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queueing

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You are on page 1of 61

to Queueing

Theory

Motivation

statistical behavior of phone

switches.

Queueing Systems

customers arrive.

wait their turn for service.

are serviced and then leave.

Examples

supermarket checkouts

stands.

world series ticket booths.

doctors waiting rooms etc..

Five components of a

Queueing system:

1. Interarrival-time probability

density function (pdf)

2. service-time pdf

3. Number of servers

4. queueing discipline

5. size of queue.

ASSUME

customers (i.e. long queue

does not reduce customer

number).

Assumption is bad in :

a time-sharing model.

with finite number of

customers.

if half wait for response,

input rate will be reduced.

Interarrival-time pdf

previous arrival.

list the histogram of inter-

arrival times (i.e. 10 0.1 sec,

20 0.2 sec ...).

This is a pdf character.

Service time

i.e. one customer has a

shopping cart full the other

a box of cookies.

Need a PDF to analyze this.

Number of servers

queueing systems.

food stores have a collection

of independent single-server

queues.

Queueing discipline

ing.

i.e. supermarkets are first-

come-first served.

Hospital emergency rooms

use sickest first.

Finite Length Queues

finite length: when full

customers are rejected.

ASSUME

infinite-buffer.

single-server system with

first-come.

first-served queues.

A/B/m notation

A=interarrival-time pdf

B=service-time

pdf

m=number of servers.

A,B are chosen from the set:

for Markov)

D= all customers have the same

value (D is for deterministic)

G=general (i.e. arbitrary pdf)

Analysibility

M/M/1 is known.

G/G/m is not.

M/M/1 system

of exactly n customers

arriving during an interval

of length t is given by the

Poisson law.

Poisson’s Law

( l t) - l t

n

Pn (t ) = e (1)

n!

Poisson’s Law in

Physics

radio active decay

–P[k alpha particles in t

seconds]

–l = avg # of prtcls per

second

Poisson’s Law in

Operations Research

planning switchboard

sizes

–P[k calls in t seconds]

–l =avg number of calls

per sec

Poisson’s Law in

Biology

waterpollution

monitoring

–P[k coliform bacteria in

1000 CCs]

–l =avg # of coliform

bacteria per cc

Poisson’s Law in

Transportation

planningsize of

highway tolls

–P[k autos in t minutes]

– l =avg# of autos per

minute

Poisson’s Law in

Optics

indesigning an

optical recvr

–P[k photons per sec over

the surface of area A]

–l =avg# of photons per

second per unit area

Poisson’s Law in

Communications

in designing a fiber

optic xmit-rcvr link

–P[k photoelectrons

generated at the rcvr in

one second]

–l=avg # of photoelectrons

per sec.

l - Rate parameter

(time distance volume...)

Analysis

l = interarrival rate = 10 cust. per min

n = the number of customers = 100

we should get 100 custs in

10 minutes (max prob).

To obtain numbers

with a Poisson pdf,

you can write a

program:

Acceptance

Rejection Method

Prove:

Poisson arrivals gene-

rate an exponential

interarrival pdf.

The M/M/1 queue in

equilibrium

queue

server

State of the system:

system.

3 in the queue.

1 in the server.

Memory of M/M/1:

in the server has already spent

being served is independent of

the probability of the

remaining service time.

Memoryless

(a popular item with queueing

theorists, and a feature unique

to exponential pdfs).

.

P k = equilibrium prob

that there are k in system

Birth-death system

serviced a customer moves

to the next state.

This is like a

nondeterminis-tic finite-

state machine.

State-transition Diagram

diagram is called a Markov

chain model.

Directed branches represent

transitions between the states.

Exponential pdf parameters

appear on the branch label.

Single-server queueing

system

lPo l P1 l P k -1 lP k

0 1 2 ... k-1 k k+1

P1 P 2 P k P k +1

Symbles:

l P0= mean number of transitions/ sec

from state 0 to 1

= mean service rate (cust./sec)

P1 = mean number of transitions/ sec

from state 1 to 0

States

State 1 = cust. in server

State 2 = cust in server, 1

cust in queue etc...

Probalility of Given State

invariant if system is in

equilibrium.

The prob. of k cust’s in system

is constant.

Similar to AC

a node

is called detailed balancing

the number leaving a node

must equal the number

entering

Derivation

3 l P 0 = P 1

lP0

3a P1 =

4 l P1 = P 2

l P1

4a P2 =

by 3a

lP0

l 2

l P0

4 P2 = = P2 = 2

since

5 l P k = P k+1

then:

k

l P0 k

6 P k = k = P0

l

where = = traffic intensity < 1

since all prob. sum to one

6a k

P0 = 1 = P0 k

=1

k=0 k =0

1

7 k

=

1-

k=0

1

=

k

k=0 1-

multiply and simplify:

k

- =1

k

k=0 k=0

So k

- = = 1

k 0

k=0 k =1

Q.E.D.

subst 7 into 6a

6a P0

k

=1

k =0

P0

7a =1 and

1-

7b P0 = 1-

=prob server is empty

subst into

k

l P0 k

6 P k = k = P0

yields:

k

8 P k = (1 - )

Mean value:

the system

To compute the average (mean)

value use:

8a E[k ] = kPk

k= 0

Subst (8) into (8a)

k

8 P k = (1- )

8a E[k ] = kPk

k= 0

we obtain

8b E[k] = k(1- ) k

= (1- ) k k

k= 0 k=0

differentiate (7) wrt k

1

7 k

=

1-

k=0

we get

1 1

8c Dk = Dk

k

= k =

k -1

k=0 1- k =0 (1- ) 2

multiply both sides of

(8c) by

8d k = (1 - )2

k

k=0

9 E[k] = N = (1- ) 2 =

(1- ) (1- )

Relationship of , N

80

60

40

20

rho

0 0.2 0.4 0.6 0.8 1

0

T and l

arrival and departure, including

service.

l = mean arrival rate (cust. /sec)

Little’s result:

Little’s result:

N / l 1/ 1

10 T= = = =

l 1- 1- - l

For example:

A public bird bath has a

mean arrival rate of 3

birds/min in Poisson

distribution.

Bath-time is exponentially

distributed, the mean bath

time being 10 sec/bird.

Compute how long a bird

waits in the Queue (on

average):

= mean arrival rate

1 bird

= 0.1 bird / sec =

10 sec

= mean service rate

Result:

seconds/bird =(1/ service rate)

1 1

T= = = 20 sec

- l 0.1- 0.05

Mean Queueing Time

waiting time in the system

minus the time being served,

20-10=10 seconds.

M/G/1 Queueing System

Tannenbaum says that the

mean number of customers in

the system for an M/G/1

queueing system is:

2

2 1 Cb

11 N =

2(1 - )

This is known as the

Pollaczek-Khinchine equation.

What is Cb

standard deviation

Cb =

mean

Note:

any service-time distribution.

For identical service time

means, the large standard

deviation will give a longer

service time.

Introduction

to Queueing

Theory

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