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Queueing systems
Contents
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8. Queueing systems
µ1
λ µ
n+m µ
µ
n 3
8. Queueing systems
µ1
λ ∞ µ
µ
µ
n 4
8. Queueing systems
Contents
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8. Queueing systems
Queueing discipline
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8. Queueing systems
Contents
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8. Queueing systems
M/M/1 queue
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8. Queueing systems
• X = s customers trong h th ng t i m t th i đi m b t k =
queue length in equilibrium
• X* = s customers trong h th ng t i m t th i gian t i = queue length
seen by an arriving customer
• W = th i gian đ i c a m t customer
• S = th i gian ph c v c a m t customer
• D = W + S = t ng th i gian trong h th ng c a m t customer = delay
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8. Queueing systems
π i λ = π i +1µ (LBE)
⇒ π i +1 = λ π i = ρπ i
µ
⇒ π i = ρ iπ 0 , i = 0,1,2, K
• Normalizing condition (N):
∞ ∞
∑π i = π 0 ∑ ρ i = 1 (N)
i =0 i =0
−1
∞
i
⇒ π 0 = ∑ ρ
i =0
= ( )
1 −1
1− ρ
= 1 − ρ , if ρ < 1
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8. Queueing systems
6
5
4
E[X] 3
2
1
0
0.2 0.4 0.6 0.8 1
Traffic load ρ
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8. Queueing systems
Mean delay
• Ghi chú:
– Th i gian tr trung bình là như nhau cho t t c các work-conserving
queueing disciplines (FIFO, LIFO, PS, …)
– Nhưng variance và các moments thì khác nhau!
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8. Queueing systems
6
5
E[D] 3
1
0
0.2 0.4 0.6 0.8 1
Traffic load ρ
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8. Queueing systems
ρ
E[W ] = E[ D ] − E[ S ] = µ1 ⋅ 1−1ρ − µ1 = µ1 ⋅ 1− ρ
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8. Queueing systems
• Since W = 0 ⇔ X* = 0 , we have
P{W = 0} = P{ X * = 0} = π 0 = 1 − ρ
∞
P{W > t} = ∑ P{W > t | X * = i}P{ X * = i}
i =1
∞ ∞
= ∑ P{τ i > t}π i = ∑ P{τ i > t}(1 − ρ ) ρ i
i =1 i =1
• Ký hi u A(t) là m t Poisson (counter) process tương ng v i τn
– Suy ra: τi > t ⇔ A(t) ≤ i−1
– M t khác, chúng ta bi t r ng A(t) ∼ Poisson (µt). Vì v y,
i −1 ( µt ) j
− µt
P{τ i > t} = P{ A(t ) ≤ i − 1} = ∑ j!
e 19
j =0
8. Queueing systems
P{W = 0} = P{J = 0} = 1 − ρ
P{W > t} = P{J = 1, D > t} = ρ ⋅ e − µ (1− ρ )t , t > 0
1 1 ρ
E[W ] = E[ J ]E[ D ] = ρ ⋅ µ (1− ρ ) = µ ⋅ 1− ρ
Contents
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8. Queueing systems
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8. Queueing systems
Multiplexing gain
0.8
0.6
load ρ
0.4
0.2
20 40 60 80 100
service rate µ
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8. Queueing systems
Contents
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8. Queueing systems
M/M/n queue
• S customer đ c l p vô h n (k = ∞)
– Th i gian gi a các l n t i là IID và phân b theo hàm mũ v i k v ng
1/λ
• customers t i theo Poisson process v i cư ng đ λ
– S servers là h u h n (n < ∞)
– Th i gian ph c v là IID và phân b theo hàm mũ v i k v ng 1/µ
– S v trí đ i b ng vô cùng (m = ∞)
– Default queueing discipline: FCFS
• S d ng Kendall’s notation, đây là M/M/n queue
– chính xác hơn: M/M/n-FCFS queue
• Notation:
– ρ = λ/(nµ) = traffic load
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8. Queueing systems
π i λ = π i +1 (i + 1) µ (LBE)
nρ
⇒ π i +1 = ( +λ1) µ π i = i +1π i
i
( nρ )i
⇒ π i = i! π 0 , i = 0,1,K , n
• Local balance equations (LBE) for i ≥ n:
π i λ = π i +1nµ (LBE)
⇒ π i +1 = nλµ π i = ρπ i
n nn ρ i
i−n i − n ( nρ )
⇒ πi = ρ πn = ρ n!
π0 = n!
π 0, i = n, n + 1, K 28
8. Queueing systems
ρ <1 ⇒
( nρ )i 1
i! ⋅ α + β , i = 0,1, K, n
P{ X = i} = π i = n i
n ρ ⋅ 1 , i = n, n + 1, K
n! α + β
ρ
n = 1 : α = 1, β = 1− ρ , π 0 = α +1 β = 1 − ρ
2ρ 2 1− ρ
n = 2 : α = 1+ 2ρ, β = 1− ρ
, π 0 = α +1 β = 1+ ρ
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8. Queueing systems
Probability of waiting
• Ký hi u pW là xác su t m t customer t i ph i đ i
• Ký hi u X* là s customers trong h th ng t i m t th i đi m t i
• M t customer ph i đ i m i khi t t c các servers đ u b chi m khi
customer t i. Vì v y,
pW = P{ X * ≥ n}
• PASTA: P{X* = i} = P{X = i} = πi. Vì v y,
∞ ∞ nn ρ i ( nρ ) n β
pW = P{ X * ≥ n} = ∑ π i = ∑ π 0 ⋅ n! = π 0 ⋅ n!(1− ρ ) = α + β
i=n i=n
n = 1 : pW = ρ
2ρ 2
n = 2 : pW = 31
1+ ρ
8. Queueing systems
ρ ρ2
n = 1 : E[ X W ] = pW ⋅ 1− ρ = 1− ρ
ρ 2ρ 2 ρ 2ρ 3
n = 2 : E[ X W ] = pW ⋅ 1− ρ = 1+ ρ ⋅ 1− ρ =
1− ρ 2
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8. Queueing systems
E[ X W ] 1 ρ 1 ⋅ pW
E[W ] = λ
= λ ⋅ pW ⋅ 1− ρ = µ n(1− ρ )
= pW ⋅ nµ1− λ
n = 1 : E[W ] = 1 ⋅ pW ρ
= µ1 ⋅ 1− ρ
µ 1− ρ
1 ⋅ pW ρ2
n = 2 : E[W ] = µ 2(1− ρ )
= µ1 ⋅
1− ρ 2
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8. Queueing systems
Mean delay
p
(ρ
)
n = 1 : E[ D ] = µ1 ⋅ 1−Wρ + 1 = µ1 ⋅ 1− ρ + 1 = µ1 ⋅ 1−1ρ
1 pW 1 ρ2 1 1
n = 2 : E[ D] = µ ⋅ 2(1− ρ ) = µ ⋅ 2
+ 1=µ⋅
1− ρ 1− ρ 2
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8. Queueing systems
ρ
E[ X ] = λ ⋅ E[ D ] = pW ⋅ nµλ− λ + µλ = pW ⋅ 1− ρ + nρ
ρ ρ ρ
n = 1 : E[ X ] = pW ⋅ 1− ρ + ρ = ρ ⋅ 1− ρ + ρ = 1− ρ
ρ 2ρ 2 ρ 2ρ
n = 2 : E[ X ] = pW ⋅ 1− ρ + 2ρ = 1+ ρ ⋅ 1− ρ + 2ρ =
1− ρ 2
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8. Queueing systems
P{W = 0} = P{J = 0} = 1 − pW
P{W > t} = P{J = 1, D ' > t} = pW ⋅ e − nµ (1− ρ )t , t > 0
p
E[W ] = E[ J ]E[ D ' ] = pW ⋅ nµ (11− ρ ) = µ1 ⋅ n(1W
−ρ)
2 2 2 1 2 pW
E[W ] = P{J = 1}E[ D ' ] = pW ⋅ 2 2 2
= 2⋅ 2
n µ (1− ρ ) µ n (1− ρ ) 2
2 2 1 pW ( 2 − pW )
2
D [W ] = E[W ] − E[W ] = 2 ⋅ 2
µ n (1− ρ ) 2
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8. Queueing systems
Example (1)
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8. Queueing systems
Example (2)
0.8
0.6
E[D1]/E[D2]
0.4
0.2
0
0.2 0.4 0.6 0.8 1
Traffic load ρ
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8. Queueing systems
THE END
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