation (contd)
For example, M/D/2//FCFS indicates a

queueing process with exponential inter-arrival
time, deterministic service times, two parallel
servers, infinite capacity, and first-come, firstserved queueing discipline.
Y and Z can be omitted if Y = and Z = FCFS.
12
Stochastic Process
13
Stochastic Process
Stochastic process: any collection of random

variables (t), t T, on a common probability
space where t is a subset of time.
Continuous / discrete time stochastic process

Example: (t) denotes the temperature in the class on t
= 7:00, 8:00, 9:00, 10:00, (discrete time)
We can regard a stochastic process as a family of

random variables which are indexed by time.
For a random process X(t), the PDF is denoted by
FX(x;t) = P[X(t) <= x]
14
Some Classifications of Stochastic

Process
Stationary Processes: independent of time

FX (x; t + ) = FX (x; t)
Independent Processes: independent variables

FX (x; t) = FX1,, Xn(x1,, xn ; t1,,tn)
= FX1(x1; t1) FXn(xn; tn)
Markov Processes: the probability of the next state

depends only upon the current state and not upon any
previous states.
P[X(tn+1) = xn+1 | X(tn) = xn, ., X(t1) = x1]
= P[X(tn+1) = xn+1 | X(tn) = xn]
15
Some Classifications of Stochastic

Process (contd)
Birth-death Processes: state transitions take place

between neighboring states only.
Random Walks: the next position the process occupies

is equal to the previous position plus a random variable
whose value is drawn independently from an arbitrary
distribution.
16
General Concepts
17
Continuous-time Memoryless
Property
If X ~Exp(), for any a,b > 0,
P[X > a + b | X > a] = P[X > b]
Proof:
P[X > a + b | X > a]
P[ X a b I X a ]
P X a
P X a b
P X a
1 Fx a b
1 Fx a
X a b X a
e ( a b )
a e b P ( X b)
e
18
Global Balance Equation
Define Pi = P[system is in state i]

Pij = P[get into state j right after leaving state i]
i 0
(i j )
i 0
(i j )
Pj Pij Pi Pij
rate out of state j = rate into state j
19
General Balance Equation
Define S = a subset of the state space
P P P P
j 0
( js )
i 0
( is )
ij
i 0
( is )
j 0
( js )
ij
rate in = rate out
20
General Equilibrium Solution
Notation:
Pk = the probability that the system contains k

customers (in state k)
P
k 0
k= the arrival rate of customers when the system is in

state k.
k= the service rate when the system is in state k.
21
General Equilibrium Solution (contd)
Consider state k:
rate in rate out
k-1
Pk k Pk 1 k 1
Pk 1 k Pk
k 1
k 1
Pk
Pk 1
k
k-1
k+1
k+1
.
.
k 1 k 2
0
Pk .
P0
k k 1
1
i
P0
i 0 i 1
k 1
22
General Equilibrium Solution (contd)
P
k 0
i

P0 1
k 0 i 0 i 1
k 1
P0
N
Pk k , T
k 0
i
1
k 0 i 0 i 1
k 1
waiting time w T
23
Littles Result
N = average number of customers in the system
T = system time (service time + queueing time)

= arrival rate
N T
Black box
Service time
Queueing time
System time T
24
M/M/1 Model
Single Server, Single Queue
(The Classical Queueing System)
25
M/M/1 Queue
Single server, single queue, infinite population:

k
k
Interarrival time distribution:

p (t ) e t
Service time distribution

t0
p (t t0 ) e t dt 1 e t0
0
Stability condition <

26
M/M/1 Queue (contd)
System utilization
= P[system is busy], 1- P[system is idel]
Define state Sn = n customers in the system

(n-1 in the queue and 1 in service)
S0 = empty system
rate out
S
rate in
27
M/M/1 Queue (contd)
Define pn = P[n customers in the system]

pn pn 1 (rate in = rate out)
pn 1 pn pn
n 1
p
p0
n 1
Since pi 1
i 0
n
p
1
p
0
0 1
n
i 0
i 0
n
p
,
p
(1 )
n
0
#
28
M/M/1 Queue (contd)
Average number of customers in the system
N k (1 ) k (1 ) k k
(1 ) d k / d
d
(1 ) k
d
d 1
(1 )
1
N
29
M/M/1 Queue (contd)
Average system time

N
T
(Littles Result)
1
1 1/
1
#
P[ k customers in the system]
k
(1 ) (1 )
k
1
i k
30
M/M/1/K Model
Single Server, Finite Storage
31
M/M/1/K Model
The system can hold at most a total of K

customers (including the customer in service)
k =
if k < K
0
if k K
k =
32
M/M/1/K Model (contd)

Pk P0 P0
i 0

Pk 0
k 1
P0
k 1
kK
kK
1 ( / )
0
1 /
1 ( / ) K 1
0k K
otherwise
33
34
Arrivals tend to get discouraged when more and

more people are present in the system.
k
k 1
k
35
Discouraged Arrivals (contd)

/(i 1)
k 1
Pk P0
/ P0
k!
i 0
P0
k 1
1 /
k!
k 1
k
N
Pk
e
k!
k 1
36
Discouraged Arrivals (contd)

( / ) ( / )
k Pk
e
k!
k 0
k 0 k 1
1 e ( / )
(Q , 1 P0 )
N
/
T
(1 e / )
37
M/M/ and M/M/m

M/M/ - Infinite Servers, Single Queue
(Responsive Servers)
M/M/m - Multiple Servers, Single Queue
(The m-Server Case)
38
M/M/ Queue
There is always a new server available for each

arriving customer.
k
k k
39
M/M/ Queue (contd)
( / ) k /
Pk P0
e
k!
i 0 (i 1)
k 1
1
T
(Littles Result)
40
M/M/m Queue
The M/M/m queue
An M/M/m queue is shorthand for a single queue served

by multiple servers.
Suppose there are m servers waiting for a single line.
For each server, the waiting time for a queue is a
system with service rate and arrival rate /m.
The M/M/1 1analysis has been done, at risk conclusion:
delay = / n
throughput
/n
41
M/M/m Queue (contd)
k =
k = k
if k m
m if k > m
For k m
For k > m
pk p0
pk p0
2 k
2 n
k 1
p0 ( )
k!
k 1 1 k n
p0
( )
( )
n
n! n
42
M/M/n Queue (contd)
p
i 0
p0
1
n 1
(np) k ( np) n 1
pi
k!
n ! (1 )
k 0
where
P[queueing] =
k m
Total system time =
1
(/ ) n
p0
2
(n 1)!(n )
43
Comparisons (contd)
M/M/1 v.s M/M/4

If we have 4 M/M/1 systems: 4 parallel communication
links that can each handle 50 pps (), arrival rate = 25
pps per queue.
average delay = 40 ms.
Whereas for an M/M/4 system,
average delay = 21.7 ms.
44
Comparisons (contd)
Fast Server v.s A Set of Slow Servers #1

If we have an M/M/4 system with service rate =50 pps for
each server, and another M/M/1 system with service rate
4 = 200 pps. Both arrival rate is = 100 pps
delay for M/M/4 = 21.7 ms
delay for M/M/1 = 10 ms
45
Comparisons (contd)
Fast Server v.s A Set of Slow Servers #2
If we have n M/M/1 system with service rate pps for each

server, and another M/M/1 system with service rate n pps.
Both arrival rate is n pps
1/
S1
T1
S2
1
1/ n 1/ n
T2
n 1
1
n
T1
T2
n
46
M/M/m/m
Multiple Servers, No Storage
(m-Server Loss Systems)
47
M/M/m/m
There are available m servers, each newly arriving

customers is given a server, if a customers arrives
when all servers are occupied, that customer is lost
e.g. telephony system.
if k m
k
0 if k m
k k
48
M/M/m/m (contd)
1
P0 ( / )
k!
if k m
if k m
Pk
1
P0 ( / )
k !
k 0
49
M/M/m/m (contd)
Let pm describes the fraction of time that all m

servers are busy. The name given to this
probability expression is Erlangs loss formula
and is given by
pm
( / ) m / m !
m
k
(
)
/ k!
k 0
This equation is also referred to as Erlangs B

formula and is commonly denoted by B(m,/)
http://www.erlang.com
50

Queueing Theory: Frank Y. S. Lin

Uploaded by

Copyright:

Available Formats

Queueing Theory: Frank Y. S. Lin

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Queueing Theory: Frank Y. S. Lin

Uploaded by

Copyright:

Available Formats

Queueing Theory

Leonard Kleinrock, Queueing Systems

D. Gross and C. M. Harris, Fundamentals of

A queueing system can be described as customers

Why Queueing Theory

Average waiting time of customer / distribution of

Why Queueing Theory (contd)

Characteristics of Queueing Process

Arrival Pattern of Customers

Characteristics of Queueing Process

First come, first served (FCFS)

Finite / infinite waiting room.

Characteristics of Queueing Process

Number of Service Channels

Single channel / multiple channels

Single stage (e.g. hair-styling salon)

A queueing process is described by A/B/X/Y/Z

For example, M/D/2//FCFS indicates a

Stochastic process: any collection of random

Continuous / discrete time stochastic process

We can regard a stochastic process as a family of

Some Classifications of Stochastic

Stationary Processes: independent of time

Independent Processes: independent variables

Markov Processes: the probability of the next state

Some Classifications of Stochastic

Birth-death Processes: state transitions take place

Random Walks: the next position the process occupies

Global Balance Equation

Define Pi = P[system is in state i]

General Balance Equation

Define S = a subset of the state space

rate in = rate out

General Equilibrium Solution

Pk = the probability that the system contains k

k= the arrival rate of customers when the system is in

General Equilibrium Solution (contd)

General Equilibrium Solution (contd)

N = average number of customers in the system

T = system time (service time + queueing time)

Single server, single queue, infinite population:

Interarrival time distribution:

Service time distribution

Stability condition <

M/M/1 Queue (contd)

= P[system is busy], 1- P[system is idel]

Define state Sn = n customers in the system

M/M/1 Queue (contd)

Define pn = P[n customers in the system]

M/M/1 Queue (contd)

Average number of customers in the system

M/M/1 Queue (contd)

Average system time

P[ k customers in the system]

The system can hold at most a total of K

M/M/1/K Model (contd)

Arrivals tend to get discouraged when more and

Discouraged Arrivals (contd)