3.120 4.

1
G.Quetcing Theory o

30. If the tpm of a Markovchain

is I •
, find the steady-state.
distributionof the chain.
[AU 20111
Chapter 4
Ans. Given the tpm P QUEUEING THEORY
Let the steady - state probability 4.1 THE BIRTH AND DEATH PROCESS
distributionbe
= (Zl,Z2). Then n P = n,
where + 3t2 =
4.1.0 Introduction
The intuitive idea behind a birth and death process is that of
— 'til some population, that is gaining new members through births and losing
old members through deaths-such as human population. But in many
applications of this process in computer scienceh the populatiou is the
, 't2J customers in a queueing system. The term customer may refer to a,
computerjob to be processed,an I/O request, a messagearrived to a
communicationsystem etc. Customer arrivals correspond to births and
customer departures (after service) correspond to deaths.
and
The birth and death process has wide applications in a variety of
fields such as queueing, traffic maintenancey population growth
Substitutcin (1), + 27t = 1 37t controlling epidemics ctc. In the next section wc shall use it to queueing
theory.

Definition4.1.1 Birth and death process

31. Find the transition probability matrix of the process Let X(t) represent the population at time t (or the number of the
represented
by the state transition diagram. customers at time t) in which two types of events occur namely births,
Ans. The (pm is 0.4 0.3 which contributes to its increase and deaths, which contributes to its
decrease. Then the continuous time discrete random process X(t) will:
1 0.4 0.5 0.1 0.1
state space {0, t, 2, 3 } is called -a birth and death process if the
0.3 0.3 0.4 0.2 following postulates ase satisfied.
0.3
3 0.3 0.2 0.5
if X(t) = n, that is the size of the population at time ( is n or
• 7,04-
0.5 the system is in state .n, let A , n be the rate at. which
 d00
き
events Size event 4.1
( 3 (
一
5 (

B
at
( ,2 ( ( (vii) 00
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( ( Of Then に 目
P P 【
The
一
ョ
【 Probability
with ) 三
) X occu
0 the b
【一
2 Oddeath
X X X deaths
( 3 十 くen popPn Pn (t)
0 ロ
日 一
last
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(0 「

0
0 5 0.
406
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0 be and 0「 death.

occ 日 h
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a60三
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(
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 QÜeueing'Iheory 4.5
4.4 Probability and Queueing

Pte
lim - - (An Pn(t) +
Tbe birth and death processes depends on the infinite set of
differentialequations (1) and (2) and the initial conditions. car,
be shown that the set of equations (1) and (2) has a solution
P (t) for all n 2 0 and t undet very general conditions€But is
very difficult to obtain the solution analytically, except for some
-specialcases, namely,pure birth process and pure death process,
lim
i. The mutuallyexclusiveexhaustive cases we have used in the above
derivation are sometimes known as the nearest neighbour
This is true for all n 2 1 assumptions.

Since the state space has O, Definition4.1.3 Pure birth and pure death process
we find PO (t + h) by a
In a birth-death process if(hc death rates g n Ofor all n =
similar reasoning. A = O
thenthe pocess is called a pure-birth process and if the birth rates
Po(t+h) - PO(t) (1 -10 (h) +0 state diagram
for all n . then the process is called a pure-death proccs.•,.
pure-binh
That is if arrival alone is considered the process is called
processand if departurealone is considered, the process is pure-death
- PO(t) -Ach PO(t) + PI(t) 0(h) process.

po(t + h) PO(t) - -10 h Pc g) + PI (t) + o (h)t 4.1.4 Probability Pn (t) ot pure birth process X (t)
Let X (t) be a pure birth process
= O,for all n 3, ...

Let the birth rate In for all n 0, I, 2, ....

Po(t) = lim

Initial conditions PO(0) — = O for j 0.

Po(t)
Then the equations (1) and (2) of birth and death process reduce to
If the initial state is i, then the initial c.onditionsarg by
get Pn(t) (3)
Pi(0) z. 1 and Pj(0) = 0 for j i, solving (1) and (2) we Pn(t)
for n 0, which givesthe probabilitydistributionof X (t) (4)
and pto(t)
D
4.7
4.6 Probability and Queueing Queueingfheory

We shall apply Laplace transform to solve this system Ofdifferenti 12

2
equations.

The Laplace transform of Pn (t) is denoted by L [Pn (t)) 12

2
and L = J e-st Pn (t) = Fn (S)

13
3
and L LP'n(t))

ApplyingLaplace transform to (3) we get

n-

for all n 0

Y Y is the (n +1).- stage Erlang random variablewith parameter

Applying to (4) we get

Herea = n + I,
= -1 Fo(s)
fy(t) = rot + 1)
(s +1) PO(s) POO

1
PO(s)

¯
in(S)
•.1ThenL {f e
95i;.
Rcytriting (5) successively, we get

An +1
n!
 4.8
e Probability and Queuelng QueueingTheo e 4.9
77teoryo
n! Imllarlywe can derive the probability function for pure death
1
n +1, frocess by putting An = O and n = 0, 1, 2,
and g n

2,

An PPI (t)
TakingLaplace transform we get
L {4fY(t)} = Fn(s)
n
L ifY(t) = L {Pn(t)}
If Y is an (n —r + 1) stage Erlang process with parameter g, then

x fY(0 = Pn(t) e—gt (ßt)n r

rcn-r+l)
e Attn e—gt t)

L {fy(t)}

a &ribtnirn parameter1 t or Poisson•

rate
I
:
tbe Püscn
a Enb a
is also known
birth rate 1.
L{.fy
 4.11

service.
the capacity to provide
D 410 •Probability and Queueing77teoo• ismore than
for senice stations, queues
thedemand counters 'in railway
booking
1
: Ticket
For example
capacity.tcserve so that
than the
for serviceis less many facilities.
fy( t) = (f) The demand
facility time or too
9 there is lot of
idle
if there is no vehicle
for refilling
1
a petrol bunk, tbe workers are
fy(t) = Pr(t) For example: In is idle, both the pump and
petrolthen the system
FfY(t) .fdle.
theory
4,2.1Use of queueing in such a way that
customersare arrivingto service facility have
If facilities have to wait, then we
serGce
eitherthe customeror the
queueing problem.
an optimum balance between
Queueingtheoryis used to achieve
time of customers and idle time of
he cost associatedwith waiting
facilitiesso that the profit is maÆmized.
o$ervice
fib
ship, a computer
A customermaybe a person, a machine, letter, a
Since ) Pr (t) = I, we have 1 Pro Ü
ob to be processed etc.

• 2.2 Queueing system or Queueing Model

.1 r! A queueingsystemcan be dcscribed as consisting of customers
Givingfor serviceto a servicefacility,waiting for service, if it is not
4.2 QUEUEING THEORY *vailableimmediately,and leaving the service centre after being serviced.

One of the most useful areas of application of probabflitytheory There are many types of queueing systems. But all .of them can
is that of queueingtheory or the study.of waitingline phenomena. e comPletclydescribed by the following characteristics.
Queues are found everywhere in our day-to-daylife. For examplein
industries, schools, colleges, hospitals, libraries,' banks, post offices, .23 Characteristicsot queueing system or queueing
theatres, ticket booking for trains and buses etc. Queues are also" •
common in computer waiting systems, queues of enquiries waiting to
be processed by an interactive computer system. Queues of data base The input pattern or arrival pattern
rcquests, queues of input/outputrequests etc. Queueingproblem arises; The input pattern represents
in the follovhpgcases the manner in which _customers arrive
or serviceand join the queueing
system. The actual time of arrival of
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