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 Description
Each of us has spent a great deal of time waiting in lines.

In this chapter, we develop mathematical models for waiting

lines, or queues.


 .1 Some Queuing Terminology
‡ To describe a queuing system, an input process and
an output process must be specified.
‡ Examples of input and output processes are:

ð

 

 



^ank Customers arrive at Tellers serve the
bank customers
Pizza parlor Request for pizza Pizza parlor send out
delivery are received truck to deliver pizzas

ï
 The Input or Arrival Process
‡ The input process is usually called the 



 .
‡ Arrivals are called 

.
‡ We assume that no more than one arrival can occur
at a given instant.
‡ If more than one arrival can occur at a given instant,
we say that 

 are allowed.

‡ Models in which arrivals are drawn from a small
population are called  
 
 .
‡ If a customer arrives but fails to enter the system,
we say that the customer has .
º
 The Output or Service Process
‡ To describe the output process of a queuing system,
we usually specify a probability distribution ± the

 



 ± which governs a
customer¶s service time.
‡ We study two arrangements of servers: 

 

 and 

  
 .
‡ Servers are in parallel if all servers provide the same
type of service and a customer needs only pass
through one server to complete service.
‡ Servers are in series if a customer must pass through
several servers before completing service.


 Queue Discipline
‡ The °    describes the method used to
determine the order in which customers are served.
‡ The most common queue discipline is the ð
   (first come, first served), in which
customers are served in the order of their arrival.
‡ Under the ð    (last come, first served),
the most recent arrivals are the first to enter service.
‡ If the next customer to enter service is randomly
chosen from those customers waiting for service it
is referred to as the ð   (service in
random order).
[
 ‡ Finally we consider 


°     .
‡ A priority discipline classifies each arrival into one
of several categories.
‡ Each category is then given a priority level, and
within each priority level, customers enter service
on a FCFS basis.
‡ Another factor that has an important effect on the
behavior of a queuing system is the method that
customers use to determine which line to join.

å
 .2 Modeling Arrival and Service
Processes
‡ We define m to be the time at which the th customer
arrives.
‡ In modeling the arrival process we assume that the

¶s are independent, continuous random variables
described by the random variable Ñ.
‡ The assumption that each interarrival time is
governed by the same random variable implies that
the distribution of arrivals is independent of the
time of day or the day of the week.
‡ This is the assumption of stationary interarrival
times.

 ‡ Stationary interarrival times is often unrealistic, but
we may often approximate reality by breaking the
time of day into segments.
‡ A negative interarrival time is impossible. This
allows us to write
—

(Ñ  — )
†  (m ) m and
(Ñ  —)
†  (m ) m
a —

‡ We define1/Ȝ to be the mean or average interarrival

time. 1

† m (m ) m
0 a

*
 ‡ We define Ȝ to be the 



, which will have
units of arrivals per hour.
‡ An important question is how to choose Ñ to reflect
reality and still be computationally tractable.
‡ The most common choice for Ñ is the 




.
‡ An exponential distribution with parameter Ȝ has a
density (m) = Ȝ-Ȝm
‡ We can show that the average or mean interarrival
1
time is given by
( Ñ )

0
.
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 ‡ Using the fact that var Ñ =
(Ñ2) ±
(Ñ)2, we can
show that
1
var Ñ
02

‡ Lemma 1: If Ñ has an exponential distribution, then

for all nonnegative values of m and ,

( Ñ  m   | Ñ  m )

( Ñ  )

||
 ‡ A density function that satisfies the equation is said
to have the 



.
‡ The no-memory property of the exponential
distribution is important because it implies that if
we want to know the probability distribution of the
time until the next arrival, then m m mm

 m  —mm



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 Relations between Poisson
Distribution and Exponential
Distribution
‡ If interarrival times are exponential, the probability
distribution of the number of arrivals occurring in
any time interval of length m is given by the
following important theorem.
‡ Theorem 1: Interarrival times are exponential with
parameter Ȝ if and only if the number of arrivals to
occur in an interval of length m follows the Poisson
distribution with parameter Ȝm

|ï
 ‡ A discrete random variable m has a Poisson
distribution with parameter Ȝ if, for =a,1,2,«,
  0 0

(m
)
(
a,1,2,...)
!
‡ What assumptions are required for interarrival times
to be exponential? Consider the following two
assumptions:
± Arrivals defined on nonoverlapping time intervals are
independent.
± For small ǻm, the probability of one arrival occurring
between times m and m +ǻm is Ȝǻm+ǻm refers to any
quantity satisfying lim
 (
m )
a

m  a
m
|º
 ‡ Theorem 2: If assumption 1 and 2 hold, then mm
follows a Poisson distribution with parameter Ȝm,
and interarrival times are exponential with
parameter Ȝ; that is, (m) = Ȝ-Ȝt.
‡ Theorem 2 states that if the arrival rate is stationary,
if bulk arrives cannot occur, and if past arrivals do
not affect future arrivals, then interarrival times will
follow an exponential distribution with parameter Ȝ,
and the number of arrivals in any interval of length m
is Poisson with parameter Ȝm.
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 The Erlang Distribution
‡ If interarrival times do not appear to be exponential
they are often modeled by an Erlang distribution.
‡ An Erlang distribution is a continuous random
variable (call it 2) whose density function !m is
specified by two parameters: a rate parameter and
a shape parameter  ( must be a positive integer).
‡ Given values of  and , the Erlang density has the
following probability density function:

( m) 1  m
! (m ) (m Ô a)
( 1)!
|[
‡ Using integration by parts, we can show that if 2 is an Erlang
distribution with rate parameter  and shape parameter ,
‡ then
 

(2)
and var 2
2
 

‡ The Erlang can be viewed as the sum of independent and

identically distributed exponential random variable with rate
1/

|å
 Using EXCEL to Computer Poisson
and Exponential Probabilities
‡ EXCEL contains functions that facilitate the
computation of probabilities concerning the Poisson
and Exponential random variable.
‡ The syntax of the Poisson EXCEL function is as
follows:
± =POISSON(x,Mean,True) gives probability that a
Poisson random variable with mean = Mean is less than
or equal to x.
± =POISSON(x,Mean,False) gives probability that a
Poisson random variable with mean =Mean is equal to x.

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 ‡ The syntax of the EXCEL EXPONDIST function is
as follows:
± =EXPONDIST(x,Lambda,TRUE) gives the probability
that an exponential random variable with parameter
Lambda assumes a value less than or equal to x.
± =EXPONDIST(x,Lambda,FALSE) gives the probability
that an exponential random variable with parameter
Lambda assumes a value less than or equal to x.

|*
 Modeling the Service Process
‡ We assume that the service times of different
customers are independent random variables and
that each customer¶s service time is governed by a
random variable ð having a density function m.
‡ We let 1/µ be the mean service time for a customer.
‡ The variable 1/µ will have units of hours per
customer, so µ has units of customers per hour. For
this reason, we call µ the service rate.
‡ Unfortunately, actual service times may not be
consistent with the no-memory property.


 ‡ For this reason, we often assume that (m) is an
Erlang distribution with shape parameters  and rate
parameter .
‡ In certain situations, interarrival or service times
may be modeled as having zero variance; in this
case, interarrival or service times are considered to
be 

 
.
‡ For example, if interarrival times are deterministic,
then each interarrival time will be exactly 1/Ȝ, and if
service times are deterministic, each customer¶s
service time is exactly 1/µ.
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 The Kendall-Lee Notation for
Queuing Systems
‡ Standard notation used to describe many queuing
systems.
‡ The notation is used to describe a queuing system in
which all arrivals wait in a single line until one of 
identical parallel servers is free. Then the first
customer in line enters service, and so on.
‡ To describe such a queuing system, Kendall devised
the following notation.
‡ Each queuing system is described by six characters:
1/2/3/4/5/6

 ‡ The first characteristic specifies the nature of the
arrival process. The following standard
abbreviations are used:
ÿ = Interarrival times are independent, identically
distributed (iid) and exponentially distributed
= Interarrival times are iid and deterministic

 = Interarrival times are iid Erlangs with shape parameter
.
 = Interarrival times are iid and governed by some
general distribution

ï
 ‡ The second characteristic specifies the nature of the
service times:
ÿ = Service times are iid and exponentially distributed
= Service times are iid and deterministic

 = Service times are iid Erlangs with shape parameter
.
= Service times are iid and governed by some general
distribution

º
 ‡ The third characteristic is the number of parallel servers.
‡ The fourth characteristic describes the queue discipline:
± FCFS = First come, first served
± LCFS = Last come, first served
± SIRO = Service in random order
± G = General queue discipline
‡ The fifth characteristic specifies the maximum allowable
number of customers in the system.
‡ The sixth characteristic gives the size of the population from
which customers are drawn.


 ‡ In many important models 4/5/6 is  /’/’. If this
is the case, then 4/5/6 is often omitted.
‡ ÿ/

//FCFS/1a/’ might represent a health clinic
with  doctors, exponential interarrival times, two-
phase Erlang service times, a FCFS queue
discipline, and a total capacity of 1a patients.

[
 The Waiting Time Paradox
‡ Suppose the time between the arrival of buses at the
student center is exponentially distributed with a
mean of 6a minutes.
‡ If we arrive at the student center at a randomly
chosen instant, what is the average amount of time
that we will have to wait for a bus?
‡ The no-memory property of the exponential
distribution implies that no matter how long it has
been since the last bus arrived, we would still expect
to wait an average of 6a minutes until the next bus
arrived.
å
 .3 ^irth-Death Processes
‡ We subsequently use birth-death processes to
answer questions about several different types of
queuing systems.
‡ We define the number of people present in any
queuing system at time m to be the

 of the
queuing systems at time m.
‡ We call ʌ the


, or equilibrium
probability, of state .
‡ The behavior of
m before the steady state is
reached is called the

 
 
of the
queuing system.

 ‡ A 



 is a continuous-time
stochastic process for which the system¶s state at
any time is a nonnegative integer.

*
 Laws of Motion for ^irth-Death
‡ Law 1
± With probability Ȝǻmǻm)a birth occurs between time
m and time mǻm A birth increases the system state by 1,
to +1. The variable Ȝis called the 



 in state . In
most queuing systems, a birth is simply an arrival.
‡ Law 2
± With probability µǻmm a death occurs between time
mand time m + m. A death decreases the system state by 1,
to -1. The variable  is the death rate in state . In most
queuing systems, a death is a service completion. Note
that a = a must hold, or a negative state could occur.
‡ Law 3
± ^irths and deaths are independent of each other.
ï
 Relation of Exponential Distribution
to ^irth-Death Processes
‡ Most queuing systems with exponential interarrival
times and exponential service times may be
modeled as birth-death processes.
‡ More complicated queuing systems with
exponential interarrival times and exponential
service times may often be modeled as birth-death
processes by adding the service rates for occupied
servers and adding the arrival rates for different
arrival streams.

ï|
 Derivation of Steady-State
Probabilities for ^irth-Death
Processes
‡ We now show how the ʌ¶s may be determined for
an arbitrary birth-death process.
‡ The key role is to relate (for small ǻm) P (m+ǻm) to
P (m).
  10  1    1
 1   (0  
 ) (  1,2,...)

 1
1  a 0a
‡ The above equations are often called the 
°
 or  


°
 , for a birth-death process.
ï
 The ³Flow-^alancing Approach´ (Entry-Exit
Rate ^alancing Approach)
‡ In the ³rate diagram´ given below, think of the
following:
0 0 0 0

|  ï º

   

‡ Each circle representing a state (i.e., number of

customer in the system) has an unknown probability
pj, j= a, 1, 2, « associated with it

ïï
 ‡ We obtain the flow balance equations for a birth-
death process:

( a)  a 0a  1
1
(  1) (01 
1 ) 1 0a a 
2 2
( 2) (02 
2 ) 2 01 1 
3 3
A
( th equation ) (0  
 )  0  1  1 
 1  1

ïº
 Cj = (Ȝa Ȝ Ȝ
 Ȝ  


  a —  (  1,2,...)

ï
 Solution of ^irth-Death Flow
^alance Equations
‡ If 
is finite, we can solve for ʌa:
ƒ 
1
—

1
a 
1 ƒ — 
 1


‡ It can be shown that if ƒ — is infinite, then no

1 

steady-state distribution exists.

‡ The most common reason for a steady-state failing
to exist is that the arrival rate is at least as large as
the maximum rate at which customers can be
served.
ï[
 .4 The ÿ/ÿ/1/ /’/’ Queuing
System and the Queuing Formula


0
‡ We define 


. We call  the

  


‰

 of the queuing system.
‡ We now assume that a ” < 1 thus
a 1  (a  à 1)
   (1  ) (a  à 1)

If  however, the infinite sum ³blows up´.

Thus, if  no steady-state distribution exists.

ïå
 Derivation of

‡ Throughout the rest of this section, we assume that
<1, ensuring that a steady-state probability
distribution does exist.
‡ The steady state has been reached, the average
number of customers in the queuing system (call it

) is given by





ƒ 2 
ƒ   (1  )

a 
a



(1  ) ƒ  

a

and   0


(1   )


(1   ) 2 1     0

ï
 Derivation of

‡ In some circumstances, we are interested in the expected
number of people waiting in line (or in the queue).
‡ We denote this number by
.

 2 02


 


1  1    (  0 )





ƒ (   1) 

1

ï*
 Derivation of

‡ Also of interest is
, the expected number of
customers in service.

 a a  1( 1   2   ) 1  a 1 (1  ) 
 2
  
1  1 

 1
0 0 
2   2 a
 

º
 The Queuing Formula

‡ We define  as the expected time a customer
spends in the queuing system, including time in line
plus time in service, and Wq as the expected time a
customer spends waiting in line.
‡ ^y using a powerful result known as 

! 
° 
,  and Wq may be easily
computed from
and
.
‡ We first define the following quantities

± Ȝ = average number of arrivals m
 the system per
unit time

º|
 ±
= average number of customers present in the queuing system
±
 = average number of customers waiting in line
±
 = average number of customers in service
±  = average time a customer spends in the system
±  = average time a customer spends in line
±  = average time a customer spends in service
‡ 2
" ± For any queuing system in which a steady-
state distribution exists, the following relations hold:



 â

â
º
 Example 4
‡ Suppose that all car owners fill up when their
tanks are exactly half full.
‡ At the present time, an average of 7.5 customers
per hour arrive at a single-pump gas station.
‡ It takes an average of 4 minutes to service a car.
‡ Assume that interarrival and service times are both
exponential.
1. For the present situation, compute
and .

ºï
 2. Suppose that a gas shortage occurs and panic buying
takes place.
± To model the phenomenon, suppose that all car owners now
purchase gas when their tank are exactly three-fourths full.
± Since each car owner is now putting less gas into the tank
during each visit to the station, we assume that the average
service time has been reduced to 3 1/3 minutes.
± How has panic buying affected
and ?

ºº
 Solutions
1. We have an ÿÿ  system with Ȝ = 7.5
cars per hour and µ = 15 cars per hour. Thus 
 5a.
= .5a/1-.5a = 1, and  =
 
a.13 hour. Hence, in this situation,
everything is under control, and long lines appear
to be unlikely.
2. We now have an ÿÿ  system with Ȝ =
2(7.5) = 15 cars per hour. Now µ = 6a/3.333 = 1
cars per hour, and  = 15/1 = 5/6. Then
5
6 Î 5 1
Î 5 cars and  hours 2aminutes
5 0 15 3
1
6
Thus, panic buying has cause long lines.
º
 ‡ Problems in which a decision maker must choose
between alternative queuing systems are called
° 
 #

 .

º[
 More on

‡ The queuing formula
is very general and
can be applied to many situations that do not seem
to be queuing problems.
± L = average amount of quantity present.
± Ȝ = Rate at which quantity arrives at system.
± W = average time a unit of quantity spends in system.
‡ Then




ºå
 A Simple Example
‡ Example
± Our local MacDonalds¶ uses an average of 1a,aaa pounds
of potatoes per week.
± The average number of pounds of potatoes on hand is
5aaa pounds.
± On the average, how long do potatoes stay in the
restaurant before being used?
‡ Solution
± We are given that L=5aaa pounds and  = 1a,aaa
pounds/week. Therefore W = 5aaa pounds/(1a,aaa
pounds/week)=.5 weeks.
º
 A Queueing Model Optimization
‡ Problems in which a decision maker must choose between
alternative queueing systems
‡
: An average of 1a machinists per hour arrive seeking
tools. At present, the tool center is staffed by a clerk who is
paid $6 per hour and who takes an average of 5 minutes to
handle each request for tools. Since each machinist produces
$1a worth of goods per hour, each hour that a machinists
spends at the tool center costs the company $1a. The company
is deciding whether or not it is worthwhile to hire (at $4 per
hour) a helper for the clerk. If the helper is hired the clerk will
take an average of only 4 minutes to process requirements for
tools. Assume that service and arrival times are exponential.
Should the helper be hired?

º*
 A Queueing Model Optimization
‡ Goal: Minimize the sum of the hourly service cost and expected hourly cost
due to the idle times of machinists
‡ Delay cost is the component of cost due to customers waiting in line
‡ Goal: Minimize Expected cost/hour = service cost/hour + expected delay
cost/hour
‡ Expected delay cost/hour = (expected delay cost/customer) (expected
customers/hour)
‡ Expected delay cost/customer = ($1a/machinist-hour)(average hours
machinist spends in the system) = 1aW
‡ Expected delay cost/hour = 1aW0
‡ Now compute expected cost/hour if the helper is not hired and also
compute the same if the helper is hired


 A Queueing Model Optimization
‡ If the helper is not hired 0 = 1a machinists per hour and  = 12
machinists per hour
‡ W = 1/(-0) for M/M/1/GD/ / . Therefore, W = 1/(12-1a) =
½ = a.5 hour ÿ

‡ Service cost /hour = $6/hour and expected delay cost/hour =
1a(a.5)(1a) = $5a
‡ Without the helper, the expected hourly cost is $6 + $5a = $56
‡ With the helper,  = 15 customers/hour. Then W = 1/(-0)=
1/(15-1a) = a.2 hour and the expected delay cost/hour =
1a(a.2)(1a) = $2a
‡ Service cost/hour = $6 + $4 = $1a/hour
‡ With the helper, the expected hourly cost is $1a + $2a = $3a

|
ð


ð

 à à


 .5 The ÿÿ  —Queuing
System
‡ The ÿÿ  —queuing system is identical to
the ÿÿ  system except for the fact that
when — customers are present, all arrivals are turned
away and are forever lost to the system.
‡ The rate diagram for the queuing system can be
found in Figure 13 in the book.




and 

0 (1  2 — ) 0 (1  2 — )

0
0 (1  2 — )
ƒ 02

a

0

 0 Effective Arrival Rate

ü ü ü
a Ȝ a
1 Ȝ 
. . 
. . 
c a 

0
    a

1 
a — 1
, !  1
1 
ï 1
a , ! 1
— 1

erification by Flow-^alancing Equations
0 | 0 | 0 |

|  ï

‡ pa 0 = p1       

‡ p1 0+ p1  = pa 0 + p2 
‡ p2 0+ p2  = p1 0 + p3
‡ p2 0= p3 
‡ pa + p1 + p2 + p3 = 1
‡ Substituting the values of 0 = 1 and  = 2, we have
‡ 2p1 = pa
‡ pa + 2p2 = 3p1
‡ p1+2p3 = 2p2
‡ p2 = 2p3
‡ pa + p1 + p2 + p3 = 1
‡ pa = /15, p1 = 4/15, p2 = 2/15, and p3 = 1/15

º
 ‡ For the ÿÿ  —system, a steady state will
exist even if Ȝ • µ.
‡ This is because, even if Ȝ • µ, the finite capacity of
the system prevents the number of people in the
system from ³blowing up´.


 The ÿÿ Queuing
System
‡ We now consider the ÿÿ system.
‡ We assume that interarrival times are exponential
(with rate ), service times are exponential (with
rate ), and there is a single line of customers
waiting to be served at one of the  parallel servers.
‡ If  ”  customers are present, then all  customers
are in service; if  > customers are present, then all
 servers are occupied, and  ±  customers are
waiting in line.

[
 ü ü ü

a Ȝ a

1 Ȝ 

2 Ȝ 2
. . .
s Ȝ s

s+1 Ȝ s
. . .
’ Ȝ s
å
 ‡ Summarizing, we find that the ÿÿ 
system can be modeled as a birth-death process with
parameters
0 0 ( a,1,...)

 
(  a,1,..., )

 
(    1,   2,...)

we define  . For <1, the following steady-

state probabilities


 An M/M/s Queueing Optimization Example
1
2a

(  1)
8 
8 

ƒ
a ! !(1   )
8 
2a
2
(j
1,2,...., s)
!
8 
2a
2j

(j
s, s  1, s  2.....)
! 
8s
2a


P(j  s)

!(1   )

(   ) 
(   )


, 

 / 0

ƒ (    )2
(1   )   0 


  0 / 

(   ) 1
* 

/ 0

 / 0  1 / 
  1 / 

  0 
 ‡ ÿÿ — ÿm 

 m 

   mm 

 
 —m 
 m!  m—— m

[
 An M/M/s Queueing Optimization Example
‡ ^ð
 
: The manager of a bank must determine how
many tellers should work on Fridays. For every minute a customer stands
in line, the manager believes that a delay cost of 5 cents is incurred. An
average of 2 customers per minute arrive at the bank. On the average it
takes, a teller 2 minutes to complete a customer¶s transaction. It costs the
bank $9 per hour to hire a teller. Inter-arrival times and service times are
exponential. To minimize the sum of service costs and delay costs, how
many tellers should the bank have working on Fridays?
‡ 0 = 2 customer per minute and  = a.5 customer per minute, 0/s requires
that 4/s < 1. Thus, there must be at least 5 tellers, or the number of
customers present will ³blow up.´
‡ Now compute for s = 5, 6«. Expected service cost/minute + expected
delay cost/minute

[|
 An M/M/s Queueing Optimization Example
‡ Each teller is paid $9/6a = 15 cents per minute.
Expected service cost/minute = a.15s
‡ Expected delay cost/minute = (expected
customers/minute) (expected delay cost/customer)
‡ Expected delay cost/customer = a.a5Wq
‡ Expected delay cost/minute = 2(a.a5) Wq = a.1a Wq
‡ For s = 5,
=0/s = 2/.5(5) = a.

[
 An M/M/s Queueing Optimization Example
‡ P(j  5)=a.55
‡ Wq = .55/(5(.5)-2) = 1.1 minutes
‡ For s = 5, expected delay cost/minute = a.1a(1.1) =
11 cents
‡ For s = 5, total expected cost/minute = a.15(5) + a.11
= 6 cents
‡ Since s = 6 has a service cost per minute of 6(a.15) =
9a cents, 6 tellers cannot have a lower total cost than
5 tellers. Hence, having 5 tellers serve is optimal

[ï
 The ÿÿ and
 Models
‡ There are many examples of systems in which a
customer never has to wait for service to begin.
‡ In such a system, the customer¶s entire stay in the
system may be thought of as his or her service time.
‡ Since a customer never has to wait for service, there
is, in essence, a server available for each arrival, and
we may think of such a system as an  
 


(or self-service).

[º
 ‡ Using Kendall-Lee notation, an infinite server
system in which interarrival and service times may
follow arbitrary probability distributions may be
written as   queuing system
‡ Such a system operated as follows:
± Interarrival times are iid with common distribution Ñ.
Define
(Ñ) = 1/Ȝ. Thus Ȝ is the arrival rate.
± When a customer arrives, he or she immediately enters
service. Each customer¶s time in the system is governed
by a distribution ð having
ð$= 1/µ.

[
 ‡ Let
be the expected number of customers in the
system in the steady state, and  be the expected
time that a customer spends in the system.

0





[[
 . The ÿ  Queuing
System
‡ Next we consider a single-server queuing system in
which interarrival times are exponential, but the
service time distribution (ð) need not be
exponential.
‡ Let (Ȝ) be the arrival rate (assumed to be measured
in arrivals per hour).
‡ Also define 1/µ =
(ð) and ı2=var ð.
‡ In Kendall¶s notation, such a queuing system is
described as an ÿ  queuing system.

[å
 ‡ Determination of the steady-state probabilities for
ÿ  queuing system is a difficult matter.
‡ Fortunately, however, utilizing the results of
Pollaczek and Khinchin, we may determine





[
 ‡ Pollaczek and Khinchin showed that for the
ÿ  queuing system,
02 2   2
Î
2(1 )
Î Î  
Î

0
1
  

‡ It can also be shown that ʌa, the fraction of the time

that the server is idle, is 1-.
‡ The result is similar to the one for the
ÿÿ  system.
[*
 # ~ " (  1 /
), 0 5 / 
,
6 / 
,  2 1/
2
2
Î 4.16
(1 )
# ~ % tan m (6),  2 a
2
Î 2.a3
2(1 )
# ~ $ (  1a min,  3 min),  2 (3 / 6a)2
(5 / 6)2  52 (3 / 6a)2
Î 2.27
2(1 5 / 6)
# # 1  # 2  # 3, # ~ "(  3.33 min), # ~ "
 ( 1 / 
,  3)
" ( ) / (3 / 1) 1 /

! ( ) / 2
3 / 12
2 2
(5 / 6)  52 (3 / 1)
Î 2.77
2(1 5 / 6)
å
 .9 Finite Source Models: The
Machine Repair Model ÿÿ &&
‡ With the exception of the ÿÿ  —model,
all the models we have studied have displayed
arrival rates that were independent of the state of
the system.
‡ There are two situations where the assumption of
the state-independent arrival rate may be invalid:
1. If customers do not want to buck long lines, the arrival
rate may be a decreasing function of the number of
people present in the queuing system.
2. If arrivals to a system are drawn from a small
population, the arrival rate may greatly depend on the
state of the system.
å|
 ‡ Models in which arrivals are drawn from a small
population are called  
 
 .
‡ In the machine repair problem, the system consists
of & machines and  repair people.
‡ At any instant in time, a particular machine is in
either good or bad condition.
‡ The length of time that a machine remains in good
condition follows an exponential distribution with
rate Ȝ.
‡ Whenever a machine breaks down the machine is
sent to a repair center consisting of  repair people.
å
 ‡ The repair center services the broken machines as if
they were arriving at an ÿÿ system.
‡ Thus, if ”  machines are in bad condition, a
machine that has just broken will immediately be
assigned for repair; if  >  machines are broken,  ±
 machines will be waiting in a single line for a
repair worker to become idle.
‡ The time it takes to complete repairs on a broken
machine is assumed exponential with rate 
‡ Once a machine is repaired, it returns to good
condition and is again susceptible to breakdown.
åï
 ‡ The machine repair model may be modeled as a
birth-death process, where the state  at any time is
the number of machines in bad condition.
‡ Note that a birth corresponds to a machine breaking
down and a death corresponds to a machine having
just been repaired.
‡ When the state is , there are & machines in good
condition.
‡ When the state is , min () repair people will be
busy.
åº
 ‡ Since each occupied repair worker completes
repairs at rate , the death rate  is given by

 
(  a,1,..., )


(  1,  2,... )

‡ If we define  = Ȝ /an application of steady-state

probability distribution:
&
2
    2 a ( 
a,1,...,  )

 
& 
   !2 a


   ( 
  1,   2,...& )
! 

å
 ‡ Using the steady-state probabilities shown on the
previous slide, we can determine the following
quantities of interest:
±
= expected number of broken machines
±
 = expected number of machines waiting for service
±  = average time a machine spends broken (down time)
±  = average time a machine spends waiting for service
‡ Unfortunately, there are no simple formulas for


 The best we can do is express these
quantities in terms of the '¶s:
å[





& 0


ƒ 2 

a


&




(    )2 0
 ƒ



& &
0
ƒ 02
ƒ (   )02
0 (  
)

a 
a

åå
 2 repairman, 3 machine, Ȝ = 2/day, 1/ Ȝ = 12 hours,
µ=4/day, 1/µ= 6 hours
ü ü ü

a 6, K Ȝ a

1 4,(K-1) Ȝ 4, µ

2,R 2,(K-2) Ȝ ,Rµ

. . .
K-1 (K-(K-1)) Ȝ Rµ
3,K a ,Rµ

å
 2 a

.29a9

2 1

.4364

2 2

.212

2 3

.a545

Find the expected number of machines working

=3-L=3-(1(.4364)+2(.212)+3(.a545))=3-1.a363=1.9637
Find the utilization of repairman
=.49a9
Ls= 1(.4364)+2(.212)+2(.a545)=.91
Find the expected wait time for the repairman
Î


.a545 / 4
.63

0
å* 0
0 ( Î )
2(3 1.a363)
4
Î
1(.a545)
.a545
 .1a Exponential Queues in Series
and Open Queuing Networks
‡ In the queuing models that we have studied so far, a
customer¶s entire service time is spent with a single
server.
‡ In many situations the customer¶s service is not
complete until the customer has been served by
more than one server.
‡ A system like the one shown in Figure 19 in the
book is called a 
 
 °  
.


 ‡ 2
% ± If (1)interarrival times for a series
queuing system are exponential with rate Ȝ, (2)
service times for each stage  server are exponential,
and (3) each stage has an infinite-capacity waiting
room, then interarrival times for arrivals to each
stage of the queuing system are exponential with
rate Ȝ.
‡ For this result to be valid, each stage must have
sufficient capacity to service a stream of arrivals
that arrives at rate Ȝ; otherwise, the queue will
³blow up´ at the stage with insufficient capacity.
|
 Open Queuing Networks
‡ ° 

 are a generalization of
queues in series. Assume that station  consists of 
exponential servers, each operating at rate 
‡ Customers are assumed to arrive at station  from
outside the queuing system at rate
.
‡ These interarrival times are assumed to be
exponentially distributed.
‡ Once completing service at station , a customer
joins the queue at station  with probability   and
completes service with probability 

1 ƒ  

1


 ‡ Define Ȝ, the rate at which customers arrive at
station .
‡ Ȝ1, Ȝ2,« Ȝk can be found by solving the following
systems of linear equations:

0
  ƒ   0 (  1,2,...,  )
1

‡ This follows, because a fraction   of the Ȝ arrivals

to station will next go to station 
‡ Suppose  (Ȝ holds for all stations.

ï
 ‡ Then it can be shown that the probability
distribution of the number of customers present at
station  and the expected number of customers
present at station  can be found by treating station 
as an ÿÿ system with arrival rate Ȝ
and service rate 
‡ If for some , ) then no steady-state
distribution of customers exists.
‡ The number of customers present at each station are
independent random variables.
º
 ‡ That is, knowledge of the number of people at all
stations other than station  tells us nothing about
the distribution of the number of people at station !
‡ This result does not hold, however, if either
interarrival or service times are not exponential.
‡ To find
, the expected number of customers in the
queuing system, simply add up the expected number
of customers present at each station.
‡ To find , the average time a customer spends in
the system, simply apply the formula
 to the
entire system.


 p1Ȝ1

p2Ȝ2 0 10 1   20 2   30 3

p3Ȝ3

Ȝi µ Ȝi

W=1/(-5)=.333 Ȝ=5+.5(1a)=1a
Ȝ=5 W=1/(12-1a)=.5
µ=,s=1 µ=12,s=1
.5
µ=15,s=1
Ȝ=1a µ=3,s=2
W=1/(15-1a)=.2 .5 Ȝ=.5(1a)=5

[
 Network Models of Data
Communication Networks
‡ Queuing networks are commonly used to model
data communication networks.
‡ The queuing models enable us to determine the
typical delay faced by transmitted data and also to
design the network.
‡ We are interested, of course, in the expected delay
for a packet.
‡ Also, if total network capacity is limited, a natural
question is to determine the capacity on each arc
that will minimize the expected delay for a packet.

å
 ‡ The usual way to treat this problem is to treat each
arc as if it is an independent ÿÿ queue and
determine the expected time spent by each packet
transmitted through that arc by the formula

1


0
‡ We are assuming a static routing in which arrival
rates to each node do not vary with the state of the
network.
‡ In reality, many sophisticated dynamic routing
schemes have been developed.

 .11 The ÿ System
(^locked Customers Cleared)
‡ In many queuing systems, an arrival who finds all
servers occupied is, for all practical purposes, lost to
the system.
‡ If arrivals who find all servers occupied leave the
system, we call the system a blocked customers
cleared, or ^CC, system.
‡ Assuming that interarrival times are exponential,
such a system may be modeled as an ÿ 
system.

*
 ‡ In most ^CC systems, primary interest is focused
on the fraction of all arrivals who are turned away.
‡ Since arrivals are turned away only when 
customers are present, a fraction 'of all arrivals
will be turned away.
‡ Hence, an average of Ȝʌ arrivals per unit time will
be lost to the system.
‡ Since an average of Ȝ(1-ʌs) arrivals per unit time
will actually enter the system, we may conclude that
0 (1   )
Î Î

*
 .12 How to Tell Whether
Interarrival Times and Service
Times are Exponential
‡ How can we determine whether the actual data are
consistent with the assumption of exponential
interarrival times and service times?
‡ Suppose for example, that interarrival times of m , m
,
«m have been observed.
‡ It can be shown that a reasonable estimate of the
arrival rate Ȝ is given by Ö 
0



ƒm

1

*|
 .13 Closed Queuing Networks
‡ For manufacturing units attempting to implement
just-in-time manufacturing, it makes sense to
maintain a constant level of work in progress.
‡ For a busy computer network it may be convenient
to assume that as soon as a job leaves the system
another job arrives to replace the job.
‡ Systems where there is constant number of jobs
present may be modeled as  ° 


 .
‡ Since the number of jobs is always constant the
distribution of jobs at different servers cannot be
independent.
*
 .15 Priority Queuing Models
‡ There are many situations in which customers are
not served on a first come, first served (FCFS)
basis.
‡ Let WFCFS, WSIRO, and WLCFS be the random
variables representing a customer¶s waiting time in
queuing systems under the disciplines FCFS, SIRO,
LCFS, respectively.
‡ It can be shown that

(èFCFS) =
(èSIRO) =
(èLCFS)
‡ Thus, the average time (steady-state) that a
customer spends in the system does not depend on
which of these three queue disciplines is chosen.
*ï
 ‡ It can also be shown that
varèFCFS < varèSIRO < var(èLCFS)
‡ Since a large variance is usually associated with a
random variable that has a relatively large chance of
assuming extreme values, the above equation
indicates that relatively large waiting times are most
likely to occur with an LCFS discipline and least
likely to occur with an FCFS discipline.

*º
 ‡ In many organizations, the order in which
customers are served depends on the customer¶s
³type´.
‡ For example, hospital emergency rooms usually
serve seriously ill patients before they serve
nonemergency patients.
‡ Models in which a customer¶s type determines the
order in which customers undergo service are call



°  .
‡ The interarrival times of type customers are
exponentially distributed with rate Ȝ 
*
 ‡ Interarrival times of different customer types are
assumed to be independent.
‡ The service time of a type  customer is described
by a random variable ð 

*[
 Nonpreemptive Priority Models
‡ In a nonpreemptive model, a customer¶s service
cannot be interrupted.
‡ After each service completion, the next customer to
enter service is chosen by given priority to lower-
numbered customer types (Lower numbered ±
higher priority).
‡ In the Kendall-Lee notation, a nonpreemptive
priority model is indicated by labeling the fourth
characteristic as NPRP.

*å
 Preemptive Priorities
‡ In a preemptive queuing system, a lower priority
customer can be bumped from service whenever a
higher-priority customer arrives.
‡ Once no higher-priority customers are present, the
bumped type customer reenters service.
‡ In a 


 , a customer¶s
service continues from the point at which it was
interrupted.

*
 ‡ In a preemptive repeat model, a customer begins
service anew each time he or she reenters service.
‡ Of course, if service times are exponentially
distributed, the resume and repeat disciplines are
identical.
‡ In the Kendall-Lee notation, we denote a
preemptive queuing system by labeling the fourth
characteristic PRP.

**
 ‡ For obvious reasons, preemptive discipline are
rarely used if the customers are people.

|
 .15 Transient ^ehavior of Queuing
Systems
‡ We have assumed the arrival rate, service rate and
number of servers has stayed constant over time.
This allows us to talk reasonably about the existence
of a steady state.
‡ In many situations the arrival rate, service rate, and
number of servers may vary over time.
‡ An example is a fast food restaurant.
± It is likely to experience a much larger arrival rate during
the time noon-1:3a pm than during other hours of the
day.
± Also the number of servers will vary during the day with
more servers available during the busier periods.
| |
 ‡ When the parameters defining the queuing system
vary over time we say the queuing system is 



.
‡ Consider the fast food restaurant. We call these
probability distributions

 

 
 .
‡ We now assume that at time m interarrival times are
exponential with rate m and that (m) servers are
available at time m with service times being
exponential with rate (m)
‡ We assume the maximum number of customers
present at any time is given by .
|