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FACULTY OF ENGINEERING
DEPARTMENT OF ELECTRICAL AND ELECTRONICS
BACHELOR'S OF ENGINEERING IN TELECOMMUNICATION ENGINEERING

COURSE UNIT: TRANSMISSION AND SWITCHING SYSTEMS

COURSE CODE: TETE 4103
LECTURER: ISABIRYE
NAME: MUWANGUZI PETER
REG NO: 17/U/9230/ETE/PE
YEAR FOUR
Assignment:
Write short notes about Queueing models below
1) M/M/1
2) M/M/s
3) M/M/∞

SUBMISSION DATE: 17/05/2021

M/M/1 queue
Model Definition
An M/M/1 queue is a stochastic process whose state space is the set {0,1,2,3,...} where the value
corresponds to the number of customers in the system, including any currently in service.
● Arrivals occur at rate λ according to a Poisson process and move the process from state
i to i + 1.
● Service times have an exponential distribution with rate parameter μ in the M/M/1 queue,
where 1/μ is the mean service time.
● A single server serves customers one at a time from the front of the queue, according to
a first-come, first-served discipline. When the service is complete the customer leaves
the queue and the number of customers in the system reduces by one.
● The buffer is of infinite size, so there is no limit on the number of customers it can
contain.
The model can be described as a continuous time Markov chain with transition rate matrix on the
state space {0,1,2,3,...}.

This is the same continuous time Markov chain as in a birth–death process. The state space
diagram for this chain is as below.
Transient solution
We can write a probability mass function dependent on t to describe the probability that the M/M/1
queue is in a particular state at a given time. We assume that the queue is initially in state i and write
pk(t) for the probability of being in state k at time t.

Stationary analysis
The model is considered stable only if λ < μ. If, on average, arrivals happen faster than service
completions the queue will grow indefinitely long and the system will not have a stationary
distribution. The stationary distribution is the limiting distribution for large values of t.
Various performance measures can be computed explicitly for the M/M/1 queue. We write ρ = λ/μ for
the utilization of the buffer and require ρ < 1 for the queue to be stable. ρ represents the average
proportion of time which the server is occupied.

Average number of customers in the system

The probability that the stationary process is in state i (contains i customers, including those in
service) is

We see that the number of customers in the system is geometrically distributed with parameter 1 −
ρ. Thus the average number of customers in the system is ρ/(1 − ρ) and the variance of the number
2
of customers in the system is ρ/(1 − ρ) . This result holds for any work conserving service regime,
such as processor sharing.
Busy period of server
The busy period is the time period measured between the instant a customer arrives to an empty
system until the instant a customer departs leaving behind an empty system. The busy period has
probability density function

where I1 is a modified Bessel function of the first kind, obtained by using Laplace transforms and
inverting the solution.
The Laplace transform of the M/M/1 busy period is given by

which gives the moments of the busy period, in particular the mean is 1/(μ − λ) and variance is given
by

Response time
The average response time or sojourn time (total time a customer spends in the system) does not
depend on scheduling discipline and can be computed using Little's law as 1/(μ − λ). The average
time spent waiting is 1/(μ − λ) − 1/μ = ρ/(μ − λ). The distribution of response times experienced does
depend on scheduling discipline.

First-come, first-served discipline

For customers who arrive and find the queue as a stationary process, the response time they
[
experience (the sum of both waiting time and service time) has transform (μ − λ)/(s + μ − λ) and
therefore probability density function
Processor sharing discipline

In an M/M/1-PS queue there is no waiting line and all jobs receive an equal proportion of the service
capacity. Suppose the single server serves at rate 16 and there are 4 jobs in the system, each job
will experience service at rate 4. The rate at which jobs receive service changes each time a job
arrives at or departs from the system.
For customers who arrive to find the queue as a stationary process, the Laplace transform of the
distribution of response times experienced by customers was published in 1970, for which an
integral representation is known. The waiting time distribution (response time less service time) for a
customer requiring x amount of service has transform

where r is the smaller root of the equation

The mean response time for a job arriving and requiring amount x of service can therefore be
computed as x μ/(μ − λ). An alternative approach computes the same results using a spectral
expansion method.
M/M/c queue
Model definition
An M/M/c queue is a stochastic process whose state space is the set {0, 1, 2, 3, ...} where the value
corresponds to the number of customers in the system, including any currently in service.
● Arrivals occur at rate λ according to a Poisson process and move the process from state
i to i+1.
● Service times have an exponential distribution with parameter μ. If there are fewer than c
jobs, some of the servers will be idle. If there are more than c jobs, the jobs queue in a
buffer.
● The buffer is of infinite size, so there is no limit on the number of customers it can
contain.
The model can be described as a continuous time Markov chain with transition rate matrix on the
state space {0, 1, 2, 3, ...}.

The model is a type of birth–death process. We write ρ = λ/(c μ) for the server utilization and require
ρ < 1 for the queue to be stable. ρ represents the average proportion of time which each of the
servers is occupied (assuming jobs finding more than one vacant server choose their servers
randomly).
The state space diagram for this chain is as below.
Stationary analysis

Number of customers in the system

If the traffic intensity is greater than one then the queue will grow without bound but if server
λ
utilization ρ = 𝑐μ < 1then the system has a stationary distribution with probability mass function

where πk is the probability that the system contains k customers.

The probability that an arriving customer is forced to join the queue (all servers are occupied) is
given by

[4]
which is referred to as Erlang's C formula and is often denoted C(c, λ/μ) or E2,c(λ/μ). The average
number of customers in the system (in service and in the queue) is given by
Busy period of server
The busy period of the M/M/c queue can either refer to:
● full busy period: the time period between an arrival which finds c−1 customers in the
system until a departure which leaves the system with c−1 customers
● partial busy period: the time period between an arrival which finds the system empty until
a departure which leaves the system again empty.
+
WriteTk = min( t: k jobs in the system at time 0 and k − 1 jobs in the system at time t) and ηk(s) for
the Laplace–Stieltjes transform of the distribution of Tk. Then

1. For k > c, Tk has the same distribution as Tc.

2. For k = c,

3. For k < c,

Response time
The response time is the total amount of time a customer spends in both the queue and in service.
The average response time is the same for all work conserving service disciplines and is

Customers in first-come, first-served discipline

The customer either experiences an immediate exponential service, or must wait for k customers to be
served before their own service, thus experiencing an Erlang distribution with shape parameter k + 1.
Customers in processor sharing discipline

In a processor sharing queue the service capacity of the queue is split equally between the jobs in
the queue. In the M/M/c queue this means that when there are c or fewer jobs in the system, each
job is serviced at rate μ. However, when there are more than c jobs in the system the service rate of

each job decreases and is

where n is the number of jobs in the system. This means that arrivals after a job of interest can
impact the service time of the job of interest. The Laplace–Stieltjes transform of the response time
distribution has been shown to be a solution to a Volterra integral equation from which moments can
be computed. An approximation has been offered for the response time distribution.

Finite capacity
In an M/M/c/K queue only K customers can queue at any one time (including those in service). Any
further arrivals to the queue are considered "lost". We assume that K ≥ c. The model has transition
rate matrix

on the state space {0, 1, 2, ..., c, ..., K}. In the case where c = K, the M/M/c/c queue is also known as
the Erlang–B model.

Stationary analysis
Stationary probabilities are given by
The average number of customers in the system is

and the average response time for a customer is

Heavy-traffic limits
Writing X(t) for the number of customers in the system at time t, it can be shown that under three
different conditions the process

converges to a diffusion process.

2
1. Fix μ and c, increase λ and scale by n = 1/(1 − ρ) .
2. Fix μ and ρ, increase λ and c, and scale by n = c.
3. Fix as a constant β where

2
and increase λ and c using the scale n = c or n = 1/(1 − ρ) . This case is called the
Halfin–Whitt regime.
M/M/∞ queue
Model definition
An M/M/∞ queue is a stochastic process whose state space is the set {0,1,2,3,...} where the value
corresponds to the number of customers currently being served. Since, the number of servers in
parallel is infinite, there is no queue and the number of customers in the systems coincides with the
number of customers being served at any moment.
● Arrivals occur at rate λ according to a Poisson process and move the process from state
i to i + 1.
● Service times have an exponential distribution with parameter μ and there are always
sufficient servers such that every arriving job is served immediately. Transitions from
state i to i − 1 are at rate iμ
The model has transition rate matrix

The state space diagram for this chain is as below.

Transient solution
Assuming the system starts in state 0 at time 0, then the probability the system is in state j at time t
can be written as

from which the mean queue length at time t can be computed (writing N(t) for the number of
customers in the system at time t given the system is empty at time zero).

Response time
The response time for each arriving job is a single exponential distribution with parameter μ. The
average response time is therefore 1/μ.

Maximum number of customers in the system

Given the system is in equilibrium at time 0, we can compute the cumulative distribution function of
the process maximum over a finite time horizon T in terms of Charlier polynomials.

Congestion period
The congestion period is the length of time the process spends above a fixed level c, starting timing
from the instant the process transitions to state c + 1. This period has mean value

Stationary analysis
The stationary probability mass function is a Poisson distribution

so the mean number of jobs in the system is λ/μ.

The stationary distribution of the M/G/∞ queue is the same as that of the M/M/∞ queue.
Heavy traffic
Writing Nt for the number of customers in the system at time t as ρ → ∞ the scaled process

converges to an Ornstein–Uhlenbeck process with normal distribution and correlation parameter 1,

defined by the Itō calculus as

where W is a standard Brownian motion.