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Queueing Systems: Lecture 2

This document provides an outline and overview of key concepts in queueing systems including the M/M/m, M/M/∞, M/M/1, and M/G/1 models. Key points covered include the steady state conditions and probability distributions for these models, the concept of epochs in the non-Markovian M/G/1 model, and how to calculate transition probabilities between states at epochs. Extensions such as finite system capacities and non-exponential service times are also discussed.

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20 views7 pages

Queueing Systems: Lecture 2

This document provides an outline and overview of key concepts in queueing systems including the M/M/m, M/M/∞, M/M/1, and M/G/1 models. Key points covered include the steady state conditions and probability distributions for these models, the concept of epochs in the non-Markovian M/G/1 model, and how to calculate transition probabilities between states at epochs. Extensions such as finite system capacities and non-exponential service times are also discussed.

Uploaded by

Arunsingh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Queueing Systems: Lecture 2

Amedeo R. Odoni

October 11, 2006

Lecture Outline
• M/M/m
• M/M/∞
• M/M/1: finite system capacity, K
• M/M/m: finite system capacity, K
• M/M/m: finite system capacity, K=m
• Related observations and extensions
• M/E2/1 example
• M/G/1: epochs and transition probabilities

Reference: Chapter 4, pp. 203-217


M/M/m (infinite queue capacity)

λ λ λ λ λ λ λ

… m-1 m m+1 ….
0 1 2

(m-1)μ mμ mμ mμ
μ 2μ 3μ

λ
( )n
μ
Pn = P0 for n = 0, 1, 2,...., m −1
n!

λ
( ) n

μ
Pn = P0 for n = m, m + 1, m + 2,....
m n −m ⋅ m!
• Condition for steady state?

M/M/∞ (infinite no. of servers)

λ λ λ λ λ λ λ

… m-1 m m+1 …
0 1 2

(m-1)μ mμ (m+1}μ (m+2)μ


μ 2μ 3μ

−( )

λ
( )n ⋅ e μ
μ
Pn = for n = 0, 1, 2,.....
n!
• N is Poisson distributed!
• L = λ / μ ; W = 1 / μ ; Lq = 0; Wq = 0
• Many applications
M/M/1: finite system capacity, K;
customers finding system full are lost
λ λ λ λ λ

… K-1 K
0 1 2

μ μ μ
μ μ

ρ n ⋅ (1 − ρ )
Pn = for n = 0, 1, 2, ....., K

1 − ρ
K +1

• Steady state is always reached


• Be careful in applying Little’s Law! Must count only the
customers who actually join the system:
λ ′ = λ ⋅ (1 − PK )

M/M/m: finite system capacity, K;


customers finding system full are lost
λ λ λ λ λ λ λ λ

…… m m+1 …… K-1 K
0 1 2

3μ mμ mμ mμ mμ mμ
μ 2μ

• Can write system balance equations and obtain


closed form expressions for Pn, L, W, Lq, Wq

• Often useful in practice


M/M/m: finite system capacity, m;
special case!
λ λ λ λ λ

…… m-1 m
0 1 2

3μ (m-1)μ mμ
μ 2μ
λ
( )n
μ
Pn = n! for n = 0, 1, 2,...m

λ
i

m ( )
μ
∑ i!
i =0

• Probability of full system, Pm, is “Erlang’s loss formula”


• Exactly same expression for Pn of M/G/m system with K=m

M/M/∞ (infinite no. of servers)

λ λ λ λ λ λ λ

… m-1 m m+1 …
0 1 2

(m-1)μ mμ (m+1}μ (m+2)μ


μ 2μ 3μ

−( )

λ
( )n ⋅ e μ
μ
Pn = for n = 0, 1, 2,.....
n!
• N is Poisson distributed!
• L = λ / μ ; W = 1 / μ ; Lq = 0; Wq = 0
• Many applications
Variations and extensions of
birth-and-death queueing systems
• Huge number of extensions on the previous
models
• Most common is arrival rates and service
rates that depend on state of the system;
some lead to closed-form expressions
• Systems which are not birth-and-death, but
can be modeled by continuous time, discrete
state Markov processes can also be
analyzed [“phase systems”]
• State representation is the key (e.g. M/Ek/1)

M/G/1: Background

• Poisson arrivals; rate λ


• General service times, S; fS(s); E[S]=1/μ; σS
• Infinite queue capacity
• The system is NOT a continuous time Markov process
(most of the time “it has memory”)
• We can, however, identify certain instants of time
(“epochs”) at which all we need to know is the number
of customers in the system to determine the probability
that at the next epoch there will be 0, 1, 2, …, n
customers in the system
• Epochs = instants immediately following the completion
of a service
M/G/1: Transition probabilities for
system states at epochs (1)
N = number of customers in the system at a random
epoch, i.e., just after a service has been completed
N' = number of customers in the system at the
immediately following epoch
R = number of new customers arriving during the
service time of the first customer to be served after
an epoch

N' = N + R – 1 if N > 0

N' = R if N = 0
• Note: make sure to understand how R is defined

Epochs and the value of R

N Between t1 and t2, R=2


Between t5 and t6, R=0

t
t1 t2 t3 t4 t5 t6
M/G/1: Transition probabilities for
system states at epochs (2)
• Transition probabilities can be written in
terms of the probabilities:

P[number of new arrivals during a service


time = r] =
r − λt
∞ (λt) ⋅ e
α r = ∫0 ⋅ f S (t) ⋅ dt for r = 0, 1, 2,...
r!
• Can now draw a state transition diagram
at epochs

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