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Nur Aini Masruroh

Queuing Theory
Outlines
Introduction
Birth-death process
Single server model
Multi server model
Introduction
Involves the mathematical study of queues or waiting
line.
The formulation of queues occur whenever the demand
for a service exceeds the capacity to provide that service.
Decisions regarding the amount of capacity to provide
must be made frequently in industry and elsewhere.
Queuing theory provides a means for decision makers to
study and analyze characteristics of the service facility for
making better decisions.
Basic structure of queuing model
Customers requiring service are generated over time by
an input source.
These customers enter the queuing system and join a
queue.
At certain times, a member of the queue is selected for
service by some rule know as the service disciple.
The required service is then performed for the customer
by the service mechanism, after which the customer
leaves the queuing system
The basic queuing process
Input
source
Queue
Service
mechanism
Customers
Served
Customers

Queuing system
Characteristics of queuing models
Input or arrival (interarrival) distribution
Output or departure (service) distribution
Service channels
Service discipline
Maximum number of customers allowed in the system
Calling source
Kendall and Lees Notation
Kendall and Lee introduced a useful notation representing
the 6 basic characteristics of a queuing model.
Notation: a/b/c/d/e/f
where
a = arrival (or interarrival) distribution
b = departure (or service time) distribution
c = number of parallel service channels in the system
d = service disciple
e = maximum number allowed in the system (service +
waiting)
f = calling source
Conventional Symbols for a, b
M = Poisson arrival or departure distribution (or equivalently
exponential distribution or service times distribution)
D = Deterministic interarrival or service times
Ek = Erlangian or gamma interarrival or service time
distribution with parameter k
GI = General independent distribution of arrivals (or
interarrival times)
G = General distribution of departures (or service times)
Conventional Symbols for d
FCFS = First come, first served
LCFS = Last come, first served
SIRO = Service in random order
GD = General service disciple
Transient and Steady States
Transient state
The system is in this state when its operating
characteristics vary with time.
Occurs at the early stages of the systems operation
where its behavior is dependent on the initial conditions.

Steady state
The system is in this state when the behavior of the
system becomes independent of time.
Most attention in queuing theory analysis has been
directed to the steady state results.
Queuing Model Symbols
n = Number of customers in the system
s = Number of servers
pn(t) = Transient state probabilities of exactly n customers
in the system at time t
pn = Steady state probabilities of exactly n customers in the
system
= Mean arrival rate (number of customers arriving per unit
time)
= Mean service rate per busy server (number of
customers served per unit time)
Queuing Model Symbols (Contd)
= / = Traffic intensity
W = Expected waiting time per customer in the system
Wq = Expected waiting time per customer in the queue
L = Expected number of customers in the system
Lq = Expected number of customers in the queue
Relationship Between L and W
If
n
is a constant for all n, it can be shown that
L = W
L
q
= W
q
If
n
are not constant then can be replaced in the above
equations by
bar
,the average arrival rate over the long
run.
If n is a constant for all n, then
W = W
q
+ 1/
Relationship Between L and W (contd)
These relationships are important because:
They enable all four of the fundamental quantities L, W,
Lq and Wq to be determined as long as one of them is
found analytically.
The expected queue lengths are much easier to find than
that of expected waiting times when solving a queuing
model from basic principles.
Birth and Death Process
Most elementary queuing models assume that the inputs
and outputs of the queuing system occur according to the
birth and death process.
Birth :Refers to the arrival of a new customer into the
queuing system.
Death: Refers to the departure of a served customer.
Except for a few special cases, analysis of the birth and
death process is very difficult when the system is in
transient condition.
However, it is relatively easy to derive the probability
distribution of p
n
after the system has reached a steady
state condition.
Rate Diagram for the Birth and Death
Process
Rate In = Rate Out Principle
For any state of the system n, the mean rate at which
the entering incidents occurs must equal the mean
rate at which the leaving incidents.
Balance equation
The equations for the rate diagram can be formulated as
follows:
State 0:
1
p
1
=
0
p
0
State 1:
0
p
0
+
2
p
2
= (
1
+
1
)p
1
State 2:
1
p
1
+
3
p
3
= (
2
+
2
)p
2

.
State n:
n-1
p
n-1
+
n+1
p
n+1
= (
n
+
n
)p
n

.
Balance equation (contd)
0
1
0
1
1
2 1
1 1 0
0
1
1 1
0 2 1
0 0
0
0
1 1
0 2 1
0
1 2 3
0 1 2
3
0
1 2
0 1
2
0
1
0
1
or
1
1
hence and
1 or 1 obtain we 1 Using
: State
: 2 State
: 1 State
: 0 State
p c p
c
p
p p p p
p p n
p p
p p
p p
n n
n
n
n
n
n
n
n n
n n
n
n
n n
n n
n
=
+
=
(

+ = + = =
=
=
=
=

c
n
Balance equation (contd)
Expected number of customers in the system


Expected number of customers in the queue:


Furthermore
where is the average arrival rate over the long run
It given by

=
=
0 n
n
np L

=
=
s n
n q
p s n L ) (

q
q
L
W
L
W = = ,

=
=
0 n
n n
p
Single server queuing models
M/M/1/FCFS// Model
when the mean arrival rate n and mean service n are all constant
we have

( ) ,... 2 , 1 for , 1
Thus
1
1
1
1
1
where
,... 2 , 1 for ,
Therefore
,... 2 , 1 for ,
1 1
0
1
0
0
= =
=
|
|
.
|

\
|

= |
.
|

\
|
=
|
.
|

\
|
+
=
= =
= =
|
.
|

\
|
=

n p
p
n p p
n c
n
n
n
n
n
n
n
n
n
n
n

Single server queuing models (contd)


Consequently

=
|
|
.
|

\
|

= |
.
|

\
|
=
= =

=
1 1
1
1
) 1 ( ) 1 (
) 1 ( ) 1 (
0
0 0
d
d
d
d
d
d
n L
n
n
n
n
n
n
Single server queuing models (contd)
( )

= =

= =

= + = =

=
q
q
n
n q
L
W
L
W
p L p n L
1
is time waiting expected The
) (
1 ) 1 (
Similarly
2
0
1
Multi server queuing models
M/M/s/FCFS// Model
When the mean arrival rate
n
and mean service

n
, are all constant, we have the following rate
diagram
Multi server queuing models (contd)
( )

+ =

+
= =
=

+ =
=
=

, 1 ,
!
1 ! !
1
where , , 2 , 1
!
Therefore
, 1 ,
!
, , 2 , 1
!
have we case this In
0
0 0
s s n p
s s
s s n
p s n p
n
p
s s n
s s
s n
n
c
s n
n
s n
n
n
s n
n
n
n

Multi server queuing models (contd)

1
) ( )! 1 (
that follows It
0
2
1
+ =
=
+ =

=
+
q
q
q
q
s
q
W W
L
W
L L
p
s s
L
Some General Comments
Only very simple models allow analytic
determination of quantities of interests.
That is, closed form solution can be obtained for
simple queuing models only.
Transient versus steady state behavior
For some real world queuing systems, the transient
behavior may be of interests to the decision makers.
For the more complex queuing systems, the
quantities
of interests may be obtained through simulation.

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