Basics of Queueing Analysis

Mumen Rababah
Industrial Engineering
Department
The Hashemite University
 Typical Queueing System – Urgent Care Clinic

Kelton et al. (2011) p.21

08/14/2023 Basics of Queueing Analysis 2

 Queuing Systems

2
Arrival Queue Departure
process discipline c process
(A)
Service
mechanism
(S)

Law (2007) p.9

08/14/2023 Basics of Queueing Analysis 3

 Queuing Systems

Entities Queue Server

- Arrival Process - Capacity - Service Process
- Attributes - Discipline - Capacity
 Simulation by Hand:
Setup
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue

Number of Total of Area under Area under

completed waiting waiting times in queue Q(t) B(t)
times in queue

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 0.00, Initialize
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [1, 0.00, Arr]
0.00 0 0 <empty> [–, 20.00, End]

Number of Total of Area under Area under

completed waiting waiting times in queue Q(t) B(t)
times in queue
0 0.00 0.00 0.00

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 0.00, Arrival of Part 1
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [2, 1.73, Arr]
1 0.00 1 0 <empty> [1, 2.90, Dep]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
1 0.00 0.00 0.00

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 1.73, Arrival of Part 2
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [1, 2.90, Dep]
2 1 1.73 1 1 (1.73) [3, 3.08, Arr]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
1 0.00 0.00 1.73

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 2.90, Departure of Part 1
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [3, 3.08, Arr]
2 2.90 1 0 <empty> [2, 4.66, Dep]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
2 1.17 1.17 2.90

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 3.08, Arrival of Part 3
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [4, 3.79, Arr]
3 2 3.08 1 1 (3.08) [2, 4.66, Dep]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
2 1.17 1.17 3.08

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 3.79, Arrival of Part 4
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [5, 4.41, Arr]
4 3 2 3.79 1 2 (3.79, 3.08) [2, 4.66, Dep]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
2 1.17 1.88 3.79

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 4.41, Arrival of Part 5
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [2, 4.66, Dep]
5 4 3 2 4.41 1 3 (4.41, 3.79, 3.08) [6, 18.69, Arr]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
2 1.17 3.12 4.41

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 4.66, Departure of Part 2
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [3, 8.05, Dep]
5 4 3 4.66 1 2 (4.41, 3.79) [6, 18.69, Arr]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
3 2.75 3.87 4.66

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 8.05, Departure of Part 3
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [4, 12.57, Dep]
5 4 8.05 1 1 (4.41) [6, 18.69, Arr]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
4 7.01 10.65 8.05

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 12.57, Departure of Part 4
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [5, 17.03, Dep]
5 12.57 1 0 () [6, 18.69, Arr]
[–, 20.00, End]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
5 15.17 15.17 12.57

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 17.03, Departure of Part 5
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [6, 18.69, Arr]
17.03 0 0 () [–, 20.00, End]

Number of Total of Area under Area under

completed waiting waiting times in queue Q(t) B(t)
times in queue
5 15.17 15.17 17.03

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 18.69, Arrival of Part 6
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [7, 19.39, Arr]
6 18.69 1 0 () [–, 20.00, End]
[6, 23.05, Dep]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
6 15.17 15.17 17.03

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 19.39, Arrival of Part 7
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [–, 20.00, End]
7 6 19.39 1 1 (19.39) [6, 23.05, Dep]
[8, 34.91, Arr]
Number of Total of Area under Area under
completed waiting waiting times in queue Q(t) B(t)
times in queue
6 15.17 15.17 17.73

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
t = 20.00, The End
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue [6, 23.05, Dep]
7 6 20.00 1 1 (19.39) [8, 34.91, Arr]

Number of Total of Area under Area under

completed waiting waiting times in queue Q(t) B(t)
times in queue
6 15.17 15.78 18.34

4
3
Q(t) graph 2
1
0
0 5 10 15 20
2
B(t) graph 1
0
0 5 10 15 20

Time (Minutes)
Interarrival times 1.73, 1.35, 0.71, 0.62, 14.28, 0.70, 15.52, 3.15, 1.76, 1.00, ...
Service times 2.90, 1.76, 3.39, 4.52, 4.46, 4.36, 2.07, 3.36, 2.37, 5.38, ...
 Simulation by Hand:
Finishing Up
• Average waiting time in queue:

Total of times in queue 15.17

  2.53 minutes per part
No. of times in queue 6
• Time-average number in queue:

Area under Q(t ) curve 15.78

  0.79 part
Final clock value 20

• Utilization of drill press:

Area under B(t ) curve 18.34

  0.92 (dimension less)
Final clock value 20
 Queuing Systems

I1 I2 I3 I4 I5

0 A1 A2 C1 C2 A3 A4 A5 C3 C4 C5 time
S1 S2 S3 S4 S5

Wq2 Wq4
Wq5

Wqi = max{0, Ci–1 – Ai}

Wi = Wqi + Si
 Queuing Systems

n n

W qi W i
Wq  lim i 1
W  lim i 1
n n n  n
Steady state average Steady state average
delay in the queue waiting time in the system
 Queuing Systems

I1 I2 I3 I4 I5

0 A1 A2 C1 C2 A3 A4 A5 C3 C4 C5 time
S1 S2 S3 S4 S5
L(t)
How to compute ?
3
2
1

0
A1 A2 C1 C2 A3 A4 A5 C3 C4 C5 time
 Queuing Systems

T T

L  lim
 0
L(t )dt
Lq  lim
 0
Lq (t ) dt
T  T T  T
Steady state time-average Steady state time-average
number in the system number in the queue

Lq  Wq
L  W (Little’s Law)

Conservation equations
 Queuing Systems
• Common assumptions/definitions: • Kendall’s Notation
– c servers with a single queue with – A/B/c/k
FIFO ordering
– Examples:
– A1, A2, …, An are IID random variables • M/M/1
• l is the arrival rate • M/M/3
– S1, S2, …, Sn are IID random variables • G/G/1

• m is the service rate

– A’s and S’s are mutually independent

– r = l/cm is the utilization

08/14/2023 Basics of Queueing Analysis 25

 Queuing Systems

• Define the following performance measures:

– Wqi is the delay in the queue for the ith customer

– Wi = Wqi + Si is the waiting time in the system for the ith customer

– Lq(t) is the number of customers in the queue at time t

– L(t) is the number of customers in the system at time t

(Lq(t) plus the number being served at time t)

08/14/2023 Basics of Queueing Analysis 26

 M/M/c Queuing Formulae

M / M /1 M /M /c
1
 c c c 1
c  
n
p(0) 1    
 c! 1    n 0 n! 
 c  p(0)
c
2
Lq
c! 1   
2
1 
 
L Lq 
1  

Wq
 c c p(0)
 1    c! c 1   
2

1 1 Askin, R. G. and C. R. Standridge,

W wq  Modeling and Analysis of

 1   
Manufacturing Systems, John Wiley
 & Sons, New York, NY, 1993.

08/14/2023 Basics of Queueing Analysis 27

 Queueing Networks

Kelton et al. (2011) p.21

08/14/2023 Basics of Queueing Analysis 28

 Queueing Networks
If the following assumptions are true, we
have a Jackson Network:
• Independently and exponentially
distributed IAT from outside,
• Independently and exponentially
distributed service times,
• Probabilistic routings,
• Infinite queue capacities, FIFO
• At each station, the utilization (r) is strictly
less than 1.

Kelton et al. (2011) p.21

08/14/2023 Basics of Queueing Analysis 29

 Queueing Network Example 1

08/14/2023 Basics of Queueing Analysis 30

 Queuing Network Example 2

08/14/2023 Basics of Queueing Analysis 31

 Queuing Network Example 3

08/14/2023 Basics of Queueing Analysis 32

 Queuing Network Example 4

60% STB ~ expo(3.75) min

l = 20/hr CB = 1
A
40%
STA ~ expo(1.875) min
CA = 1 C
STC ~ expo(6.667) min
CC = 2

08/14/2023 Basics of Queueing Analysis 33

Queueing Network Example 4

Element ρ L W Lq Wq
A 0.6250 1.6667 0.0833 1.0417 0.0521
B 0.7500 3.0000 0.2500 2.2500 0.1875
C 0.4444 1.1077 0.1385 0.2188 0.0274
System N/A 5.7744 0.2887 3.5105 0.1755

LSYSTEM = ΣLi WSYSTEM = LSYSTEM / λ

(Li is L for station i)
WqSYSTEM = LqSYSTEM / λ
(From Little’s Law)
LqSYSTEM = ΣLqi
(Lqi is Lq for station i)

34