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Material Outline
S1
Customer Waiting line Customer
arrives S2 leaves
S3
M/M/1 Queuing System
• Single channel
• Poisson arrival-rate distribution
• Exponential service-time distribution
• Unlimited maximum queue length
• Infinite calling population
• Examples:
– Single-window theatre ticket sales booth
– Single-scanner airport security station
Example: SJJT, Inc. (A)
• M/M/1 Queuing System
Joe Ferris is a stock trader on the floor of the New York
Stock Exchange for the firm of Smith, Jones, Johnson, and
Thomas, Inc. Stock transactions arrive at a mean rate of 20
per hour. Each order received by Joe requires an average of
two minutes to process.
Answer
Since Joe Ferris can process an order in an average
time of 2 minutes (= 2/60 hr.), then the mean service
rate, µ, is µ = 1/(mean service time), or 60/2.
m = 30/hr.
Example: SJJT, Inc. (A)
• Service Time Distribution
Question
What percentage of the orders will take less than
one minute to process?
Answer
Since the units are expressed in hours,
P (T < 1 minute) = P (T < 1/60 hour).
Using the exponential distribution, P (T < t ) = 1 - e-µt.
Hence, P (T < 1/60) = 1 - e-30(1/60)
= 1 - .6065 = .3935 = 39.35%
Example: SJJT, Inc. (A)
• Service Time Distribution
Question
What percentage of the orders will be processed in
exactly 3 minutes?
Answer
Since the exponential distribution is a continuous
distribution, the probability a service time exactly equals
any specific value is 0.
Example: SJJT, Inc. (A)
• Service Time Distribution
Question
What percentage of the orders will require more
than 3 minutes to process?
Answer
The percentage of orders requiring more than 3
minutes to process is:
P (T > 3/60) = e-30(3/60) = e -1.5 = .2231 = 2.31%
Example: SJJT, Inc. (A)
• Average Time in the System
Question
What is the average time an order must wait from
the time Joe receives the order until it is finished being
processed (i.e. its turnaround time)?
Answer
This is an M/M/1 queue with = 20 per hour and m =
30 per hour. The average time an order waits in the
system is: W = 1/(µ - )
= 1/(30 - 20)
= 1/10 hour or 6 minutes
Example: SJJT, Inc. (A)
• Average Length of Queue
Question
What is the average number of orders Joe has
waiting to be processed?
Answer
Average number of orders waiting in the queue is:
Lq = 2/[µ(µ - )]
= (20)2/[(30)(30-20)]
= 400/300
= 4/3
Example: SJJT, Inc. (A)
• Utilization Factor
Question
What percentage of the time is Joe processing
orders?
Answer
The percentage of time Joe is processing orders is
equivalent to the utilization factor, /m. Thus, the
percentage of time he is processing orders is:
/m = 20/30
= 2/3 or 66.67%
M/M/k Queuing System
• Multiple channels (with one central waiting line)
• Poisson arrival-rate distribution
• Exponential service-time distribution
• Unlimited maximum queue length
• Infinite calling population
• Examples:
– Four-teller transaction counter in bank
– Two-clerk returns counter in retail store
Example: SJJT, Inc. (B)
• M/M/2 Queuing System
Smith, Jones, Johnson, and Thomas, Inc. has begun
a major advertising campaign which it believes will
increase its business 50%. To handle the increased
volume, the company has hired an additional floor trader,
Fred Hanson, who works at the same speed as Joe
Ferris.
Note that the new arrival rate of orders, , is 50%
higher than that of problem (A). Thus, = 1.5(20) = 30
per hour.
Example: SJJT, Inc. (B)
• Sufficient Service Rate
Question
Why will Joe Ferris alone not be able to handle the
increase in orders?
Answer
Since Joe Ferris processes orders at a mean rate
of µ = 30 per hour, then = µ = 30 and the utilization
factor is 1.
This implies the queue of orders will grow infinitely
large. Hence, Joe alone cannot handle this increase in
demand.
Example: SJJT, Inc. (B)
• Probability of n Units in System
Question
What is the probability that neither Joe nor Fred will be
working on an order at any point in time?
Answer
Given that = 30, µ = 30, k = 2 and ( /µ) = 1, the probability
that neither Joe nor Fred will be working is:
1
P0 k 1
( / m ) n ( / m ) k km
n 0 n !
k !
(
km
)
Answer
The average number of orders waiting to be filled is
Lq. This was calculated earlier as 1/3.
Example: SJJT, Inc. (B)
• Creating Special Excel Function to Compute P0
Select the Tools pull-down menu
Select the Macro option
Choose the Visual Basic Editor
When the Visual Basic Editor appears
Select the Insert pull-down menu
Choose the Module option
When the Module sheet appears
Enter Function Po (k,lamda,mu)
Enter Visual Basic program (on next slide)
Select the File pull-down menu
Choose the Close and Return to MS Excel option
Example: SJJT, Inc. (B)
= 1 / [1 + (4/3) + (8/3)]
= 1/5
Example: SJJT, Inc. (C)
• Cost of Two Servers (continued)
Thus,
m ( m )k (40)(30)(40 30)2 16
Lq ( P0 ) (1/5)
( k 1)!( km ) 2
(1!)(2(30) 40) 2
15
L = Lq + ( /µ) = 16/15 + 4/3 = 2.40
P0 = 1/[[1+(1/1!)(40/30)+(1/2!)(40/30)2]+
[(1/3!)(40/30)3(90/(90-40))] ]
= 1 / [1 + 4/3 + 8/9 + 32/45]
= 15/59
Example: SJJT, Inc. (C)
• Cost of Three Servers (continued)
m ( m )k (30)(40)(40 30)3
Lq ( P0 ) (15/59) .1446
( k 1)!( km ) 2
(2!)(3(30) 40) 2
• Single channel
• Poisson arrival-rate distribution
• Constant service time
• Unlimited maximum queue length
• Infinite calling population
• Examples:
– Single-booth automatic car wash
– Coffee vending machine
Example: Ride ‘Em Cowboy!
• M/D/1 Queuing System
The mechanical pony ride machine at the entrance
to a very popular J-Mart store provides 2 minutes of
riding for $.50. Children wanting to ride the pony arrive
(accompanied of course) according to a Poisson
distribution with a mean rate of 15 per hour.
15
Wq = = .01667 hours
2m (m - ) 2(30)(30 - 15)
(or 1 minute)
M/G/k Queuing System
• Multiple channels
• Poisson arrival-rate distribution
• Arbitrary service times
• No waiting line
• Infinite calling population
• Example:
– Telephone system with k lines. (When all k lines are being
used, additional callers get a busy signal.)
Example: Allen-Booth
1
P0 =
1 + (30/48) + (30/48)2/2! + (30/48)3/3! + (30/48)4/4!
P0 = .536
continued
Example: Allen-Booth
( m )k (30 48)4
Now, P4 P0 (.536) .003
k! 4!
Thus, with four traders 0.3% of the potential
customers are lost.