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Queueing Theory

Reference Book:

Introduction to Probability Model – S. Ross

Topics:

Markov Chain

Queueing Models

Steady State Probability

Exponential Models (A single Server Queuing Sys)

Having Infinite Capacity

Having Finite Capacity

Chapter 8

Queueing Theory

What is Queueing Theory?

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

In probability theory, a Markov model is a stochastic model used

to model randomly changing systems where it is assumed that future

states depend only on the current state not on the events that occurred

before it (that is, it assumes the Markov property).

In queueing theory, a discipline within the mathematical theory of

probability, an M/M/1 queue represents the queue length in a system

having a single server, where arrivals are determined by a Poisson

process and job service times have an exponential distribution.

Prepared by Lec Wali Md Abdullah, CSE, MIST 2

Chapter 8

Queueing Theory

What is Poisson Process?

In probability, statistics and related fields, a Poisson point

process or Poisson process (also called a Poisson random

measure, Poisson random point field or Poisson point field) is a type

of random mathematical object that consists of points randomly located

on a mathematical space.

In probability theory and statistics, the exponential distribution (also

known as negative exponential distribution) is the probability

distribution that describes the time between events in a Poisson process,

i.e. a process in which events occur continuously and independently at a

constant average rate.

Cost Equation

Steady State Probability

Steady State Probability

Steady State Probability Example

Steady State Probability Proof

Proof.

An arrival will see n in the system whenever the number in the system goes from

n to n + 1;

Similarly, a departure will leave behind n whenever the number in the system

goes from n + 1 to n.

Now in any interval of time T the number of transitions from n to n + 1 must equal

to within 1 the number from n + 1 to n.

(Between any two transitions from n to n + 1, there must be one from n + 1 to n,

and conversely.)

Hence, the rate of transitions from n to n + 1 equals the rate from n + 1 to n;

or, equivalently, the rate at which arrivals find n equals the rate at which

departures leave n.

Steady State Probability Proof

Proof (Contd).

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

M/M/1 Queue:

with a Poisson process having rate λ.

The times between successive arrivals are independent exponential random

variables having mean 1/λ

Each customer, upon arrival, goes directly into service if the server is free and, if

not, the customer joins the queue.

When the server finishes serving a customer, the customer leaves the system,

and the next customer in line, if there is any, enters service.

The successive service times are assumed to be independent exponential

random variables having mean 1/μ.

The two Ms refer to the fact that both the inter-arrival and the service

distributions are exponential (and thus memory-less, or Markovian), and the 1

to the fact that there is a single server.

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

Analyze with Limiting Probability Pn

Rate Equality Principle: For each n is greater equal 0, the rate at which the

process enters state n equals the rate at which it leaves state n.

P0 P1

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

P0 P1 Pn-1 Pn P

n+1

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

Exponential Models

A Single Server Exponential Queueing System

Having Infinite Capacity

Exponential Models

A Single Server Exponential Queueing System

Having Finite Capacity

M/M/1 Queue:

In the previous model, we assumed that there was no limit on the number of

customers that could be in the system at the same time.

However, in reality there is always a finite system capacity N, in the sense that

there can be no more than N customers in the system at any time.

By this, we mean that if an arriving customer finds that there are already N

customers present, then he does not enter the system.

The two Ms refer to the fact that both the inter-arrival and the service

distributions are exponential (and thus memory-less, or Markovian), and the 1

to the fact that there is a single server.

Exponential Models

A Single Server Exponential Queueing System

Having Finite Capacity

P0 P1 P N-1 PN

Exponential Models

A Single Server Exponential Queueing System

Having Finite Capacity

P0 Pn-1 Pn Pn+1 PN

Exponential Models

A Single Server Exponential Queueing System

Having Finite Capacity

Solution:

We could now either solve the balance equations exactly as we did for the

infinite capacity model, or we could save a few lines by directly using the result that

the rate at which departures leave behind n−1 is equal to the rate at which arrivals

find n − 1. Invoking this result yields

Exponential Models

A Single Server Exponential Queueing System

Having Finite Capacity

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