Professional Documents
Culture Documents
to Queueing
Theory
Motivation
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
a time-sharing model.
with finite number of
customers.
if half wait for response,
input rate will be reduced.
Interarrival-time pdf
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:
M/M/1 is known.
G/G/m is not.
M/M/1 system
( 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
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:
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:
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
k=0 1-
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:
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
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):
standard deviation
Cb =
mean