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RV College of
Engineering

18IM52 - Decision Science II


(Stochastic Models)
Unit I - Queuing Models
Prof. Vivekanand S Gogi
vivekanands@rvce.edu.in
9449624424
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Engineering Examples of Real World Queuing Systems?
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v Queue discipline: The logical ordering of customers in a queue that


determines which customer is chosen for service when a server becomes
free, for example:
– Fitrst – In – Fitrst - Out (FIFO)
– Last – In – First – Out (LIFO)
– Service In Random Order (SIRO )
– Shortest Processing Time First (SPT)
– Service according to Priority (PR)
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Kendal’s Notation: A / B / s / K / n / D
A – Arrival Process, Inter arrival times distribution. It can be either of these
M = Represents Markovian or Memory less property like Poisson process.
D = Deterministic (Constant)
G = General distribution
B – Service distribution. It can be either of these
M = Represents Markovian or Memory less property like Exponential service
time.
D = Deterministic (Constant)
G = General distribution
s – Number of servers
K – System ’ s capacity (e.g. maximum number of customers in the system
including the one being served). Typically, we omit this when it’s infinity.
n – Population size. Usually we consider Infinity for this.
D – Queue Discipline like FIFO, LIFO, Random etc.
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M/M/1: Infinity

i.Arrival Process: The First “ M ” represents memory less property i.e.


Poisson arrival process. The customer arrival rate is represented by λ.
ii.Service Distribution: The Second “ M ” represents memory less
property i.e. exponential service time. The service rate is represented by
“µ” and the mean of Exponential distribution is given by 1/ µ.
iii.1: represents the number of server.
iv.Infinity: Represents that the Queue length can be infinite. Off course
we know that in real world this cannot be true.
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M/M/c: 10

i.Arrival Process:“M”represents memory less i.e. Poisson Process


ii.Service Distribution: “ M ” represents memory less i.e. exponential
service time
iii.c: Represents the number of Servers like 2 in our case.
iv.10: Represents the maximum length of the Queue.
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Interested in getting the value for below parameters for a given Queueing
System:
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Single server Poisson Queue model –I


(M/M/1):( ∞/FIFO)
(Single server / Infinite Queue)
•Here arrival follows a Poisson distribution and services
follows an exponential distribution.
•Assume the arrival rate is λ and service rate is μ.
•Birth – Death processes equation is
Classification of Queuing Models
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Steady State Equations


The steady state equations can got by substituting
λn=λ
μn=μ
λ◘ μ for all in (A)
Hence the steady state equations are given by
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Values of Po and Pn
By using the equations of (1) and (2) we can get values of Po and Pn by

Hence
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Average number (Ls) of customers in the system:


Let n be the customers in the system.
Then
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Remarks:
1.By the average number of customers Ls in the system, we mean the
number of customers in the queue + the person who is getting serviced.
2.To calculate the expected number of customers or average number of
customers in the system we can use the formula given by (5) and (6)
3.The average number of customers in the system can also denoted as
E(n).
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Average number of customers in the Queue (Lq):


Let n be the customers in the system. Then
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Remarks:

1.By the average number of customers in the queue we mean the number
of customers in the queue excluding the person who is getting serviced.

2.To calculate the expected number of customers or average number of


customers in the queue we can use the formula given (7) or (8).

3.The average number of customers in the system can also denoted


E(Nq)
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The value of Lq can also be calculated by

Probability that the number of customers in the system exceeds k.


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Average number Lw of customers in the non empty


queue:
Since the queue is non empty, we have
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Average waiting time of a customers in the system:


Let Ws be the waiting time of a customer in the system. Then Ws
follows a exponential distribution with parameter μ-λ.

(since, if λ is the parameter of the exponential distribution then the


mean of the Distribution is 1/λ)
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Average waiting time of the customer in the queue:


Let Wq be the waiting time of a customer in the system. Then

Probability that the waiting time of a customer in the system exceeds t.


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Probability density function of the waiting time in the


system:
Let Wq be the continuous random variable that represents the waiting
time of a customer in the system. Note that this waiting time does not
include the waiting time of the customer in service.
Let its p.d.f be g(w) and let g(w/n) be the density function of Wq subject
to the condition that there are n customers in the system when the
customer arrives.
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Now g(w/n)= p.d.f of sum of n service times. Hence

Hence (18) becomes


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Little’s Formula:
We have a relation between Ws,Wq,Ls,Lq given as follows

Remark:
Using Little’s formula, if one value is calculated then the other 3 values
can be found using the above relation
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Engineering Problems Go, change the world

1. Arrival rate of telephone calls at a telephone booth is according to the Poisson


distribution with an average time of 9 minutes between two consecutive arrivals.
The length of telephone call is assume to be exponentially distributed with mean
3 minutes.
a. Determine the probability that a person arriving at the booth will have to
wait.
b. Find the average Queue length that forms from time to time.
c. The telephone company will install a second booth when convinced that an
arrival would expect to have to wait at least four minutes for the phone.
Find the increase in flow of arrivals which will justify a second booth.
d. What is the probability that an arrival will have to wait for more than 10
minutes before the phone is free?
e. What is the probability that anarrival will have to wait for more than 10
minutes before the phone is available and the call is also complete?
f. Find the fraction of a day that the phone will be in use.
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Solution:
Step 1: Model identification
Since there is only one telephone booth, the number of service channels is
one. Also, since any number of customers can enter the booth, the capacity of
the system is infinity. Hence this problem comes under the model
(M/M/F/1):(∞/FCFS)
(Single server, Infinite queue)
Step 2: Given data
Arrival rate

Service rate
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Step 3: To find the following


• The probability that a person arriving at the booth will have to wait i.e.
• The average queue length that forms from time to time i.e. Ls
• The increase in flow of arrivals which will justify a second booth (we
need to apply a different technique)
• The probability that an arrival will have to wait for more than 10
minutes before the phone is free i.e. P(Ws>10)
• The probability that anarrival will have to wait for more than 10
minutes before the phone is available and the call is also complete i.e.
probability (time in system > 10)
• Find the fraction of a day that the phone will be in use. i.e.. ρ.
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Step 4 : Required computations


•Probability that a person will have to wait

•Average queue length that forms from time to time


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• Average waiting time in the queue


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嗗Probability of waiting time more than 10 minutes = P (Ws > 10)


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• Probability (time in system > 10)


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The expected fraction of day that the phone will be in use is equal to
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2.Customers arrive at a one man barber shop according to a Poisson process


with an mean inter-arrival time of 12 minutes. customers spend a average
of 10 minutes in the barber’s chair.
a.What is the expected number of customers in the barber shop and in the
queue?
b.Calculate the percent of time an arrival can walk straight into the barber’s
chair without having to wait
c.How much time can a customer expect to spend in the barber’s shop?
d.Management will provide another chair and hire another barber, when the
customer’s waiting time in the shop exceeds 1.25Hr. How much must the
average rate of arrivals increase to warrant a second barber?
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Step 1: Model Identification


Since there is only one barber, the number of service channels is one. Also,
since any number of persons can enter the barber shop, the capacity of the
system is infinity. Hence this problem comes under the model
( M / M /1 ) : ( ∞ / FCFS ).
(Single server / infinite Queue)
Step 2: Given Data
Mean arrival rate, 1/λ= 12
Therefore λ= 1/12 per minute
Mean service rate, 1/μ= 10
Therefore μ = 1/10 per minute
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Step 3: To find the following:


a.Expected number of customers in the system i.e., Ls

Expected number of customers in the queue i.e., Lq

b.P (a customer straightly goes to the barber’s chair) i.e., Po

c.The time can a customer expect to spend in the barber’s shop i.e.,Ws

d.The new arrival rate λr (say) , if Ws > 75

e.Average time customers spend in the queue i.e.,Wq


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Step 4: Required computations


a. Expected number of customers in the system

Expected number of customers in queue


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b) P( a customer straightly goes to the barber’s chair)


= P(no customer in the system)
(i.e., the system is idle)

∴ Percentage of time on arrival need not wait = 16.7


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Consider the following single-server queue: the inter-arrival time is expo-


nentially distributed with a mean of 10 minutes and the service time is also
exponentially distributed with a mean of 8 minutes, find the (i) mean wait in
the queue, (ii) mean number in the queue, (iii) the mean wait in the system,
(iv) mean number in the system and (v) proportion of time the server is idle.
Solution: We have an M/M/1 system. We also have: λ = 1/10; μ = 1/8.
Hence, ρ = 8/10.
Then:
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Consider the following single-server queue: the inter-arrival time is


exponentially distributed with a mean of 10 minutes and the service time
has the uniform distribution with a maximum of 9 minutes and a
minimum of 7 minutes, find the
(i) mean wait in the queue,
(ii) mean number in the queue,
(iii) the mean wait in the system,
(iv) mean number in the system and
(v) proportion of time the server is idle.
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Solution: We have an M/G/1 system. We also have: λ = 1/10;


the mean service time will be (7 + 9)/2 = 8, i.e., μ = 1/8.
The variance of the service time, σ's 2 will equal (9 − 7) 2 /12 = 1/3. Also,
ρ = 8/10. Then:
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A T.V repairman repair the sets in the order in which they arrive and
expects that the time required to repair a set has an ED with mean 30mins.
The sets arrive in a Poisson fashion at an average rate of 10/8 hrs a day.

(a) What is the expected idle time / day for the repairman?

b) How many TV sets will be there awaiting for the repair?


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Illustration – Disaggregating a Poisson Process


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Steady-State Behavior of M/M/c/∞/∞System


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