Chapter 8

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

Prepared by Lec Wali Md Abdullah, CSE, MIST 1

 Chapter 8
Queueing Theory
What is Queueing Theory?
Queueing theory is the mathematical study of waiting lines, or queues.

What is Markov Chain?

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).

What is M/M/1 queue?

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.

What is Exponential Distribution?

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.

Prepared by Lec Wali Md Abdullah, CSE, MIST 3

 Cost Equation

Prepared by Lec Wali Md Abdullah, CSE, MIST 4

 Steady State Probability

Prepared by Lec Wali Md Abdullah, CSE, MIST 5

 Steady State Probability

Prepared by Lec Wali Md Abdullah, CSE, MIST 6

 Steady State Probability Example

Prepared by Lec Wali Md Abdullah, CSE, MIST 7

 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.

Prepared by Lec Wali Md Abdullah, CSE, MIST 8

 Steady State Probability Proof

 Proof (Contd).

Prepared by Lec Wali Md Abdullah, CSE, MIST 9

 Exponential Models
A Single Server Exponential Queueing System
Having Infinite Capacity
M/M/1 Queue:

 Suppose that customers arrive at a single-server service station in accordance

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.

Prepared by Lec Wali Md Abdullah, CSE, MIST 10

 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.

 Now Consider Sate 0:

P0 P1

Prepared by Lec Wali Md Abdullah, CSE, MIST 11

 Exponential Models
A Single Server Exponential Queueing System
Having Infinite Capacity

P0 P1 Pn-1 Pn P
n+1

Prepared by Lec Wali Md Abdullah, CSE, MIST 12

 Exponential Models
A Single Server Exponential Queueing System
Having Infinite Capacity

Prepared by Lec Wali Md Abdullah, CSE, MIST 13

 Exponential Models
A Single Server Exponential Queueing System
Having Infinite Capacity

Prepared by Lec Wali Md Abdullah, CSE, MIST 14

 Exponential Models
A Single Server Exponential Queueing System
Having Infinite Capacity

Self Study: Example 8.2 (Important)

Prepared by Lec Wali Md Abdullah, CSE, MIST 15

 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.

Prepared by Lec Wali Md Abdullah, CSE, MIST 16

 Exponential Models
A Single Server Exponential Queueing System
Having Finite Capacity

P0 P1 P N-1 PN

Prepared by Lec Wali Md Abdullah, CSE, MIST 17

 Exponential Models
A Single Server Exponential Queueing System
Having Finite Capacity

P0 Pn-1 Pn Pn+1 PN

Prepared by Lec Wali Md Abdullah, CSE, MIST 18

 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

Prepared by Lec Wali Md Abdullah, CSE, MIST 19

 Exponential Models
A Single Server Exponential Queueing System
Having Finite Capacity

Prepared by Lec Wali Md Abdullah, CSE, MIST 20

 THANK YOU

Prepared by Lec Wali Md Abdullah, CSE, MIST 21