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Queueing Theory 1 Queueing Theory Specification of a Queue Source • Finite • Infinite Arrival Process Service Time Distribution Maximum Queueing System Capacity Number of Servers Queue Discipline

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Page 1: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 1

Queueing Theory Specification of a Queue

Source• Finite

• Infinite

Arrival ProcessService Time DistributionMaximum Queueing System CapacityNumber of ServersQueue Discipline

Page 2: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 2

Queueing Theory(cont.)

Specification of a Queue(cont.)Traffic Intensity (/)

Note: E[s] / E[] = E[s] = / Server UtilizationProbability that N customers are in the system

at time t.

Page 3: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 3

Queueing Theory(cont.) Relationships:

L = W (L: avg # in the system)Lq = Wq (Lq : avg # in queue)

W = Wq + 1/(W: avg waiting time in sys.)

(Wq: avg waiting time in queue)

Note: All four(L, Lq, W , Wq) can be determined after ONE is found

Page 4: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 4

Birth-And-Death Process

0 N+121 NN-1N-2

0NN-1N-2 1

1 2 N-1N N+1

.... ....

State:

In the long run, we have:Rate IN = Rate Out Principle

Page 5: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 5

Birth-And-Death Process(cont.) Equation Expressing This:

State Rate In = Rate Out

0 1P1 = 0P0

1 0P0 + 2P2 = (1 + 1) P1

2 1P1 + 3P3 = (2 + 2) P2

.... ...................

N-1 N-2PN-2 + NPN = (N-1 + N-1) PN-1

N N-1PN-1 + N+1PN+1 = (N + N) PN

.... ...................

Page 6: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 6

Birth-And-Death Process(cont.) Finding Steady State Process:

State

0: P1 = (0 / 1) P0

1: P2 = (1 / 2) P1 + (1P1 - 0P0) / 2

= (1 / 2) P1 + (1P1 - 1P1) / 2

= (1 / 2) P1

=0

12

01 P

Page 7: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 7

Birth-And-Death Process(cont.) Finding Steady State Process(cont.):

State

n-1: Pn = (n-1 / n) Pn-1 + (n-1Pn-1- n-2Pn-2) / n

= (n-1 / n) Pn-1 + (n-1Pn-1- n-1Pn-1) / n

= (n-1 / n) Pn-1

011-nn

02-n1-n P

Page 8: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 8

Birth-And-Death Process(cont.) Finding Steady State Process(cont.):

N: Pn+1 = (n / n+1) Pn+ (nPn - n-1Pn-1) / n+1

= (n / n+1) Pn

To Simplify:

Let C = (n-1 n-2 .... 0) / (n n-1 ......... 1)

Then Pn = Cn P0 , N = 1, 2, ....

01n1n

01-nn P

Page 9: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 9

M/M/1 Recall:

= / < 1 (for steady-state)

Cn = ( / )n = n , for n = 1, 2, ...

Pn = Cn P0

The requirement that nPn = 1

=> [1 + nCn] P0 = 1

=> P0 = 1 / (1 + nCn)

= 1 / (1 + nn)

= 1 / (0 + nn) (0)

Page 10: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 10

M/M/1(cont.)P0 = 1 / (

nn)

= (nn) -1

= {1 / (1 - )} -1

= 1 - Thus, Pn = (1 - ) n , for n = 0, 1, 2,...

Note:

1) nixi = (1 - xn+1) / (1 - x), for any x,

2) nxn = 1 / (1 - x), if |x| < 1.

Page 11: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 11

M/M/1(cont.)Consequently,

0

)1(n

nnL

)(

)1(

)1(

1)1(

)1(

1)1(

)1()1(

2

00

or

d

d

d

d

d

d

n

n

n

n

Page 12: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 12

M/M/1(cont.)

Similarly,

Lq = n(n - 1) Pn

= nnPn -

nPn

= nnPn - (

nPn - P0)

= L - 1(1 - P0)

= / (1 - ) - 1 + (1 - )

= / (1 - ) or

= / ( - )

Page 13: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 13

M/M/1 Example ITraffic to a message switching center for one of the

outgoing communication lines arrive in a random pattern at an average rate of 240 messages per minute. The line has a transmission rate of 800 characters per second. The message length distribution (including control characters) is approximately exponential with an average length of 176 characters. Calculate the following principal statistical measures of system performance, assuming that a very large number of message buffers are provided:

Page 14: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 14

M/M/1 Example I (cont.)

(a) Average number of messages in the system (b) Average number of messages in the queue

waiting to be transmitted. (c) Average time a message spends in the system. (d) Average time a message waits for transmission (e) Probability that 10 or more messages are

waiting to be transmitted. (f) 90th percentile waiting time in queue.

Page 15: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 15

M/M/1 Example I (cont.)

E[s] = Average Message Length / Line Speed = {176 char/message} / {800

char/sec} = 0.22 sec/message or = 1 / 0.22 {message / sec}

= 4.55 message / sec = 240 message / min

= 4 message / sec = E[s] = / = 0.88

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Queueing Theory 16

M/M/1 Example I (cont.) (a) L= / (1 - ) = 7.33 (messages) (b) Lq = / (1 - ) = 6.45 (messages) (c) W = E[s] / (1 - ) = 1.83 (sec)

(d) Wq = E[s] / (1 - ) = 1.61 (sec) (e) P [11 or more messages in the system]

= = 0.245 (f) q(90) = W ln{(100-90) }

= W ln(10)= 3.98 (sec)

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Queueing Theory 17

M/M/1 Example IIA branch office of a large engineering firm has one

on-line terminal that is connected to a central computer system during the normal eight-hour working day. Engineers, who work throughout the city, drive to the branch office to use the terminal to make routine calculations. Statistics collected over a period of time indicate that the arrival pattern of people at the branch office to use the terminal has a Poisson (random) distribution, with a mean of 10 people coming to use the terminal each day. The distribution of time spent by an engineer at a terminal is exponential, with a

Page 18: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 18

M/M/1 Example II (cont.)

mean of 30 minutes. The branch office receives complains from the staff about the terminal service. It is reported that individuals often wait over an hour to use the terminal and it rarely takes less than an hour and a half in the office to complete a few calculations. The manager is puzzled because the statistics show that the terminal is in use only 5 hours out of 8, on the average. This level of utilization would not seem to justify the acquisition of another terminal. What insight can queueing theory provide?

Page 19: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 19

M/M/1 Example II (cont.)

{10 person / day}{1 day / 8hr}{1hr / 60 min}

= 10 person / 480 min

= 1 person / 48 min

==> = 1 / 48 (person / min) 30 minutes : 1 person

= 1 (min) : 1/30 (person)==> = 1 / 30 (person / min)

= / = {1/48} / {1/30} = 30 / 48= 5 / 8

Page 20: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 20

M/M/1 Example II (cont.)

Arrival Rate = 1 / 48 (customer / min)

Server Utilization = / = 5 / 8 = 0.625

Probability of 2 or more customers in systemP[N 2] = = 0.391

Mean steady-state number in the systemL = E[N] = / (1 - ) = 1.667

S.D. of number of customers in the systemN = sqrt() / (1 - ) = 2.108

Page 21: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 21

M/M/1 Example II (cont.)

Mean time a customer spends in the systemW = E[w] = E[s] / (1 - ) = 80 (min)

S.D. of time a customer spends in the systemw = E[w] = 80 (min)

Mean steady-state number of customers in queueLq = / (1 - ) = 1.04

Mean steady-state queue length of nonempty QsE[Nq | Nq > 0] = 1 / (1 - ) = 2.67

Mean time in queueWq = E[q] = E[s] / (1 - ) = 50 (min)

Page 22: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 22

M/M/1 Example II (cont.)

Mean time in queue for those who must waitE[q | q > 0] = E[w] = 80 (min)

90th percentile of the time in queue q(90) = E[w] ln (10 )

= 80 * 1.8326 = 146.6 (min)

90th percentile of the time in system w(90) = 2.3 * E[w] = 184 (min)

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Queueing Theory 23

M/M/1 Example II (cont.)

Defined by equation P[w w(90)] = 0.9

response time of system w(90) - amount of timein the system such that 90% of all arriving customers spend less than this amount of time inthe system

Page 24: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 24

M/M/s (s > 1)

0 s+121 ss-1s-2

(s-1) s s

... ...3

Recall: n = , for n = 0, 1, 2,..... n = n , for n = 1, 2,..., s = s , for n = s, s+1,...

Rate Diagram

Page 25: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 25

M/M/s (cont.)

State Rate In = Rate Out

0 P1 = P0

1 2P2 + P0 = ( + ) P1

2 3P3 + P1 = ( + 2) P2

.... ...................

s-1 sPs + Ps-2 = { + (s-1)} Ps-1

s sPs+1 + Ps-1 = ( + s) Ps

s+1 sPs+2 + Ps = ( + s) Ps+1

.... ...................

Page 26: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 26

M/M/s (cont.)

Now, solve for P1 , P2, P3... in terms of P0

P1 = ( / ) P0

P2 = ( / 2) P1 = (1/2!) ( / )2 P0

P3 = ( / 3) P2 = (1/3!) ( / )3 P0

.........

Ps = (1/s!) ( / )s P0

Ps+1 = (1/s) ( / ) Ps =

0!

Pss

s

Page 27: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 27

M/M/s (cont.)

01

0

2

12

!

)/()/()/1(

!

)/()/()/1(

Pss

PsP

Pss

PsP

js

jsjs

s

ss

Page 28: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 28

M/M/s (cont.)

Therefore, if we denote Pn = Cn P0 ,

then ( / )n

Cn = ---------- , for n = 1, 2, ...., s. n!

and , for n = s+1, s+2,...

sn

n

ss !

sns

n ssC

!

)/(

Page 29: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 29

M/M/s (cont.)So, if < s

sn

sns1s

0n

n0

s!s!n

1P

)s(11

!s!n

1s1s

0n

n

,P!n

)(P 0

n

n

,Ps!s

)(0sn

n

if 0 n s

if s n

Page 30: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 30

M/M/s (cont.)

Now solve for Lq: Note, = / s

Lq = ns(n - s) Pn

= jj Ps+j ; Note, n = s + j

( / )s

= j ---------- j P0

j=0 s!

( / )s d

= P0 ------------ ------ j

s! j=0 d

Page 31: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 31

M/M/s (cont.)

( / )s d

Lq = P0 ------------ ------ j

s! dj=0

( / )s d 1

= P0 ------------ ------ --------- s! d(1 - )

( / )s = P0 ------------ ---------

s! (1 - )2

Page 32: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 32

M/M/s (cont.)

( / )s Lq = P0 ----------- --------- , = / s

s! (1 - )2

(Lq : avg # in queue)

Wq = Lq / (Wq: avg waiting time in Q)

W = Wq + 1 / (W: avg waiting time in sys.)

L = (Wq + 1/) (L: avg # in the system) = Lq + /

Page 33: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 33

Steady-State Parameters ofM/M/s Queue

= / s

P(L() s) = {(/)s P0} / {s!(1- /s)}

= {(s)s P0} / {s! (1 - )}

1

1

00 !

1

!

/

s

s

snP

ss

n

n

1

1

0 1

1

!

1

!

s

sn

s ss

n

n

Page 34: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 34

Steady-State Parameters ofM/M/s Queue (cont.)

L = s+ {(s)s+1 P0} / {s (s!) (1 - )2}= s+ { P (L() s) } / {1 - }

W = L /

Wq = W - 1/

Lq = Wq = {(s)s+1 P0} / {s (s!) (1 - )2} = { P (L() s) } / {1 - }

L - Lq = / = s

Page 35: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 35

M/M/s Case Example I

0 21

.......3

Example:M/M/2 ; s = 2

= , = 1/8 (=service rate/server)

s

Page 36: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 36

M/M/s Case Example I (cont.)

= 0.429 (43% of time, system is empty)

as compared to s = 1: P0 = 0.20

( / )s Lq = P0 ----------- ---------

s! (1 - )2

= 0.429 {0.82 0.4} / { 2! (1 - 0.4)2 }

= 0.152

4.011

!28.0

!18.0

!08.0

1P 2100

Page 37: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 37

M/M/s Case Example I (cont.)

Wq = Lq / = 0.152 / (1/10) = 1.52 (min)

W = Wq + 1 / = 1.52 + 1 / (1/8) = 9.52 (min)

What proportion of time is both repairman busy? (long run)

P(N 2) = 1 - P0 - P1

= 1 - 0.429 - 0.343 = 0.228 (Good or

Bad?)

Page 38: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 38

M/M/s Example II

Many early examples of queueing theory applied to practical problems concerning tool cribs. Attendants manage the tool cribs while mechanics, assumed to be from an infinite calling population, arrive for service. Assume Poisson arrivals at rate 2 mechanics per minute and exponentially distributed service times with mean 40 seconds.

Page 39: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 39

M/M/s Example II (cont.)

= 2 per minute, and = 60/40 = 3/2 per minute.Since, the offered load is greater than 1, that is,

since, / = 2 / (3/2) = 4/3 > 1, more than one server is needed if the system is to have a statistical equilibrium. The requirement for steady state is that s > / = 4/3. Thus, at least s = 2 attendants are needed. The quantity 4/3 is the expected number of busy server, and for s 2,

= 4 / (3s) is the long-run proportion of time each server is busy. (What would happen if there were only s = 1 server?)

Page 40: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 40

M/M/s Example II (cont.)Let there be s = 2 attendants. First, P0 is calculated as

= {1 + 4/3 + (16/9)(1/2)(3)} -1

= {15 / 3}-1 = 1/5 = 0.2

The probability that all servers are busy is given by

P(L() 2) = {(4/3)2 (1/5)} / {2!(1- 2/)}

= (8/3) (1/5) = 0.533

1

21

00 2)2/3(2

)2/3(2

!2

1

3

4

!

3/4

n

n

nP

Page 41: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 41

M/M/s Example II (cont.)

Thus, the time-average length of the waiting line of mechanics is Lq= {(2/3)(8/15)} / (1 - 2/3) = 1.07 mechanics

and the time-average number in system is given by L = Lq+ / = 16/15 + 4/3 = 12/5 = 2.4 mechanics

Using Little’s relationships, the average time a mechanic spends at the tool crib is W

= L / = 2.4 / 2 = 1.2 minutes

while the avg time spent waiting for an attendant is Wq

= W - 1/= 1.2 - 2/3 = 0.533 minute

Page 42: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 42

M/M/1/N (single server)

0 N+121 NN-1N-2

...3

Rate Diagram

Undefined

Undefined

Page 43: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 43

M/M/1/N (cont.)1. Form Balance Equations:

2. Solve for P0:

or

P0 + (/)1 P0 + (/)N P0 = 1

P0 {1+ (/)1 + (/)N } = 1

P0 = 1 / { }

= (1 - ) / (1 - N+1)

10

N

nnP

N

n

n

0

)/(

)/(1)/(1

11N

Page 44: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 44

M/M/1/N (cont.)So, , for n = 0, 1, 2, ..., N

Hence, N

L = n Pn n=0

1 - Nd = ---------- ----- n

1- N+1 n=0 d

1 - d N

= ---------- ----- n

1- N+1 dn=0

nNnP

11

1

Page 45: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 45

M/M/1/N (cont.)

1

1

d

d

1

1L

1N

1N

)1(

)1N(

)1(

)1)(1(

1N)1N(

1N

1N

1N

1NN

Page 46: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 46

M/M/1/N (cont.)

As usual (when s = 1)

Lq = L - (1- P0)

W = L / e where e = (1 - PN)

Wq = Lq / e

Page 47: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 47

M/M/1/N Example

The unisex barbershop can hold only three customers, one in service and two waiting. Additional customers are turned away when the system is full. Determine the measures of effectiveness for this system. The traffic intensity is / = 2 / 3.

The probability that there are three customers in the system is computed by

Pn = P3 = {(1-2/3) (2/3)3} / { 1 - (2/3)4} = 8 / 65 = 0.123

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Queueing Theory 48

M/M/1/N Example (cont.)The expected # of customers in the shop is given by

2/3 {1 - 4(2/3)3 + 3(2/3)4} 66 L = -------------------------------- = ------ {1 - (2/3)4} (1 - 2/3) 65

= 1.015 (customers)

Now, the effective arrival rate, e , is given by

e = (1 - Pn) = 2(1 - 8/65) = 2 57 / 65 =114/65

= 1.754 (customers/hour)

Then W can be calculated as

W = L / e = 1.015 / 1.754 = 0.579 (hour)

Page 49: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 49

M/M/1/N Example (cont.)

In order to calculate Lq, first determine P0 as

P0 = (1 - ) / (1 - N+1) = (1 - 2/3) / {1 - (2/3)4}

= {1/3} / {65/81} = 27 / 65

= 0.415

Then the average length of the queue is given by

Lq = L - (1- P0) = 1.015 - (1 - 0.415)

= 0.43 (customer)

Page 50: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 50

M/M/1/N Example (cont.)

Note that 1- P0 = 0.585 is the average number of

customers being served, or equivalently, the probability that the single server is busy. Thus the server utilization, or proportion of time the server is busy in the long run, is given by

= 1- P0 = e / = 0.585

Finally, the waiting time in the queue is determined by Little’s equation as

Wq = Lq / e = 0.43 / 1.754 = 0.245 (hour)

Page 51: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 51

M/M/1/N Example (cont.)

The reader should compare these results to those of the unisex barbershop before the capacity constraint was placed on the system. Specifically, in systems with limited capacity, the traffic intensity / can assume any positive value and no longer equals the server utilization = e / .

Note that server utilization decreases from 67% to 58.5% when the system imposes a capacity constraint.

Page 52: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 52

M/M/1/N Example (cont.)

Since P0 and P3 have been computed, it is easy to check

the value of L using equation L = Nn0 nPn.

To make the check requires computation of P1 & P2: P1

= {(1 - 2/3)(2/3)} / {1- (2/3)4} = 18/65 = 0.277

Since P0 + P1 + P2 + P3 = 1, P2 = 1 - P0 -

P1 - P3 = 1 - 27/65 - 18/65 - 8/65 = 12 / 65

= 0.185

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Queueing Theory 53

M/M/1/N Example (cont.)L =

= 0(27/65) + 1(18/65) + 2(12/65) + 3(8/65)

= 66 / 65

= 1.015 (customer)which is the same value as the expected number computed.

N

nnnP

0

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Queueing Theory 54

M/M/s/N

0 N+121 NN-1

s

...

Rate Diagram

Undefined

Undefined

s-1 s+1s

s s

...

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Queueing Theory 55

Steady-State Parameters of M/M/s/N

N

sn

snss

n

n

ssn

P

11

)/(!

)/(

!

)/(1

10

,P!n

)/(P 0

n

n

,P

s!s

)/(0sn

n

for n = 1, 2, ... s

for n = s, s+1, ... N

0, for n > N

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Queueing Theory 56

Steady-State Parameters of M/M/s/N (cont.)

Note: W and Wq are obtained from these quantities just as shown for the single server case.

)1()(1)1(!

)/(

)1(

20

1

0

1

0

sNsNs

q

s

nnq

s

nn

sNs

PL

PsLnPL

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Queueing Theory 57

Steady-State Parameters ofM/G/1 Queue

= / L = + {( + )} / {2 (1 - )}

= + {(1 + )} / {2 (1 - )} W = + {( + )} / {2 (1 - )} Wq = {( + )} / {2 (1 - )}

Lq = {( + )} / {2 (1 - )}= {(1 + )} / {2 (1 - )}

P0 = 1 -

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Queueing Theory 58

M/G/1 Example

There are two workers competing for a job. Able claims an average service time which is faster than Baker’s, but Baker claims to be more consistent, if not as fast. The arrivals occur according to a Poisson process at a rate of = 2 per hour. (1/30 per minute). Able’s statistics are an average service time of 24 minutes with a standard deviation of 20 minutes. Baker’s service statistics are an average service time of 25 minutes, but a standard deviation of only 2 minutes. If the average length of the queue is the criterion for hiring, which worker should be hired?

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Queueing Theory 59

M/G/1 Example (cont.)

For Able, = 1/30 (per min), = 24 (min), = /

24/3020 = 400(min) Lq = {( + )} /

{2 (1 - )} = {(1/30) (24 + 400)} / {2 (1-4/5)} = 2.711 (customers)

For Baker, = 1/30 (per min), = 25 (min), = / 25/302 =

4(min) Lq = {(1/30) (25 + 4)} / {2 (1-5/6)} = 2.097 (customers)

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Queueing Theory 60

M/G/1 Example (cont.)

Although working faster on the average, Able’s greater service variability results in an average queue length about 30% greater than Baker’s. On the other hand, the proportion of arrivals who would find Able idle and thus experience no delay is P0 = 1 - = 1 / 5 = 20%, while the proportion who would find Baker idle and thus experience no delay is P0 = 1 - = 1 / 6 = 16.7%. On the basis of average queue length, Lq , Baker wins.

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Queueing Theory 61

Steady-State Parameters ofM/Ek/1 Queue

1k 1+k L = --- + ------ ---------- = + ------- -------- 2k (- ) 2k 1 -

11k 1+k W= --- + ------ ---------- = + ------- -------- 2k (- ) 2k 1 -

1k 1+k Wq = ------ ---------- = ------- -------- 2k (- ) 2k 1 -

1k 1+k Lq = ------ ---------- = ------- -------- 2k (- ) 2k 1 -

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Queueing Theory 62

M/Ek/1 Example

Patient arrive for a physical examination according to a Poisson process at the rate of one per hour. The physical examination requires three stages, each one independently and exponentially distributed with a service time of 15 minutes. A patient must go through all three stages before the next patient is admitted to the treatment facility. Determine the average number of delayed patients ,Lq , for this system.

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Queueing Theory 63

M/Ek/1 Example (cont.)

If patients follow this treatment pattern, the service-time distribution will be Erlang of order k=3. The necessary treatment parameters are = 1/60 per minute and = 1/45 per minute; thus

1k 1+3 (1/60) Lq= ------ ---------- = ------- ------------------------ 2k (- ) 2 x 3 (1/45) (1/45 - 1/60)

2 135 = ---- ------ = ---- (patients) 3 60 2

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Queueing Theory 64

Steady-State Parameters ofM/D/1 Queue

1 1 L = --- + --- ---------- = + --- -------- 2 (- ) 2 1 -

11 1 W = --- + --- ---------- = + --- -------- 2 (- ) 2 1 -

1 1 Wq= --- ---------- = --- -------- 2 (- ) 2 1 -

1 1 Lq = --- ---------- = --- ------- 2 (- ) 2 1 -

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Queueing Theory 65

M/D/1 Example

Arrivals to an airport are all directed to the same runway. At a certain time of the day, these arrivals are Poisson distributed at a rate of 30 per hour. The time to land an aircraft is a constant 90 seconds. Determine Lq, Wq, L and W for this airport. In this case = 0.5 per minute, and 1/ = 1.5 minutes, or = 2/3 per minute.

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Queueing Theory 66

M/D/1 Example (cont.)

The runway utilization is

= (1/2) / (2/3) = 3/4

The steady-state parameters are given by

Lq = {(3/4) } / {2 (1 - 3/4)}

= 9 / 8 = 1.125 aircraft

Wq = Lq / = (9/8) / (1/2) = 2.25 minutes

W = Wq + 1 / = 2.25 + 1.5 = 3.75 minutes

L = Lq + / = 1.125 + 0.75 = 1.875 aircraft

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Queueing Theory 67

Steady-State Parameters ofM/G/ Queue

P0 = e-/

Pn = {e-/(/)n} / n! , n = 0, 1,...

W = 1 /

Wq = 0

L = / Lq = 0

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Queueing Theory 68

M/G/ Example

Prior to introducing their new on-line computer information service, The Connection must plan their system capacity in terms of the number of users that can be logged on simultaneously. If the service is successful, customers are expected to log on at a rate of = 500 per hour, according to a Poisson process, and stay connected for an average of 1/= 20 minutes (or 1/3 hour). In the real system there will be an upper limit on simultaneous users, but for planning purpose The

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Queueing Theory 69

M/G/ Example (cont.)

Connection can pretend that the number of simultaneous users is infinite. An M/G/ model of the system implies that the expected number of simultaneous users is L = / = 500(3) = 1500, so a capacity greater than 1500 is certainly required. To ensure that they have adequate capacity 95% of the time, The Connection could allow the number of simultaneous users to be the smallest value s such that

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Queueing Theory 70

M/G/ Example (cont.)

P(L() s) = sn0 Pn

= sn0 {e-1500 (1500)n}/n! 0.95

A capacity of s=1564 simultaneous users satisfies this requirement.

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Queueing Theory 71

Steady-State Parameters ofM/M/s/K/K Queue

,

!)!(

!

0

11

00

Pn

KP

ssnK

K

n

KP

n

n

K

sn

n

sn

s

n

n

n = 0, 1, ..., s-1

,Ps!s)!nK(

!K0

n

sn

n = s, s+1, ... K

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Queueing Theory 72

Steady-State Parameters ofM/M/s/K/K Queue (cont.)

L=Kn=0 n Pn

LqKn=s+1 (n - s) Pn

e = Kn=0 (K - n) Pn

W = L / e

WqLq/ e

(L - Lq) / s= e / s

Page 73: Queueing Theory1 lSpecification of a Queue mSource Finite Infinite mArrival Process mService Time Distribution mMaximum Queueing System Capacity mNumber

Queueing Theory 73

M/M/s/K/K Example

There are two workers that are responsible for 10 milling machines. The machines run on the average of 20 minutes, then require an average 5-minute service period both times exponentially distributed. Therefore, = 1/20 and = 1/5. Determine the various measures of performance for this system.

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Queueing Theory 74

M/M/s/K/K Example (cont.)

All of the performance measures depend on P0

= 0.065

Using P0 we can obtain the other Pn, from which we can compute the average number of machines waiting for service Lq10

n=2+1 (n - 2) Pn

= 1.46 (machines)

110

22

12

00 20

5

2!2)!10(

!10

20

510

n

n

nn

n

nnP

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Queueing Theory 75

M/M/s/K/K Example (cont.)

The effective arrival rate e = K

n=0 (K - n) Pn = 10

n=0 (10 - n) (1/20)Pn

= 0.342 (machines/minute)

and the average waiting time in the queue WqLq/ e (minutes)

Similarly, we can compute the expected number of machines being serviced or waiting to be served L=K

n=0 n Pn = 10n=0 n Pn = 3.17 (machines)

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Queueing Theory 76

M/M/s/K/K Example (cont.)

The average number of machines being serviced is given by

L - Lq = 3.17 - 1.46 = 1.71 (machines)

since the machines must be running, waiting to be served, or in service, the average number of running machines is given by

K - L = 10 - 3.17 = 6.83 (machines)

A frequently asked question is: What will happen if the number of servers is increased or decreased?

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Queueing Theory 77

M/M/s/K/K Example (cont.)

If the number of workers in this example increases to three(s=3), then the time-average number of running machines increases to K - L = 7.74 (machines) an increase of 0.91 machine, on the average.

Conversely, what happens if the number of servers decreases to one? Then the time-average number of running machines decreases to K - L = 3.98 (machines)

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Queueing Theory 78

M/M/s/K/K Example (cont.)

The decrease from two to one server has resulted in a drop of nearly three machines running, on the average.

This example illustrates several general relationships that have been found to hold for almost all queues. If the number of servers is decreased, delays, server utilization, and the probability of an arrival having to wait to begin service all increase.