Queueing theory

Queueing theory is the mathematical study of waiting lines or queues.

We find queues everywhere in our daily life in banks, post offices, restaurants, ticket counters,
hospitals etc. A queue or waiting line is formed when customers or clients requiring some kind of
service arrive at a service counter or a service channel.

A simple queueing model is as below:

Arrivals Departures
Queue Service

A queueing system can be described as customers arrive for service, waiting if service is not available
immediately, and leaving the system after having been served.

The basic characteristics of a queueing system are

1. Input or arrival pattern

2. Service mechanism (or service pattern)
3. Number of servers
4. System capacity
5. Queue discipline
Arrival pattern: The input or the arrival pattern describes the manner in which customers (or units)
arrive and join the queueing system. It is not possible to observe or detect the actual amount of
customers arriving at the queue for service.

The arrival pattern is measured by the mean arrival rate or inter-arrival time. Usually arrival process is
assumed to be a Poisson process and hence the inter-arrival time follows exponential distribution.
Arrival rate is denoted by .

Service rate: Service time distribution is assumed to be exponential and mean service rate is usually
denoted by .
Number of servers: There may be one or more servers to provide a service. In multi-server queues,
there are number of channels, providing identical service facilities. We denote the number of service
channels by c.
Capacity of the system: In some queuing processes there is limited waiting space, so that when the
queue reaches a certain length, further customers are not allowed to join the queue, until space be
available after service completion.
 Queue discipline: It is the rule according to which customers are selected for service, when a queue has
been formed, the common queue disciplines are
(a) FCFS/FIFO - First come first serve/ First in first out
(b) LIFO - Last in first out
(c) SIRO - Selection in random order

Kendalls Notation for Queueing Models:

Generally queueing process is specified in symbolic form as (a / b / c) : (d / e), where
a - arrival distribution
b - service time distribution
c - number of services
d - capacity of the system
e - queue discipline
Note: A queue with Poisson arrival (service) has exponential inter-arrival time (service time) and this is
denoted by M which specifies Markovian or memory less property of the exponential distribution.

Some of the queueing models are

(i) (M / M / 1) : ( /FIFO) (ii) (M / M / c) : ( /FIFO)
(iii) (M / M / 1) : (k /FIFO) (iv) (M / M / c) : (k /FIFO) etc

Notation:
Ls - Average length of the system / Average number of customers in the system
Lq - Average length of the queue / Average number of customers in the queue
Ws - Average waiting time of a customer in the system
Wq - Average waiting time of a customer in the queue.
Littles formula:
One of the most powerful relationship in queueing theory was developed by John D. C. Little. If Ts, Tq
and S are the random variables representing time spent in the system, time spent in the queue and service
time respectively, then
Ts = Tq + S and Wq = E(Tq); Ws = E(Ts)
Ls = Ws and Lq = Wq.
Also since E(Ts) = E(Tq) + E(S), we have Ws = Wq + 1/. By multiplying by throughout gives
Ls = Lq + / .
 (M / M / 1) : ( / FIFO)
Assumptions:
The mean arrival rate is constant i.e., n = ; (ii) The mean service rate is constant i.e., n =
The mean arrival rate is less than the mean service rate i.e., < or = / < 1
Probability that there are n customers in the system at any time in
n

Pn 1
Pn
the steady state (= )

P0 P0 1
Probability that the system is idle (= )

Probability that the system is busy

Average or expected number of customers in the system (Ls)

Average or expected number of customers in the queue or average 2

length of the queue (Lq)

Average or expected waiting time of a customer in the system (Ws)

1
Average or expected waiting time of a customer in the queue, if
he/she has to wait

Average waiting time of a customer in the queue (Wq)

Average length or expected number of customers in a non-empty

queue (Lw)

k
Probability that the number of customers in the system is k

P[N k]
k 1
Probability that the number of customers in the system exceeds k

P[N > k]

Probability of waiting time in the queue is greater than or equal to t t

e
P(Wq t)
Probability of waiting time in the system is greater than or equal to t e t
P(Ws t)
Practice questions:
1. The customers arrive at the ATM machine of a bank according to a Poisson process at an average
rate of 15 per hour. It is known that the average time taken by each customer is an exponential
random variable with mean 2 minutes. Find the following:
(a) Probability that an arriving customer will find the ATM machine occupied
(b) Average number of customers in the system
(c) Average number of customers in the queue
(d) Average waiting time in the system
(e) Average waiting time in the queue.
[Hint and Ans: = 15/hr; = 30/hr (a) / = ; (b) Ls = 1; (c) Lq = (d) Ws = 1/15 (4 min) (e) Wq = 1/30 (2 min)]

2. A railway reservation centre has a single booking counter. During the rush hours, customers
arrive at the rate of 30 per hour. The average number of customers that can be attended by the
booking operator is 40 per hour. Assume that the arrivals are Poisson and the service time is
exponentially distributed. Find
(a) Probability that the operator is idle
(b) Average number of customers in the queueing system
(c) Average time a customer spends in the system
[Hint and Ans: = 30/hr, = 40/hr, (a) 1 - / = ; (b) Ls = 3; (c) Ws = 1/10(60) = 6 min]

3. The arrivals for a service centre are Poisson-distributed with a mean arrival rate of 4 units per
hour. The mean service time has been shown to be exponentially distributed with a mean service
time of 10 minutes per service of the unit. Find
(a) The Probability that the centre will be idle
(b) The probability of at least 6 units in the centre
(c) The expected number of units in the centre
(d) The expected number of units in the queue
(e) The expected waiting time of a unit in the centre
(f) The expected waiting time of a unit in the queue.
[Hint and Ans: = 4/hr, = 6/hr; (a) P0 = 1/3; (b) P(N 6) = 0.08779; (c) Ls = 2; (d) Lq = 1.33; (e) Ws = 30min; Wq = 20min]

4. The arrival of customers in the only teller counter of a bank is Poisson-distributed at the rate of
25 customers per hour. The teller takes an average 2 minutes to cash cheque. The service time
has been shown to be exponentially distributed. Find:
(a) Percentage of time the teller is busy
(b) Average number of customers in the bank
(c) Probability of at least 10 customers in the bank
(d) Average number of customers in the queue
(e) Expected waiting time of a customer in the bank
(f) Expected waiting time of a customer in the queue.
[Hint and Ans: = 25/hr, = 30/hr; (a) P[N 1] or / = 0.833; (b) Ls = 5; (c) P[N 10] = 0.1615; (d) Lq = 4.16; (e) Ws = 12min (f) Wq = 10min]
 5. If people arrive to purchase cinema tickets at the average rate of 6 per minute, it takes an average
of 7.5 seconds to purchase a ticket. If a person arrives 2 minutes before the picture starts and if it
takes exactly 1.5 minutes to reach the correct seat after purchasing the ticket
(a) Can he expect to be seated for the start of the picture?
(b) What is the probability that he will be seated for the start of the picture?
(c) How early must he arrive in order to be 99% sure of being seated for the start of the picture?
[Hint and Ans: = 6/min, = 8/min (a) Yes as Ws =0.5 (b) P(Ws < 0.5) = 0.63 (c) 3.8 min (=1.5+2.3) ; P(Ws < t) = 0.99 t = 2.3]

6. Arrivals at a telephone booth are considered to be Poisson with an average time of 12 minutes
between one arrival and the next. The length of a phone call is assumed to be distributed
exponentially with mean 4 minutes:
(a) Find the average number of persons waiting in the system
(b) What is the probability that a person arriving at the booth, will have to wait in the queue?
(c) What is the probability that it will take him more than 10 minutes altogether to wait for the
phone and complete his call?
(d) The telephone department will install a second booth, when convinced that an arrival has to
wait on the average for at least 3 minutes for phone. By how much the flow of arrivals
should increase in order to justify a second booth?
(e) What is the average length of the queue that forms from time to time?
[Hint and Ans: = min, = min (a) Ls =0.5; (b) / = 1/3 (c) P(Ws > 10) = 0.1889; (d) Wq > 3 > 3/28; 3/28-1/12 = 1/42 min (e) Lw = 3/2]