Management Science

Queueing Theory Notes

1 Background
2 The Poisson Distribution
3 Simple Queues
4 Multiple Service Channels
5 Capacitated Systems
6 General Service Time Distribution
7 Distribution of System Process Time
8 Conclusions

1 Background
Queues are common experiences: waiting in shops and at service counters; cars waiting at
traffic lights; aircraft waiting to land or ships waiting to enter port. And, as less obvious
examples of queues: machines waiting for repair; goods in inventory; telephone subscribers
waiting for a clear line or even papers in an in-tray. In principle all these problems can be
addressed by queueing theory. A theory of queues is possible because of certain regularities
about the patterns of arrival and service of customers. These regularities can be described
statistically and analytical results and formulae sometimes follow.

Queueing theory is about delay whether or not an actual queue is observed. Why does delay
occur at all? The reason is that it's not possible or not worth while to tailor the supply of a
service exactly to the demand for it. A trade-off arises; delay can be costly but it's also costly
to make provision to avoid or to reduce delay. However, these different costs will fall on different
people and organisations.

Queueing theory can provide important management information about how systems will
operate. Important measures of performance - operating characteristics - can be obtained. For
example the average waiting time of customers; the expected length of queue; the average
number of customers in the system or the probability of experiencing delay.

Sometimes a system of serving customers can be developed by experimentation, for example,

changing the provision of cashiers at supermarket checkouts at different times of the day. In
other cases such intervention in the real situation would be either impossible or prohibitively
expensive. This is so where large or irreversible investments are involved - for instance, the
number of lanes on a motorway cannot readily be changed.

Complex systems are approached via simulation as in determining traffic flow arrangements in
central London. Frequently simulation is used as the method of choice.

1
In practice, queueing theory in pure analytical form is employed relatively infrequently, but
where it is used, it tends to be used extensively and to powerful effect. An analytical background
is valuable in understanding and seeing the advantages and limitations of other approaches.
Also, some important qualitative conclusions can be reached - for example, that a single queue
is usually superior to several queues. Queueing systems can be characterized in broad terms
by the differing nature of five factors:

1 The nature of arrivals

2 The queueing arrangements
3 The service mechanism
4 Capacitation
5 Population

Consider each of these factors in turn:

Arrivals
The pattern of arrivals may be deterministic (as with items on a production flow line) or
much more commonly random. Customers may arrive one at a time or en masse.
Arrivals may or may not depend on the state of the system (e.g. a customer may balk
if there is a large queue). The arrival rate may be constant or may vary over time.
Customers may be identical or different (e.g. civil, military, private or distressed aircraft
at airports).

Queueing Arrangements
The simplest queue "discipline" is FIFO (first in, first out). There is also LIFO (“last in
first out” as for items taken from stock or redundancies in a workforce) or random
(telephone callers trying to get a connection). Then there may be several queues and
customers may or may not change from one to another (jockey). Some customers may
join a queue and then leave before reaching the service point (renege). Priority may be
given to certain classes of customer, for example distressed aircraft.

Service Mechanism
There may be one or many servers (defining a single or multi-channel system). The
servers may differ in terms of speed of service or services provided. The speed of
service at any service point may be constant or random and may vary with the time of
day. Servers may be in parallel (as with supermarket checkouts) or in series (as in an
old style cafeteria).

Capacitation
Some systems have a maximum number of customers allowed in the system as a whole
(i.e. queueing and being served). Where such a limit exists the system is said to be
capacitated.

Population
The population from which customers arrive may be infinite (effectively) or finite. The
population is sometimes referred to as the calling source.

There are many different queueing models, those of interest have random patterns of arrival
and service. We'll classify arrangements in a simplified version of the Kendall-Lee classification

2
scheme [see Taha for further details]. The first system is a simple queue which will be classified
as:
\ M \ M \ 1 \
\

The first box describes the input distribution, M represents random or Markovian arrivals. The
second box represents the service distribution - again random or Markovian. The third box
shows the number of service points or channels (arranged in parallel) - one in a simple queue.
The last box gives the capacity limit on the system. But before looking at an \M\M\1\
simple
queue system, consider the nature of the input and service distributions it implies.

2 The Poisson Distribution

A purely random pattern of arrivals is described by the Poisson distribution and its continuous
analogue the negative exponential distribution. In any time interval, t, the probability that there
are n arrivals into the system is given by the Poisson distribution. With a mean rate of arrivals
of  per unit time this is:
(t)n e-t
P (n arrivals in t time units) =










n!

The Poisson distribution is a single parameter ( ) discrete distribution (whole number values
of n). Consider some examples. Let  = 0.4 arrivals per minute and let the time interval be t=
1 minute. The formula then becomes:
(0.4)n e-0.4
P (n arrivals in 1 minute) =









n!
Now consider some specific values of n.

(i) The case where n = 0. Quite possibly, no one will enter the system in some one minute
intervals. The chance of this occurring is:

(0.4)0 e-0.4
P (0 arrivals in 1 minute) =









0!

= e-0.4
= 0.6703

Note that 0! is defined as 1 and that values of e-x can be obtained on scientific calculators.

(ii) The case where n = 1. The chance of one person/item arriving in the system in a one minute
interval is:
(0.4)1 e-0.4
P (1 arrival in 1 minute) =









1!

= 0.4e-0.4
= 0.2681

(iii) The case where n = 2. The chance of two arrivals in a one minute interval is given by:

(0.4)2 e-0.4
P (2 arrivals in 1 minute) =









2!

3
 = 0.16e-0.4








2

= 0.0536

(iv) The case where n = 3. Here:

(0.4)3 e-0.4
P (3 arrivals in 1 minute) =









3!

= 0.064e-0.4








6
= 0.0072

Tables give values of Poisson probabilities for a range of values of n and , usually shown for
t= 1 but usable for other values of t. The sum over n of probabilities for each value of is one.
This is because there must be some number of arrivals. For values of  < 1 the probabilities
taper off across rows with n = O giving the highest value. As  increases above 1 the spread
of probability values across rows develops a roughly symmetrical build up and decline pattern.

Now consider some further examples of the use of the Poisson formula. What is the chance that
at least two people arrive in a one minute interval? This is:

P(n  2 in t=l) = P(n = 2) + P(n = 3) + P(n = 4) + .....

but since probabilities for all values of n sum to 1 a more convenient way to obtain the result
is:

P(n  2 in t = 1) = 1 - [P(n = 0) + P(n = l)]

= 1 - 0.9384

= 0.0616

Suppose that a three minute interval had been specified instead of one minute. The Poisson
formula would for  = 0.4 then be:
(1.2)n e-1.2
P (n arrivals in 3 minutes) =









n!

which is the same as P(n in t= l) for  = 1.2. So, for example, the chance of two people arriving
in any three minute interval is:
(1.2)2 e-1.2
P (2 arrivals in 3 minutes) =









2!

= 0.2169

If the number of arrivals is described by the Poisson distribution, the time between arrivals, a
continuous variable, is described by the negative exponential distribution. Shown in Figure 1,
this is written as:
f(t) = e-t

4
Figure 1
f(t)

0 t

The total area under the curve is 1 and probabilities of ranges of times between arrivals
correspond to areas under the curve. So, for example, the probability that time between arrivals
is 1 minute or more is the area under the curve beyond t = 1. If time between arrivals is one
minute or more, this means there are no arrivals in a one minute period, so the result should
be the same as P(n = 0 in 1 minute) as found by the Poisson distribution. The area under the
curve beyond t = 1 can be worked out by definite integration as:

t=

e-t dt
t=1
t=

= [ -e-t + k]
t=1

= [-e-] - [-e-]
which, with  = 0.4 is:
= 0 + e-0.4
= 0.6703

confirming the result via the Poisson Distribution. In general either the negative exponential or
the Poisson distribution can be used to describe a random arrival pattern and extract desired
probabilities. With the negative exponential, with  as the mean rate of arrivals, the arithmetic
mean inter-arrival time is given by:
1




which is 2.5 minutes in the case where  = 0.4. When described by the negative exponential
distribution the standard deviation of inter-arrival times is also 1/. The basic model of
queueing theory, to which we shall now turn, assumes a Poisson distribution of arrival
probabilities.

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3 Simple Queues
A simple queue is classified as an \M\M\1\
system. Physically, a simple queue is observed as
random arrivals forming one waiting line approaching one service point. But to be described as
a simple queue, several detailed conditions need to be satisfied:

1 A random pattern of arrivals (Poisson distributed)

2 Random service times (Poisson distribution of numbers served)
3 Discrete customers (not continuous flow)
4 A large population (effectively infinite)
5 A single queue
6 No capacity limit for the system
7 FIFO queue discipline
8 No reneging
9 No balking
10 One service point
11 One-at-a-time service
12 Mean rate of service greater than mean rate of arrivals.

Queueing theory standard notation represents the mean rate of service as u and the mean rate
of arrivals as . Condition 2 means that the numbers being served in any t minute interval are
described by the Poisson distribution, so that:

(µt)n e-µt
P (n served in t time units) =










n!

and consequently that service times are negatively exponentially distributed with mean and
standard deviation 1\µ.

Given that the necessary assumptions are satisfied, important measures of the performance of
the system can be derived analytically. The most commonly used of these operating
characteristics are:


Traffic intensity: ' =
(it is required that ' < 1)
µ

Probability of n customers in the system: Pn = 'n(1 - ')

Probability of at least n customers in the system: 'n


Average number of customers in the system:





µ - 

2
Average length of queue (number of items):







µ(µ - )

6
 µ
Average length of queue excluding zero queues:





µ - 

1
Average system process time:





µ - 


Average queueing time:







µ(µ - )

In the case of a simple queue the traffic intensity, ', is also the probability of an arrival having
to wait. In other words, ' is the probability that there are one or more customers already in the
system. Since the system must be in some state (it must contain some number of customers)
it follows that 1 - ' is P0, the probability that there are no customers in the system at a particular
time. In summary, for a simple queue:

' is the probability of having to wait

' is proportion of time that the service point is in use
' is the average number of customers being served
(1 - ') is the probability that the system is empty (P0)

States of the system for 1, 2, 3,. . ., n items are related to P0 as shown in the formulae. Use of
the more important operating characteristic formulae can best be illustrated by numerical
examples.

Example 1
Customers arrive in a shop at the average rate of  = 42 per hour. The shopkeeper takes an
average of one minute to serve a customer. The system constitutes a simple queue.

(i) What is the traffic intensity?

(ii) What percentage of the shopkeeper's time is spent serving customers?

(iii) What is the probability of a customer obtaining immediate service?

(iv) What is the probability that:

(a) The shop is empty.

(b) There is only one customer in the shop.
(c) There is no queue.
(d) There is only one person not being served.
(e) There are three customers in the shop.
(f) There are four or more customers in the shop.
(g) No more than three customers are in the shop.

Answer 1
Noting that  = 42 and µ = 60 (both per hour):

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(i) The traffic intensity is ' = 42/60 = 0.7

(ii) The service point is active a proportion ' of the time, i.e. 70%.

(iii) This is 1 - ' = 0.3

(iv)(a) This is P0 = 1 - ' = 0.3

(b) This is P1 = '(1 - ') = 0.21

(c) There will be no queue only if there are 0 or 1 customers in the system. So the
chance of no queue is P0 + P1 = 0.51

(d) This means there must be precisely 2 customers in the system (one of whom is at
the service point). So the result is P2 = (0.7)2(1 - 0.7) = 0.147

(e) This is P3 = (0.7)3(1 - 0.7) = 0.1029

(f) This is '4 = 0.2401

(g) This can be seen either as: P0 + P1 + P2 + P3 or as 1 - P(4 or more) as found in (f).
Taking the latter approach, this is 1 - 0.2401 = 0.7599

Example 2
A petrol station has vehicles arriving, on average, every three minutes. There is one attendant
who can serve an average of thirty customers per hour. Simple queue conditions prevail. Find:

(i) The probability that an arrival has to wait for service?

(ii) The average number of customers in the system.

(iii) The average number of customers in the queue.

(iv) The average queueing time.

(v) The average system process time.

(vi) The average length of queue when a queue exists.

(vii) The percentage reduction in average service time that would ensure that customers receive
immediate service 40% of the time.

Answer 2
An arrival every 3 minutes on average means an average rate of 20 per hour; so, choosing an
hour as the basic time unit  = 20. Clearly the mean rate of service is µ = 30. The results are
as follows:

(i) This is the traffic intensity, ' = /µ = 20/30 = 2/3.

(ii) This is given by: /(µ - ) = 2

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(iii) The average number in the queue is: 2/µ(µ - ) = 4/3

(iv) Average queueing time is: /µ(µ - ) = 1/15 hours = 4 minutes.

(v) The average system process time, ASPT, is: 1/(µ - ) = 1/10 hours = 6 minutes.

(vi) Average length of queue when there is one is µ/(µ - ) = 3.

(vii) With the arrival rate fixed, the reduction in service time must be such as to produce:

1 - ' = 0.4
so the required traffic intensity is:
' = 0.6

With a given arrival rate of  = 20 it follows that:

20


= 0.6
µ
so that:

µ = 33.33

This value of µ implies a mean service time of (1/33.33)x60 minutes = 1.8 minutes or a 10 per
cent reduction on the original time.

Example 3
A telephone is used by eight people per hour on average and the mean call length is three
minutes. A further instrument has been requested but this will only be installed if the average
queueing time is at least three minutes. Determine the percentage increase in demand
necessary to produce this result.

Answer 3
Here  = 8. Service time is the length of call, so with an average call length of three minutes,
µ = 20 per hour. Expected queueing time is: /µ(µ - ) and with µ = 20, queueing time is /20(20
- ) which we require to equal 1/20 hour. The equation solves for  = 10 so that a 25 per cent
increase in demand (measured by the average rate of arrivals) would be needed.

Example 4
A toll road is approached by a single line of traf fic arriving Poisson fashion. There is one toll
booth which on average takes six seconds to deal with each car. By taking various values of
the mean arrival rate show how the queue length increases disproportionately as the traffic
intensity rises.

Answer 4
With µ = 10 per minute, the results for queueing time Qt, and queue length Ql, for values of 
ranging from 5 to 9.99 are:

9































































 5 6 7 8 9 9.5 9.7 9.9 9.99

' 0.5 0.6 0.7 0.8 0.9 0.95 0.97 0.99 0.999

Qt 0.1 0.15 0.23 0.4 0.9 1.9 3.23 9.9 99.9

Ql 0.5 0.9 1.63 3.2 8.1 18.05 31.36 98.01 998

As the traffic intensity rises there is always a larger proportionate increase in both Qt and Ql.
Even for ' = 0.5 a 20 per cent increase in traffic intensity to ' = 0.6 produces a 50 per cent rise
in Qt and an 80 per cent rise in Ql. If we take a 20 per cent increase of ' from 8 to 9.6, the
resulting Qt time goes up from 0.4 minutes to 2.4 minutes, an increase of 500 per cent while
queue length rises by 620 per cent. Note that while queue length depends only on the traf fic
intensity, the queueing time depends also on the absolute value of . If both  and µ are
doubled, the results are:

 10 12 14 16 18 19 19.4 19.8 19.98

' 0.5 0.6 0.7 0.8 0.9 0.95 0.97 0.99 0.999

Qt 0.05 0.075 0.117 0.2 0.45 0.95 1.617 4.95 49.95

Ql 0.5 0.9 1.63 3.2 8.1 18.05 31.36 98.01 998

So the queue lengths are unaffected but the queueing times double. However, as the traffic
intensity approaches one, the variance of both the queue length and queueing time increases.
The graph of queue length against traffic intensity as sketched in Figure 2 gives an impression
of the results.
Figure 2

The graph understates the exponential increases in queue length as traffic intensity nears one.
Above ' = 0.7 the effect is most marked, with small increases in traffic intensity producing huge
increases in queue length. You may have noticed a similar effect yourself on winter mornings.
Only a slight deterioration in road conditions seems to cause disproportionate traffic jams. This
is because (although it is not of course a simple queue problem) the 'traffic intensity' is already

10
high. It only takes a slight slowing down (reduction in µ) to give a slight increase in intensity
which causes huge increases in queues.

In queueing theory analytical optimization of a financial objective function is infrequent. Usually

a number of discrete alternatives are set out and the best arrangement selected. The example
to follow brings costs into the picture in a simple queue context to help determine the best
arrangement in financial terms. This will mean that a price has to be put on factors such as time.
Such valuations are generally uncertain, and sensitivity analysis of the results is indicated.

Example 5
The average rate of arrivals at a self-service store is 30 per hour. At present, the store employs
one cashier who can attend to an average of 45 customers per hour. It is estimated that each
extra hour of system process time per customer gives rise to the loss of £10 profit. An assistant
could be provided at a wage rate of £4 per hour which would enable the cashier to serve an
average of 75 customers per hour.

(i) Would it be worthwhile hiring the assistant?

(ii) Analyse the sensitivity of this decision to the estimated value of system process time cost.

Answer 5
In this case  = 30 and µ = 45 so the average system process time originally is 1/(45 - 30) =
1/15 hour per customer so that per customer there is an opportunity loss of £1/15 x 10 = £2/3.
However, there are 30 customers per hour to consider so the store's lost profit per hour of
operation is £2/3 x 30 = £20 per hour with the original arrangement. With the assistant
provided, ASPT = 1/(75 - 30) = 1/45 hour per customer so that lost profit per hour is 1/45 x 10
x 30 = £20/3 a reduction of £40/3 on the original figure. If we deduct the assistant's wages there
is a net saving of £28/3 per hour, so it is worthwhile having the assistant.

The question arises as to where the lost profit figure of £10 per hour comes from. Such figures
are very difficult to assess so it is advisable to conduct a sensitivity analysis to find the least
value of the lost profit per minute for which the assistant would be worth while. This will be L
such that:
1 1


L(30) + 4 

L(30)
45 15
so that:
2

L + 4  2L
3
so:
2L + 12  6L
and therefore:
4L  12
so:
L  3

It may be that while there was no certainty that £10 per hour was the correct figure, the
manager may be more confident that it is in excess of the required minimum of £3 per hour for
the decision to be correct.

11
4 Multiple Service Channels
There are many ways in which the conditions for a simple queue can be relaxed - one is the
number of service points. We now consider the consequences of having several service points
instead of one. It will be assumed that these service points are approached by one queue only
- the customer at the head of the queue going to the next service point or server that becomes
free. We shall see that a single queue generally gives the best performance and will need to
explain why multiple queues are still sometimes observed.

First, the single queue, multi-server (channel) case. We'll assume there are no other changes
from the simple queue situation and that the distribution of service times at each point is (the
same) negative exponential distribution. This gives an (M/M/c/
) system. Expressions for the
performance measures are more lengthy than in the simple queue case. They are most
economically expressed in terms of the traffic intensity, ' and P0, the probability that the system
is empty.

With the number of servers = c and with ' =



cµ

') c!(1 -
Probability of 0 in system: P0 =



























c-1 1
('c)c + c!(1 - '){ (

('c)n}
n=0 n!
('c)n
Probability of n units in system: Pn =




P0 for n  c
n!
'ncc
Pn =



P0 for n  c
c!
('c)c
Probability of delay:







P0 [ = P(n  c) ]
c!(1 - ')

'('c)c
Average number of customers in the queue: Nq =








P0
c!(1 - ')2

Average number of customers in the system: Ns = Nq + 'c

('c)c
Average queueing time: Qt =










P0
c!(1 - ')2cµ

1
Average system process time: ASPT = Qt +

µ

Simple queue formulae can be found from those above by substitution of c = 1 and /µ for ' and
re-arrangement. The probability of delay is the probability that there are c or more customers
in the system (i.e., all the service points are occupied). This is the only circumstance in which
waiting is necessary here. It's usually best to begin any workings by calculating P0 and to
minimize rounding errors in manual calculation it is best to leave things in fractional form until
the end. Now consider the use of the formulae in an example.

12
Example 6
A bank has arranged its services so that customers requiring cash only are served by one of
three service points which are approached by a single queue. The average rate of arrivals is
 = 72 per hour. Each cashier takes, on average, two minutes to serve each customer.

(i) Calculate the following measures for the present performance of the system:

(a) The probability that the system is empty.

(b) The probability of delay.
(c) The average number in the queue.
(d) The average number in the system.
(e) The average queueing time.
(f) The average system process time.

(ii) The bank is considering the following alternative arrangements to the original system:

(a) A single cashpoint machine taking on average 40 seconds to serve each customer.

(b) Changing the queueing arrangements so that each service point has its own queue.

Compare these possibilities on the basis of the performance measures.

(iii) Calculate the measures listed in (i) for the cases where:

(a) The service is split into three parts, delivered consecutively, the server for each part
operating at the mean rate of µ = 90 per hour.

(b) Where six servers are employed in parallel, each operating at µ = 15 per hour.

(iv) Looking at the results from (ii)a, the original arrangements and (iii)b, what do you think
would be the ultimate effects on the average queueing and system process times for c servers
each working at the average rate µ = 90/c per hour as c continues to increase?

Answer 6
First find P0 and the performance measures for the original 3 service single queue system.
Observe that  = 72 and u = 30 at each service point. Thus the traffic intensity is:


' =

= 0.8
cµ

Next find the value of P0. Spelt out in full, this is:

3!(1 - 0.8)
P0 =





















































1 1 1
(2.4)3 + 3!(1 - 0.8){
(2.4)0 +
(2.4)1 +
(2.4)2 }
0! 1! 2!

Recall that 0! is defined as 1. The expression simplifies to:

13
 1.2
P0 =





21.36

Which is the probability that the system is empty. Now consider the probability of delay - the
chance that a customer will have to wait for service. This is P(n  c) which in this case is:

(2.4)3 1.2















= 0.6472
3!(1 - 0.8) 21.36

Note that this value is less than the traffic intensity. Now consider queue length - the average
number in the queue. From equation (9-12), this emerges as 2.59 and the average number in
the system will add to this value the average number being served, which is 'c = 2.4. So the
average number in the system is 4.99. The average queueing time works out as:

(2.4)3 1.2
Qt =



















= 0.035955
3!(1 - 0.8)23(30) 21.36

which result in hours converts to 2 minutes 9 seconds. Average system process time adds to
this the average service time of 1/30 hours or two minutes. So ASPT is 4 minutes 9 seconds.

Now consider the cashpoint machine. This gives a simple queue with  = 72 but with µ = 90. We
could use the new formulae with c = 1 but it's quicker to use the simple queue formulae. With
the machine the probability of having to wait is ' = 0.8, greater than the cashiers case. So
under the old arrangements there was more chance of a customer getting served right away.
With the machine the average number in the system is 4 and of these 3.2 on average are in the
queue. The 0.8 mean number at the service point means that the cash joint is in use 80 per cent
of the time. Average queuing time is 2 minutes 40 seconds and average system process time
is 1/90 hour or 40 seconds greater at 3 minutes 20 seconds. Comparative results can be
tabulated as:

Cashiers Machine





























































Probability of delay 0.6472 0.8
Average number in the queue 2.59 3.2
Average number in the system 4.99 4
Average queueing time 2m 9s 2m 40s
Average system process time 4m 9s 3m 20s

Most would judge the machine performance as better with the key measures of ASPT reduced
by 16% and the number in the system cut by almost 20%.

Another possibility would be to have three service points each with its own queue. We start by
assuming no jockeying, no reneging, and no balking with random arrivals at the rate /3 to each
queue. We assume that the rate of arrivals into each queue is not state dependent; that a new
arrival is equally likely to join any queue regardless of relative length. We then have three
simple queues, each with  = 24 and µ = 30 and so ' = 0.8 which is the probability of having
to wait. The arrangement is as shown in Figure 3.

14
Figure 3

The average number in each queue is 3.2 and in each sub-system 4. So total numbers
queueing and in the system are 9.6 and 12. Average queueing time is 8 minutes and system
process time averages 10 minutes. Overall, this is by far the worst performance of the three
arrangements. generalising from this example, in terms of ASPT, the following ordering is
generally true:

1 Single queue single server operating at rate nµ

2 Single queue, n servers operating at the rate µ.
3 n queues with n servers operating at rate µ.

The separate queue arrangement comes out badly from the comparison so why in practice is
it still sometimes observed? Ignorance aside, and apart from cases where the servers perform
different functions, in practice people do attempt to join the shortest queue and 'jockeying' from
one queue to another is usually allowed. These and other factors [such as cases where there's
almost always a service point free] bring the performance of the multi-queue arrangement closer
to that of the single queue. It's also possible that physical arrangements [such as shelving in
supermarkets] make a single queue difficult to implement.

Although an unlikely arrangement in a bank, another possibility is multiple servers in series,

each performing part of the service. With the arrival and service rates above, with the service
split into three equal parts and assuming that:

(a) there is no interference between the stages (for example, lack of space to queue)
(b) all customers require all three parts of the service

In this arrangement, shown in Figure 4, in terms of ASPT, there will be three lots of ASPT with
 = 72 and µ = 90.
Figure 4

Thus ASPT = 3[1/(90 - 72) hours or 10 minutes. It's no coincidence that ASPT is the same as
in the separate queues in parallel case. Both  and µ are three times as large but the process
has to be entered three times. In the series arrangement there are 9.6 in the queue and 12 in
the system. Queueing time would be 8 minutes. If probability of delay is interpreted as the

15
chance of delay at any of the three stages, this is one minus the probability of not being delayed
at any stage. This is:
1 - (1 - ')2 = 0.992

The series arrangement could have advantages where the whole service is naturally provided
in stages and if early exiting and by-passing unwanted stages is enabled by the physical layout.

The table below shows the overall results including the further case where there are 6 service
channels, each working at the rate of 15 per hour [for comparative purposes maintaining the
same overall rate of 90 per hour].

Cashiers Machine 3 Sep Qs Series 6 servs


































































Probability of delay 0.6472 0.8 0.8 0.992 0.5718
Average number in queue 2.59 3.2 9.6 9.6 2.07
Average number in system 4.99 4 12 12 6.87
Average queueing time 2m 9s 2m 40s 8m 8m 1m 44s
Av'ge system process time 4m 9s 3m 20s 10m 10m 5m 44s

5 Capacitated Systems
In this model we shall suppose that simple queue conditions prevail except that the maximum
number of items that can be contained in the system is n*. The system is then said to be
capacitated at n* or to have a finite or truncated queue (of length n* - 1). These conditions
define an \ M \ M \ 1 \ n* \ system.

When the system contains n* items, arrivals will balk (not enter the system). This is an example
of a non-captive system or a loss-delay system. For low values of n* it is useful to study such
systems from first principles using state equations which link, through  and µ, the probabilities
that the system contains the various possible numbers of items.

The state equations can be obtained from the Governing Equation and its boundary cases:

P0 = µP1
( + µ)Pn = Pn-1 + µPn+1
µPn* = Pn*-1

Formulae can be obtained for operating characteristics. In the capacitated case, care is
required when considering average system process time as this must be conditional on items
entering the system in the first place. Formulae are:

For '  1
(1 - ')
State probabilities: Pn = 'n









1 - 'n*+1

Average number in the system:

 1 - (n* + 1)'n* + n*'n*+1

' 
























 (1 - ')(1 - 'n*+1) 
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 Average number in the queue:

 1 - n*'n*-1 + (n* - 1)'n* 

' 


























2

 (1 - ')(1 - 'n*+1) 
For ' = 1
1
State probabilities: Pn =




for n = 0, 1, 2, ...n*
n* + 1

n*
Average number in the system:

2

n*(n* - 1)
Average number in the queue:









2(n* + 1)
Some special cases are of interest.

The first is that of the simple queue itself. In this case, n* is infinite and ' must be less than one.
The formula for the average number in the system then reduces to just '/(l - ') which is the
simple queue result.

A second special case of interest is that of queue-less systems [in which n* = 1] and for which
the average number in the system reduces to '/(l + ').

6 General Service Time Distribution

In most queueing systems, apart from obvious exceptions involving arrival en masse, the time
between arrivals follows the negative exponential distribution to an acceptable degree of
accuracy. Service times, however, may quite commonly follow distributions other than the
negative exponential. It turns out that the number in the system, queue length, average system
process time and queueing time can be obtained with only the mean and variance of the service
time distributions known.

With the mean service rate still represented by µ with variance of service time )2 and with the
other conditions of a simple queue obtaining, results are:

(1 + µ2)2)
Average number in the queue: '













2

2(1 - ')

(1 + µ2)2)
Average number in the system: '













2
+ '
2(1 - ')

(1 + µ2)2)
Average queueing time: '













2µ(1 - ')

(1 + µ2)2) 1
Average system process time: '












+

2µ(1 - ') µ

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These Pollaczek-Khintchine (P-K) formulae for an \ M \ G \ 1 \
\ model are very powerful
results as the form of the service time distribution is entirely arbitrary [G = general] and may not
even be known. The practical advantage is that it is a good deal easier to obtain useful
estimates of the mean and variance of service time from observation than it is to fit a distribution
to the data.

The formulae reduce to the simple queue expressions. For example, in the case of a negative
exponential distribution with mean rate of service µ the variance of service times will be 1/µ2.
Making this substitution for )2, the average queue length expression reduces to '2/(1 - ') which,
in terms of ' rather than  and µ, is the simple queue formula.

A further important special case included in the P-K formulae is that of constant service time.
With )2 =0 the queue length becomes '2/2(1 - ') which is just half its value in the simple queue
case. So we can think of half of the queue as being the result of service time variability and half
results from the variability of arrivals.

The formulae can be applied even more widely. The four measures of performance are valid
for any queue discipline that is independent of the service times. So queue discipline can be
LlFO or random, as well as FIFO. Furthermore, it is only necessary that the system is single
server with Poisson arrivals and is uncapacitated.

7 Distribution of System Process Time

We’ve said much about the mean values of system parameters and ASPT was most important.
But not all customers are served in the average time. Low ASPT means good performance but
a refined concept of service quality would include the distribution about the mean. The
narrower the spread of times the less is the chance that a customer will experience a very long
process time and the better the system is performing.

The distribution of SPT is negative exponential with parameter (µ - ):

SPT(t) = (µ - )e-(µ - )t

The distribution is graphed in Figure 5

Figure 5

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The mean of this distribution is of course l/(µ - ) and the standard deviation is also l/(µ - ).
Surprisingly therefore, the distribution of system process time is the same for  = 2, µ = 4 and
 = 98, µ = 100. Integration with respect to t between the limits of T and infinity gives the
probability that system process time exceeds some particular value T.

Two values of T are of particular interest. The first is where T represents the average system
process time. Substituting T = l/(µ - ) in SPT(t) gives the result: e-l = 0.3679. Thus, regardless
of the particular values of  and µ, in a simple queue there is a 36.79 per cent chance of the
process time exceeding the average. But note that if µ increases relative to  both the average
system process time and the standard deviation of SPT will decrease and system performance
improve on both counts.

Another significant value of T is the time within which there is a 95 per cent chance of being
processed. The requisite value is T  3/(µ - ). That is to say, in a simple queue situation there
is a 95 per cent chance of not experiencing a system process time exceeding three times the
average. Put another way, if the average system process time in some case was 40 minutes,
only 1 in 20 customers would have a process time of over two hours; but of course these are
likely to be the dissatisfied ones!

8 Conclusions
We have examined a few queueing systems in the light of performance measures and shown
one way costs could be considered. There are many other models and a simulation approach
to queueing problems can be highly productive. We've seen that changed arrangements alter
system operating characteristics. There are many ways other than a change in the number of
servers of improving the performance of a system. On the service side it may, at a price, be
possible to speed up service - for example with better bar code readers or by motion study of
the operations involved.

A common problem with arrivals is peak-loading during the day (or week, month or year). For
example, a telephone company might attempt to smooth out demand for telephone services by
differential charges and a rail operator may use a system of off-peak fares. An alternative is to
regulate demand by an appointments system.

However, care must be exercised here for although visible queues may be reduced, there may
be hidden queues (e.g. sick people waiting at home for appointments with a general
practitioner). Monopolistic providers of services find it easier directly to regulate demand than
do those in competitive industry where regulation by price is more common.

Even apparently modest queueing systems may be too complex to optimize by analytical
means. More usually in such cases, better performance is sought from a limited range of
options.

The move to a customer oriented management approach has given added emphasis to service
delivery and efficiency in the organization. The important role of queueing theory in this context
has been well expressed by Murdoch:

"The basic concepts and an understanding of modern queueing theory are

requirements not only in the training of operational research staff, management
scientists, etc., but also as fundamental concepts in the training of managers or in

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 management development programmes. The efficient design and operation of service
functions is one of the main problems facing management today, and the
understanding obtained from a study of queueing theory is essential in the solution of
these problems."

This important statement underlines the significance of queueing theory in the provision of an
efficient service function. Some of the qualitative results of queueing theory can be seen in the
day to day operations of many enterprises that have a significant interface with the general
public.

Wpwin\Courses\203\Queuetif.203

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