SPM - Lecture - Part2 - Queueing

Queueing Systems
Copyright : Nahrstedt, Angrave, Abdelzaher, Caccamo
Copyright : Nahrstedt, Angrave, Abdelzaher
Content of This Lecture

Goals:
Introduction to Principles for Reasoning

about Process Management/Scheduling
Things covered in this lecture:

Introduction to Queuing Theory

2
Queueing Model
Random Arrivals modeled as Poisson process
Service times follow exponential distribution
Discussion
If a bus arrives at a bus stop every 15

minutes, how long do you have to wait
at the bus stop assuming you start to
wait at a random time?
Discussion
The mean value is (0+15)/2 = 7.5 minutes

What assumption have you made about the
distribution of your arrival time?
Discussion
The mean value is (0+15)/2 = 7.5 minutes

What assumption have you made about the
distribution of your arrival time?
The above mean assumes that your arrival time to
the bus station is uniformly distributed within [0, 15]
6
Queuing Theory (M/M/1 queue)

Server
ARRIVAL RATE
(Poisson process)
Input Queue
SERVICE RATE
the distribution of inter-arrival times between two consecutive arrivals is

exponential (arrivals are modeled as Poisson process)
service time is exponentially distributed with parameter
M/M/1 queue
The M/M/1 queue assumes that arrivals are a Poisson process and the
service time is exponentially distributed.
Interarrival times of a Poisson process are IID (Independent and Identically
Distributed) exponential random variables with parameter
- independent from each other!
Arrival times:
- each interarrival i follows

an exponential distribution
2
t
Arrival rate
Service rate
CPU
Appendix: exponential
distribution
If is the exponential random variable describing the distribution of interarrival times between two consecutive arrivals, it follows that:
A(t ) = P{ t} = 1 e
cumulative distribution
function (cdf)
The probability density function (pdf) is:
d
t
a(t ) = A(t ) = e
dt
Arrival rate
Service rate
CPU
t
Probability to have the first
arrival within is 1-e-
Queueing Theory
Queuing theory assumes that the queue is in a steady state
M/M/1 queue model:

Poisson arrival with constant average arrival rate (customers per unit time)
Each arrival is independent.
Interarrival times are IID (Independent and Identically Distributed) exponential
random variables with parameter
What are the odds of seeing the first arrival
before time t?
P{ t} = 1 e t
See http://en.wikipedia.org/wiki/Exponential_distribution
for additional details
Analysis of Queue Behavior

Poisson arrivals: probability n customers arrive within time interval t is
(t )
n!
11

n
t
e (t )
Probability n customers arrive within time interval t is:
n!
Do you see any connection between previous formulas and the above one?
12

n
t
e (t )
Probability n customers arrive in time interval t is:
n!
Do you see any connection between previous formulas and the above one?
Consider the waiting time until the first arrival. Clearly that time is more
than t if and only if the number of arrivals before time t is 0.
P( > t ) =
(t )
0!
= e t
P( t ) = 1 P( > t ) = 1 e t
13
Littles Law in queuing theory

The average number L of customers in a stable system is equal to the average

arrival rate times the average time W a customer spends in the system
It does not make any assumption about the specific probability distribution followed by the
interarrival times between customers
Wq= mean time a customer spends in the queue
= arrival rate
Lq = Wq
W = mean time a customer spends in the entire system (queue+server)
L=W
number of customers in queue
number of customers in the system
In words average number of customers is arrival rate times average waiting time
14
Analysis of M/M/1 queue

model
= <1
Server Utilization:
mean time Ws a customer spends in the server is 1/, where is the service rate.
According to M/M/1 queue model, the expected number of customers in the

Queue+Server system is:
L=
Quiz: how can we derive the average time W in the system, and the average
time Wq in the queue?
15
Analysis of M/M/1 queue

model
Quiz: how can we derive the average time W in the system, and the average time
Wq in the queue?
Use Littles theorem
Time in the system is:
Time in the queue is:
1
W =

Wq =
Try to derive them using

Littles Law!
Number of customers in the queue is:
2
Lq =
1
16
Hamburger Problem
7 Hamburgers arrive on average every time unit
8 Hamburgers are processed by Joe on average every unit
1.
Av. time hamburger waiting to be eaten? (Do they get cold?) Ans = ????
2.
Av number of hamburgers waiting in queue to be eaten? Ans = ????
Queue
17
Hamburger Problem
7 Hamburgers arrive on average every time unit
8 Hamburgers are processed by Joe on average every unit
1)
2)
How long is a hamburger waiting to be eaten? (Do they get cold?) Ans = 7/8
time units
How many hamburgers are waiting in queue to be serviced? Ans = 49/8
Queue
18
Example: How busy is the

server?
=3
=2
19
Example: How busy is the

server?
=2
=3
66%
20
How long is an eater in the

system?
=3
=2
21
How long is an eater in the

system?
=3
=2
1 = 1/(3-2)= 1
W =
22
How long is someone in the

queue?
=3
=2
How long is someone in the

queue?
=3
=2
Wq =
= .66 =.66
3 2
24
How many people in queue?

=3
=2
How many people in queue?

=3
=2
2 .662
Lq =
=
=1.33
1 1.66
26
Interesting Fact
As approaches one, the queue length

becomes infinitely large.
27
Until Now We Looked at Single

Server, Single Queue
ARRIVAL RATE
Server
Input Queue
SERVICE RATE
28
Sum of Independent Poisson Arrivals

ARRIVAL RATE 1
ARRIVAL RATE 2
Server
Input Queue
SERVICE RATE
If two or more arrival processes are independent and Poisson with parameter i,
then their sum is also Poisson with parameter equal to the sum of i
= 1+ 2
29
As long as service times are

exponentially distributed...
SERVICE RATE 1
Server
ARRIVAL RATE
Combined =
1+
2
Input Queue
Server
SERVICE RATE 2
30
Question: McDonalds Problem
A) Separate Queues per Server

B) Same Queue for Servers
Quiz: if WA is waiting time for system A, and WB is waiting time for system
B, which queuing system is better (in terms of waiting time)?
31
X = lamda; u = mikro; p = epsilon

Scenario A; x=2 & u=4

P = 2/4 = 0.5
Wq = p/(u-x) = 0.5/(4-2) = 0.5/2 =

0.25 seconds
32
X = lamda; u = mikro; p = epsilon

Scenario B; x=2 & u=4

Xt = x1 + x2+x3 = 6
Ut = U1+U2+U3 = 12
P = 6/(3*4) = 6/12 = 0.5

Wq = p/(Ut-Xt) = 0.5/(12-6) = 0.5/6 = 0.0833
seconds
33

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Queueing Systems

Copyright : Nahrstedt, Angrave, Abdelzaher, Caccamo

Copyright : Nahrstedt, Angrave, Abdelzaher

Content of This Lecture

Introduction to Principles for Reasoning

Things covered in this lecture:

Introduction to Queuing Theory

Copyright : Nahrstedt, Angrave, Abdelzaher

Random Arrivals modeled as Poisson process

Service times follow exponential distribution

Copyright : Nahrstedt, Angrave, Abdelzaher

If a bus arrives at a bus stop every 15

Copyright : Nahrstedt, Angrave, Abdelzaher

The mean value is (0+15)/2 = 7.5 minutes

Copyright : Nahrstedt, Angrave, Abdelzaher

The mean value is (0+15)/2 = 7.5 minutes

Copyright : Nahrstedt, Angrave, Abdelzaher

Queuing Theory (M/M/1 queue)

the distribution of inter-arrival times between two consecutive arrivals is

- independent from each other!

- each interarrival i follows

The probability density function (pdf) is:

Copyright : Nahrstedt, Angrave, Abdelzaher

Queuing theory assumes that the queue is in a steady state

M/M/1 queue model:

Copyright : Nahrstedt, Angrave, Abdelzaher

Analysis of Queue Behavior

Poisson arrivals: probability n customers arrive within time interval t is

Copyright : Nahrstedt, Angrave, Abdelzaher

Analysis of Queue Behavior

Copyright : Nahrstedt, Angrave, Abdelzaher

Analysis of Queue Behavior

Copyright : Nahrstedt, Angrave, Abdelzaher

Littles Law in queuing theory

The average number L of customers in a stable system is equal to the average

Wq= mean time a customer spends in the queue

W = mean time a customer spends in the entire system (queue+server)

number of customers in queue

number of customers in the system

Copyright : Nahrstedt, Angrave, Abdelzaher

Analysis of M/M/1 queue

According to M/M/1 queue model, the expected number of customers in the

Copyright : Nahrstedt, Angrave, Abdelzaher

Analysis of M/M/1 queue

Time in the system is:

Time in the queue is:

Try to derive them using

Number of customers in the queue is:

Copyright : Nahrstedt, Angrave, Abdelzaher

7 Hamburgers arrive on average every time unit

8 Hamburgers are processed by Joe on average every unit

Av number of hamburgers waiting in queue to be eaten? Ans = ????

Copyright : Nahrstedt, Angrave, Abdelzaher

7 Hamburgers arrive on average every time unit

8 Hamburgers are processed by Joe on average every unit

Copyright : Nahrstedt, Angrave, Abdelzaher

Example: How busy is the

Copyright : Nahrstedt, Angrave, Abdelzaher

Example: How busy is the

Copyright : Nahrstedt, Angrave, Abdelzaher

How long is an eater in the

Copyright : Nahrstedt, Angrave, Abdelzaher

How long is an eater in the