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Queueing theory

Queueing theory is the mathematical study of waiting lines, or queues.[1] A queueing model is constructed so that queue lengths and waiting time can be predicted.[1] Queueing theory is generally considered a branch of operations research because the results are often used when making business decisions about the resources needed to provide a service.

Queue networks are systems in which single queues are connected by a routing network. In this image, servers are represented by circles, queues by a series of rectangles and the routing network by arrows. In the study of queue networks one typically tries to obtain the equilibrium distribution of the network, although in many applications the study of the transient state is fundamental.

Queueing theory has its origins in research by Agner Krarup Erlang, who created models to describe the system of incoming calls at the Copenhagen Telephone Exchange Company.[1] These ideas have since seen applications in telecommunication, traffic engineering, computing,[2] project management, and particularly industrial engineering, where they are applied in the design of factories, shops, offices, and hospitals.[3][4]

Spelling

The spelling "queueing" over "queuing" is typically encountered in the academic research field. In fact, one of the flagship journals of the field is Queueing Systems.

Single queueing nodes

A queue or queueing node can be thought of as nearly a black box. Jobs (also called customers or requests, depending on the field) arrive to the queue, possibly wait some time, take some time being processed, and then depart from the queue.

 
A black box. Jobs arrive to, and depart from, the queue.

However, the queueing node is not quite a pure black box since some information is needed about the inside of the queuing node. The queue has one or more servers which can each be paired with an arriving job. When the job is completed and departs, that server will again be free to be paired with another arriving job.

 
A queueing node with 3 servers. Server a is idle, and thus an arrival is given to it to process. Server b is currently busy and will take some time before it can complete service of its job. Server c has just completed service of a job and thus will be next to receive an arriving job.

An analogy often used is that of the cashier at a supermarket. (There are other models, but this one is commonly encountered in the literature.) Customers arrive, are processed by the cashier, and depart. Each cashier processes one customer at a time, and hence this is a queueing node with only one server. A setting where a customer will leave immediately if the cashier is busy when the customer arrives, is referred to as a queue with no buffer (or no waiting area). A setting with a waiting zone for up to n customers is called a queue with a buffer of size n.

Birth-death process

The behaviour of a single queue (also called a queueing node) can be described by a birth–death process, which describes the arrivals and departures from the queue, along with the number of jobs currently in the system. If k denotes the number of jobs in the system (either being serviced or waiting if the queue has a buffer of waiting jobs), then an arrival increases k by 1 and a departure decreases k by 1.

The system transitions between values of k by "births" and "deaths", which occur at the arrival rates   and the departure rates   for each job  . For a queue, these rates are generally considered not to vary with the number of jobs in the queue, so a single average rate of arrivals/departures per unit time is assumed. Under this assumption, this process has an arrival rate of   and a departure rate of  .

 
A birth–death process. The values in the circles represent the state of the system, which evolves based on arrival rates λi and departure rates μi.
 
A queue with 1 server, arrival rate λ and departure rate μ

Balance equations

The steady state equations for the birth-and-death process, known as the balance equations, are as follows. Here   denotes the steady state probability to be in state n.

 
 
 

The first two equations imply

 

and

 .

By mathematical induction,

 .

The condition   leads to

 

which, together with the equation for    , fully describes the required steady state probabilities.

Kendall's notation

Single queueing nodes are usually described using Kendall's notation in the form A/S/c where A describes the distribution of durations between each arrival to the queue, S the distribution of service times for jobs, and c the number of servers at the node.[5][6] For an example of the notation, the M/M/1 queue is a simple model where a single server serves jobs that arrive according to a Poisson process (where inter-arrival durations are exponentially distributed) and have exponentially distributed service times (the M denotes a Markov process). In an M/G/1 queue, the G stands for "general" and indicates an arbitrary probability distribution for service times.

Example analysis of an M/M/1 queue

Consider a queue with one server and the following characteristics:

  •  : the arrival rate (the reciprocal of the expected time between each customer arriving, e.g. 10 customers per second)
  •  : the reciprocal of the mean service time (the expected number of consecutive service completions per the same unit time, e.g. per 30 seconds)
  • n: the parameter characterizing the number of customers in the system
  •  : the probability of there being n customers in the system in steady state

Further, let   represent the number of times the system enters state n, and   represent the number of times the system leaves state n. Then   for all n. That is, the number of times the system leaves a state differs by at most 1 from the number of times it enters that state, since it will either return into that state at some time in the future ( ) or not ( ).

When the system arrives at a steady state, the arrival rate should be equal to the departure rate.

Thus the balance equations

 
 
 

imply

 

The fact that   leads to the geometric distribution formula

 

where  .

Simple two-equation queue

A common basic queuing system is attributed to Erlang and is a modification of Little's Law. Given an arrival rate λ, a dropout rate σ, and a departure rate μ, length of the queue L is defined as:

 .

Assuming an exponential distribution for the rates, the waiting time W can be defined as the proportion of arrivals that are served. This is equal to the exponential survival rate of those who do not drop out over the waiting period, giving:

 

The second equation is commonly rewritten as:

 

The two-stage one-box model is common in epidemiology.[7]

History

In 1909, Agner Krarup Erlang, a Danish engineer who worked for the Copenhagen Telephone Exchange, published the first paper on what would now be called queueing theory.[8][9][10] He modeled the number of telephone calls arriving at an exchange by a Poisson process and solved the M/D/1 queue in 1917 and M/D/k queueing model in 1920.[11] In Kendall's notation:

  • M stands for "Markov" or "memoryless", and means arrivals occur according to a Poisson process
  • D stands for "deterministic", and means jobs arriving at the queue require a fixed amount of service
  • k describes the number of servers at the queueing node (k = 1, 2, 3, ...)

If the node has more jobs than servers, then jobs will queue and wait for service.

The M/G/1 queue was solved by Felix Pollaczek in 1930,[12] a solution later recast in probabilistic terms by Aleksandr Khinchin and now known as the Pollaczek–Khinchine formula.[11][13]

After the 1940s, queueing theory became an area of research interest to mathematicians.[13] In 1953, David George Kendall solved the GI/M/k queue[14] and introduced the modern notation for queues, now known as Kendall's notation. In 1957, Pollaczek studied the GI/G/1 using an integral equation.[15] John Kingman gave a formula for the mean waiting time in a G/G/1 queue, now known as Kingman's formula.[16]

Leonard Kleinrock worked on the application of queueing theory to message switching in the early 1960s and packet switching in the early 1970s. His initial contribution to this field was his doctoral thesis at the Massachusetts Institute of Technology in 1962, published in book form in 1964. His theoretical work published in the early 1970s underpinned the use of packet switching in the ARPANET, a forerunner to the Internet.

The matrix geometric method and matrix analytic methods have allowed queues with phase-type distributed inter-arrival and service time distributions to be considered.[17]

Systems with coupled orbits are an important part in queueing theory in the application to wireless networks and signal processing.[18]

Modern day application of queueing theory concerns among other things product development where (material) products have a spatiotemporal existence, in the sense that products have a certain volume and a certain duration.[19]

Problems such as performance metrics for the M/G/k queue remain an open problem.[11][13]

Service disciplines

 
First in first out (FIFO) queue example

Various scheduling policies can be used at queuing nodes:

First in, first out
Also called first-come, first-served (FCFS),[20] this principle states that customers are served one at a time and that the customer that has been waiting the longest is served first.[21]
Last in, first out
This principle also serves customers one at a time, but the customer with the shortest waiting time will be served first.[21] Also known as a stack.
Processor sharing
Service capacity is shared equally between customers.[21]
Priority
Customers with high priority are served first.[21] Priority queues can be of two types: non-preemptive (where a job in service cannot be interrupted) and preemptive (where a job in service can be interrupted by a higher-priority job). No work is lost in either model.[22]
Shortest job first
The next job to be served is the one with the smallest size.[23]
Preemptive shortest job first
The next job to be served is the one with the smallest original size.[24]
Shortest remaining processing time
The next job to serve is the one with the smallest remaining processing requirement.[25]
Service facility
  • Single server: customers line up and there is only one server
  • Several parallel servers (single queue): customers line up and there are several servers
  • Several parallel servers (several queues): there are many counters and customers can decide for which to queue
Unreliable server

Server failures occur according to a stochastic (random) process (usually Poisson) and are followed by setup periods during which the server is unavailable. The interrupted customer remains in the service area until server is fixed.[26]

Customer waiting behavior
  • Balking: customers decide not to join the queue if it is too long
  • Jockeying: customers switch between queues if they think they will get served faster by doing so
  • Reneging: customers leave the queue if they have waited too long for service

Arriving customers not served (either due to the queue having no buffer, or due to balking or reneging by the customer) are also known as dropouts. The average rate of dropouts is a significant parameter describing a queue.

Queueing networks

Queue networks are systems in which multiple queues are connected by customer routing. When a customer is serviced at one node, it can join another node and queue for service, or leave the network.

For networks of m nodes, the state of the system can be described by an m–dimensional vector (x1, x2, ..., xm) where xi represents the number of customers at each node.

The simplest non-trivial networks of queues are called tandem queues.[27] The first significant results in this area were Jackson networks,[28][29] for which an efficient product-form stationary distribution exists and the mean value analysis[30] (which allows average metrics such as throughput and sojourn times) can be computed.[31] If the total number of customers in the network remains constant, the network is called a closed network and has been shown to also have a product–form stationary distribution by the Gordon–Newell theorem.[32] This result was extended to the BCMP network,[33] where a network with very general service time, regimes, and customer routing is shown to also exhibit a product–form stationary distribution. The normalizing constant can be calculated with the Buzen's algorithm, proposed in 1973.[34]

Networks of customers have also been investigated, such as Kelly networks, where customers of different classes experience different priority levels at different service nodes.[35] Another type of network are G-networks, first proposed by Erol Gelenbe in 1993:[36] these networks do not assume exponential time distributions like the classic Jackson network.

Routing algorithms

In discrete-time networks where there is a constraint on which service nodes can be active at any time, the max-weight scheduling algorithm chooses a service policy to give optimal throughput in the case that each job visits only a single-person service node.[20] In the more general case where jobs can visit more than one node, backpressure routing gives optimal throughput. A network scheduler must choose a queueing algorithm, which affects the characteristics of the larger network[citation needed].

Mean-field limits

Mean-field models consider the limiting behaviour of the empirical measure (proportion of queues in different states) as the number of queues m approaches infinity. The impact of other queues on any given queue in the network is approximated by a differential equation. The deterministic model converges to the same stationary distribution as the original model.[37]

Heavy traffic/diffusion approximations

In a system with high occupancy rates (utilisation near 1), a heavy traffic approximation can be used to approximate the queueing length process by a reflected Brownian motion,[38] Ornstein–Uhlenbeck process, or more general diffusion process.[39] The number of dimensions of the Brownian process is equal to the number of queueing nodes, with the diffusion restricted to the non-negative orthant.

Fluid limits

Fluid models are continuous deterministic analogs of queueing networks obtained by taking the limit when the process is scaled in time and space, allowing heterogeneous objects. This scaled trajectory converges to a deterministic equation which allows the stability of the system to be proven. It is known that a queueing network can be stable but have an unstable fluid limit.[40]

See also

References

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  2. ^ Lawrence W. Dowdy, Virgilio A.F. Almeida, Daniel A. Menasce. "Performance by Design: Computer Capacity Planning by Example". from the original on 2016-05-06. Retrieved 2009-07-08.
  3. ^ Schlechter, Kira (March 2, 2009). "Hershey Medical Center to open redesigned emergency room". The Patriot-News. from the original on June 29, 2016. Retrieved March 12, 2009.
  4. ^ Mayhew, Les; Smith, David (December 2006). . Cass Business School. ISBN 978-1-905752-06-5. Archived from the original on September 7, 2021. Retrieved 2008-05-20.
  5. ^ Tijms, H.C, Algorithmic Analysis of Queues, Chapter 9 in A First Course in Stochastic Models, Wiley, Chichester, 2003
  6. ^ Kendall, D. G. (1953). "Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain". The Annals of Mathematical Statistics. 24 (3): 338–354. doi:10.1214/aoms/1177728975. JSTOR 2236285.
  7. ^ Hernández-Suarez, Carlos (2010). "An application of queuing theory to SIS and SEIS epidemic models". Math. Biosci. 7 (4): 809–823. doi:10.3934/mbe.2010.7.809. PMID 21077709.
  8. ^ "Agner Krarup Erlang (1878-1929) | plus.maths.org". Pass.maths.org.uk. 1997-04-30. from the original on 2008-10-07. Retrieved 2013-04-22.
  9. ^ Asmussen, S. R.; Boxma, O. J. (2009). "Editorial introduction". Queueing Systems. 63 (1–4): 1–2. doi:10.1007/s11134-009-9151-8. S2CID 45664707.
  10. ^ Erlang, Agner Krarup (1909). (PDF). Nyt Tidsskrift for Matematik B. 20: 33–39. Archived from the original (PDF) on 2011-10-01.
  11. ^ a b c Kingman, J. F. C. (2009). "The first Erlang century—and the next". Queueing Systems. 63 (1–4): 3–4. doi:10.1007/s11134-009-9147-4. S2CID 38588726.
  12. ^ Pollaczek, F., Ueber eine Aufgabe der Wahrscheinlichkeitstheorie, Math. Z. 1930
  13. ^ a b c Whittle, P. (2002). "Applied Probability in Great Britain". Operations Research. 50 (1): 227–239. doi:10.1287/opre.50.1.227.17792. JSTOR 3088474.
  14. ^ Kendall, D.G.:Stochastic processes occurring in the theory of queues and their analysis by the method of the imbedded Markov chain, Ann. Math. Stat. 1953
  15. ^ Pollaczek, F., Problèmes Stochastiques posés par le phénomène de formation d'une queue
  16. ^ Kingman, J. F. C.; Atiyah (October 1961). "The single server queue in heavy traffic". Mathematical Proceedings of the Cambridge Philosophical Society. 57 (4): 902. Bibcode:1961PCPS...57..902K. doi:10.1017/S0305004100036094. JSTOR 2984229. S2CID 62590290.
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  18. ^ Morozov, E. (2017). "Stability analysis of a multiclass retrial system withcoupled orbit queues". Proceedings of 14th European Workshop. Lecture Notes in Computer Science. Vol. 17. pp. 85–98. doi:10.1007/978-3-319-66583-2_6. ISBN 978-3-319-66582-5.
  19. ^ "Simulation and queueing network modeling of single-product production campaigns". ScienceDirect.
  20. ^ a b Manuel, Laguna (2011). Business Process Modeling, Simulation and Design. Pearson Education India. p. 178. ISBN 9788131761359. Retrieved 6 October 2017.
  21. ^ a b c d Penttinen A., Chapter 8 – Queueing Systems, Lecture Notes: S-38.145 - Introduction to Teletraffic Theory.
  22. ^ Harchol-Balter, M. (2012). "Scheduling: Non-Preemptive, Size-Based Policies". Performance Modeling and Design of Computer Systems. pp. 499–507. doi:10.1017/CBO9781139226424.039. ISBN 9781139226424.
  23. ^ Andrew S. Tanenbaum; Herbert Bos (2015). Modern Operating Systems. Pearson. ISBN 978-0-13-359162-0.
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  25. ^ Harchol-Balter, M. (2012). "Scheduling: SRPT and Fairness". Performance Modeling and Design of Computer Systems. pp. 518–530. doi:10.1017/CBO9781139226424.041. ISBN 9781139226424.
  26. ^ Dimitriou, I. (2019). "A Multiclass Retrial System With Coupled Orbits And Service Interruptions: Verification of Stability Conditions". Proceedings of FRUCT 24. 7: 75–82.
  27. ^ "Archived copy" (PDF). (PDF) from the original on 2017-03-29. Retrieved 2018-08-02.{{cite web}}: CS1 maint: archived copy as title (link)
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  29. ^ Jackson, James R. (Oct 1963). "Jobshop-like Queueing Systems". Management Science. 10 (1): 131–142. doi:10.1287/mnsc.1040.0268. JSTOR 2627213.
  30. ^ Reiser, M.; Lavenberg, S. S. (1980). "Mean-Value Analysis of Closed Multichain Queuing Networks". Journal of the ACM. 27 (2): 313. doi:10.1145/322186.322195. S2CID 8694947.
  31. ^ Van Dijk, N. M. (1993). "On the arrival theorem for communication networks". Computer Networks and ISDN Systems. 25 (10): 1135–2013. doi:10.1016/0169-7552(93)90073-D. S2CID 45218280. from the original on 2019-09-24. Retrieved 2019-09-24.
  32. ^ Gordon, W. J.; Newell, G. F. (1967). "Closed Queuing Systems with Exponential Servers". Operations Research. 15 (2): 254. doi:10.1287/opre.15.2.254. JSTOR 168557.
  33. ^ Baskett, F.; Chandy, K. Mani; Muntz, R.R.; Palacios, F.G. (1975). "Open, closed and mixed networks of queues with different classes of customers". Journal of the ACM. 22 (2): 248–260. doi:10.1145/321879.321887. S2CID 15204199.
  34. ^ Buzen, J. P. (1973). "Computational algorithms for closed queueing networks with exponential servers" (PDF). Communications of the ACM. 16 (9): 527–531. doi:10.1145/362342.362345. S2CID 10702. (PDF) from the original on 2016-05-13. Retrieved 2015-09-01.
  35. ^ Kelly, F. P. (1975). "Networks of Queues with Customers of Different Types". Journal of Applied Probability. 12 (3): 542–554. doi:10.2307/3212869. JSTOR 3212869. S2CID 51917794.
  36. ^ Gelenbe, Erol (Sep 1993). "G-Networks with Triggered Customer Movement". Journal of Applied Probability. 30 (3): 742–748. doi:10.2307/3214781. JSTOR 3214781. S2CID 121673725.
  37. ^ Bobbio, A.; Gribaudo, M.; Telek, M. S. (2008). "Analysis of Large Scale Interacting Systems by Mean Field Method". 2008 Fifth International Conference on Quantitative Evaluation of Systems. p. 215. doi:10.1109/QEST.2008.47. ISBN 978-0-7695-3360-5. S2CID 2714909.
  38. ^ Chen, H.; Whitt, W. (1993). "Diffusion approximations for open queueing networks with service interruptions". Queueing Systems. 13 (4): 335. doi:10.1007/BF01149260. S2CID 1180930.
  39. ^ Yamada, K. (1995). "Diffusion Approximation for Open State-Dependent Queueing Networks in the Heavy Traffic Situation". The Annals of Applied Probability. 5 (4): 958–982. doi:10.1214/aoap/1177004602. JSTOR 2245101.
  40. ^ Bramson, M. (1999). "A stable queueing network with unstable fluid model". The Annals of Applied Probability. 9 (3): 818–853. doi:10.1214/aoap/1029962815. JSTOR 2667284.

Further reading

  • Gross, Donald; Carl M. Harris (1998). Fundamentals of Queueing Theory. Wiley. ISBN 978-0-471-32812-4. Online
  • Zukerman, Moshe (2013). Introduction to Queueing Theory and Stochastic Teletraffic Models (PDF). arXiv:1307.2968.
  • Deitel, Harvey M. (1984) [1982]. An introduction to operating systems (revisited first ed.). Addison-Wesley. p. 673. ISBN 978-0-201-14502-1. chap.15, pp. 380–412
  • Gelenbe, Erol; Isi Mitrani (2010). Analysis and Synthesis of Computer Systems. World Scientific 2nd Edition. ISBN 978-1-908978-42-4.
  • Newell, Gordron F. (1 June 1971). Applications of Queueing Theory. Chapman and Hall.
  • Leonard Kleinrock, Information Flow in Large Communication Nets, (MIT, Cambridge, May 31, 1961) Proposal for a Ph.D. Thesis
  • Leonard Kleinrock. Information Flow in Large Communication Nets (RLE Quarterly Progress Report, July 1961)
  • Leonard Kleinrock. Communication Nets: Stochastic Message Flow and Delay (McGraw-Hill, New York, 1964)
  • Kleinrock, Leonard (2 January 1975). Queueing Systems: Volume I – Theory. New York: Wiley Interscience. pp. 417. ISBN 978-0471491101.
  • Kleinrock, Leonard (22 April 1976). Queueing Systems: Volume II – Computer Applications. New York: Wiley Interscience. pp. 576. ISBN 978-0471491118.
  • Lazowska, Edward D.; John Zahorjan; G. Scott Graham; Kenneth C. Sevcik (1984). Quantitative System Performance: Computer System Analysis Using Queueing Network Models. Prentice-Hall, Inc. ISBN 978-0-13-746975-8.
  • Jon Kleinberg; Éva Tardos (30 June 2013). Algorithm Design. Pearson. ISBN 978-1-292-02394-6.

External links

  • Queueing theory calculator
  • Teknomo's Queueing theory tutorial and calculators
  • Office Fire Emergency Evacuation Simulation on YouTube
  • Virtamo's Queueing Theory Course
  • Myron Hlynka's Queueing Theory Page
  • Queueing Theory Basics
  • JMT: an open source graphical environment for queueing theory
  • LINE: a general-purpose engine to solve queueing models
  • What You Hate Most About Waiting in Line: (It’s not the length of the wait.), by Seth Stevenson, Slate, 2012 – popular introduction

queueing, theory, first, come, first, served, redirects, here, kool, keith, album, first, come, first, served, mathematical, study, waiting, lines, queues, queueing, model, constructed, that, queue, lengths, waiting, time, predicted, generally, considered, bra. First come first served redirects here For the Kool Keith album see First Come First Served Queueing theory is the mathematical study of waiting lines or queues 1 A queueing model is constructed so that queue lengths and waiting time can be predicted 1 Queueing theory is generally considered a branch of operations research because the results are often used when making business decisions about the resources needed to provide a service Queue networks are systems in which single queues are connected by a routing network In this image servers are represented by circles queues by a series of rectangles and the routing network by arrows In the study of queue networks one typically tries to obtain the equilibrium distribution of the network although in many applications the study of the transient state is fundamental Queueing theory has its origins in research by Agner Krarup Erlang who created models to describe the system of incoming calls at the Copenhagen Telephone Exchange Company 1 These ideas have since seen applications in telecommunication traffic engineering computing 2 project management and particularly industrial engineering where they are applied in the design of factories shops offices and hospitals 3 4 Contents 1 Spelling 2 Single queueing nodes 2 1 Birth death process 2 1 1 Balance equations 2 2 Kendall s notation 2 3 Example analysis of an M M 1 queue 2 4 Simple two equation queue 3 History 4 Service disciplines 5 Queueing networks 5 1 Routing algorithms 5 2 Mean field limits 5 3 Heavy traffic diffusion approximations 5 4 Fluid limits 6 See also 7 References 8 Further reading 9 External linksSpelling EditThe spelling queueing over queuing is typically encountered in the academic research field In fact one of the flagship journals of the field is Queueing Systems Single queueing nodes EditA queue or queueing node can be thought of as nearly a black box Jobs also called customers or requests depending on the field arrive to the queue possibly wait some time take some time being processed and then depart from the queue A black box Jobs arrive to and depart from the queue However the queueing node is not quite a pure black box since some information is needed about the inside of the queuing node The queue has one or more servers which can each be paired with an arriving job When the job is completed and departs that server will again be free to be paired with another arriving job A queueing node with 3 servers Server a is idle and thus an arrival is given to it to process Server b is currently busy and will take some time before it can complete service of its job Server c has just completed service of a job and thus will be next to receive an arriving job An analogy often used is that of the cashier at a supermarket There are other models but this one is commonly encountered in the literature Customers arrive are processed by the cashier and depart Each cashier processes one customer at a time and hence this is a queueing node with only one server A setting where a customer will leave immediately if the cashier is busy when the customer arrives is referred to as a queue with no buffer or no waiting area A setting with a waiting zone for up to n customers is called a queue with a buffer of size n Birth death process Edit The behaviour of a single queue also called a queueing node can be described by a birth death process which describes the arrivals and departures from the queue along with the number of jobs currently in the system If k denotes the number of jobs in the system either being serviced or waiting if the queue has a buffer of waiting jobs then an arrival increases k by 1 and a departure decreases k by 1 The system transitions between values of k by births and deaths which occur at the arrival rates l i displaystyle lambda i and the departure rates m i displaystyle mu i for each job i displaystyle i For a queue these rates are generally considered not to vary with the number of jobs in the queue so a single average rate of arrivals departures per unit time is assumed Under this assumption this process has an arrival rate of l avg l 1 l 2 l k displaystyle lambda text avg lambda 1 lambda 2 dots lambda k and a departure rate of m avg m 1 m 2 m k displaystyle mu text avg mu 1 mu 2 dots mu k A birth death process The values in the circles represent the state of the system which evolves based on arrival rates li and departure rates mi A queue with 1 server arrival rate l and departure rate mBalance equations Edit The steady state equations for the birth and death process known as the balance equations are as follows Here P n displaystyle P n denotes the steady state probability to be in state n m 1 P 1 l 0 P 0 displaystyle mu 1 P 1 lambda 0 P 0 l 0 P 0 m 2 P 2 l 1 m 1 P 1 displaystyle lambda 0 P 0 mu 2 P 2 lambda 1 mu 1 P 1 l n 1 P n 1 m n 1 P n 1 l n m n P n displaystyle lambda n 1 P n 1 mu n 1 P n 1 lambda n mu n P n The first two equations imply P 1 l 0 m 1 P 0 displaystyle P 1 frac lambda 0 mu 1 P 0 and P 2 l 1 m 2 P 1 1 m 2 m 1 P 1 l 0 P 0 l 1 m 2 P 1 l 1 l 0 m 2 m 1 P 0 displaystyle P 2 frac lambda 1 mu 2 P 1 frac 1 mu 2 mu 1 P 1 lambda 0 P 0 frac lambda 1 mu 2 P 1 frac lambda 1 lambda 0 mu 2 mu 1 P 0 By mathematical induction P n l n 1 l n 2 l 0 m n m n 1 m 1 P 0 P 0 i 0 n 1 l i m i 1 displaystyle P n frac lambda n 1 lambda n 2 cdots lambda 0 mu n mu n 1 cdots mu 1 P 0 P 0 prod i 0 n 1 frac lambda i mu i 1 The condition n 0 P n P 0 P 0 n 1 i 0 n 1 l i m i 1 1 displaystyle sum n 0 infty P n P 0 P 0 sum n 1 infty prod i 0 n 1 frac lambda i mu i 1 1 leads to P 0 1 1 n 1 i 0 n 1 l i m i 1 displaystyle P 0 frac 1 1 sum n 1 infty prod i 0 n 1 frac lambda i mu i 1 which together with the equation for P n displaystyle P n n 1 displaystyle n geq 1 fully describes the required steady state probabilities Kendall s notation Edit Main article Kendall s notation Single queueing nodes are usually described using Kendall s notation in the form A S c where A describes the distribution of durations between each arrival to the queue S the distribution of service times for jobs and c the number of servers at the node 5 6 For an example of the notation the M M 1 queue is a simple model where a single server serves jobs that arrive according to a Poisson process where inter arrival durations are exponentially distributed and have exponentially distributed service times the M denotes a Markov process In an M G 1 queue the G stands for general and indicates an arbitrary probability distribution for service times Example analysis of an M M 1 queue Edit Consider a queue with one server and the following characteristics l displaystyle lambda the arrival rate the reciprocal of the expected time between each customer arriving e g 10 customers per second m displaystyle mu the reciprocal of the mean service time the expected number of consecutive service completions per the same unit time e g per 30 seconds n the parameter characterizing the number of customers in the system P n displaystyle P n the probability of there being n customers in the system in steady stateFurther let E n displaystyle E n represent the number of times the system enters state n and L n displaystyle L n represent the number of times the system leaves state n Then E n L n 0 1 displaystyle left vert E n L n right vert in 0 1 for all n That is the number of times the system leaves a state differs by at most 1 from the number of times it enters that state since it will either return into that state at some time in the future E n L n displaystyle E n L n or not E n L n 1 displaystyle left vert E n L n right vert 1 When the system arrives at a steady state the arrival rate should be equal to the departure rate Thus the balance equations m P 1 l P 0 displaystyle mu P 1 lambda P 0 l P 0 m P 2 l m P 1 displaystyle lambda P 0 mu P 2 lambda mu P 1 l P n 1 m P n 1 l m P n displaystyle lambda P n 1 mu P n 1 lambda mu P n imply P n l m P n 1 n 1 2 displaystyle P n frac lambda mu P n 1 n 1 2 ldots The fact that P 0 P 1 1 displaystyle P 0 P 1 cdots 1 leads to the geometric distribution formula P n 1 r r n displaystyle P n 1 rho rho n where r l m lt 1 displaystyle rho frac lambda mu lt 1 Simple two equation queue Edit A common basic queuing system is attributed to Erlang and is a modification of Little s Law Given an arrival rate l a dropout rate s and a departure rate m length of the queue L is defined as L l s m displaystyle L frac lambda sigma mu Assuming an exponential distribution for the rates the waiting time W can be defined as the proportion of arrivals that are served This is equal to the exponential survival rate of those who do not drop out over the waiting period giving m l e W m displaystyle frac mu lambda e W mu The second equation is commonly rewritten as W 1 m l n l m displaystyle W frac 1 mu mathrm ln frac lambda mu The two stage one box model is common in epidemiology 7 History EditIn 1909 Agner Krarup Erlang a Danish engineer who worked for the Copenhagen Telephone Exchange published the first paper on what would now be called queueing theory 8 9 10 He modeled the number of telephone calls arriving at an exchange by a Poisson process and solved the M D 1 queue in 1917 and M D k queueing model in 1920 11 In Kendall s notation M stands for Markov or memoryless and means arrivals occur according to a Poisson process D stands for deterministic and means jobs arriving at the queue require a fixed amount of service k describes the number of servers at the queueing node k 1 2 3 If the node has more jobs than servers then jobs will queue and wait for service The M G 1 queue was solved by Felix Pollaczek in 1930 12 a solution later recast in probabilistic terms by Aleksandr Khinchin and now known as the Pollaczek Khinchine formula 11 13 After the 1940s queueing theory became an area of research interest to mathematicians 13 In 1953 David George Kendall solved the GI M k queue 14 and introduced the modern notation for queues now known as Kendall s notation In 1957 Pollaczek studied the GI G 1 using an integral equation 15 John Kingman gave a formula for the mean waiting time in a G G 1 queue now known as Kingman s formula 16 Leonard Kleinrock worked on the application of queueing theory to message switching in the early 1960s and packet switching in the early 1970s His initial contribution to this field was his doctoral thesis at the Massachusetts Institute of Technology in 1962 published in book form in 1964 His theoretical work published in the early 1970s underpinned the use of packet switching in the ARPANET a forerunner to the Internet The matrix geometric method and matrix analytic methods have allowed queues with phase type distributed inter arrival and service time distributions to be considered 17 Systems with coupled orbits are an important part in queueing theory in the application to wireless networks and signal processing 18 Modern day application of queueing theory concerns among other things product development where material products have a spatiotemporal existence in the sense that products have a certain volume and a certain duration 19 Problems such as performance metrics for the M G k queue remain an open problem 11 13 Service disciplines Edit First in first out FIFO queue exampleVarious scheduling policies can be used at queuing nodes First in first out Also called first come first served FCFS 20 this principle states that customers are served one at a time and that the customer that has been waiting the longest is served first 21 Last in first out This principle also serves customers one at a time but the customer with the shortest waiting time will be served first 21 Also known as a stack Processor sharing Service capacity is shared equally between customers 21 Priority Customers with high priority are served first 21 Priority queues can be of two types non preemptive where a job in service cannot be interrupted and preemptive where a job in service can be interrupted by a higher priority job No work is lost in either model 22 Shortest job first The next job to be served is the one with the smallest size 23 Preemptive shortest job first The next job to be served is the one with the smallest original size 24 Shortest remaining processing time The next job to serve is the one with the smallest remaining processing requirement 25 Service facilitySingle server customers line up and there is only one server Several parallel servers single queue customers line up and there are several servers Several parallel servers several queues there are many counters and customers can decide for which to queueUnreliable serverServer failures occur according to a stochastic random process usually Poisson and are followed by setup periods during which the server is unavailable The interrupted customer remains in the service area until server is fixed 26 Customer waiting behaviorBalking customers decide not to join the queue if it is too long Jockeying customers switch between queues if they think they will get served faster by doing so Reneging customers leave the queue if they have waited too long for serviceArriving customers not served either due to the queue having no buffer or due to balking or reneging by the customer are also known as dropouts The average rate of dropouts is a significant parameter describing a queue Queueing networks EditQueue networks are systems in which multiple queues are connected by customer routing When a customer is serviced at one node it can join another node and queue for service or leave the network For networks of m nodes the state of the system can be described by an m dimensional vector x1 x2 xm where xi represents the number of customers at each node The simplest non trivial networks of queues are called tandem queues 27 The first significant results in this area were Jackson networks 28 29 for which an efficient product form stationary distribution exists and the mean value analysis 30 which allows average metrics such as throughput and sojourn times can be computed 31 If the total number of customers in the network remains constant the network is called a closed network and has been shown to also have a product form stationary distribution by the Gordon Newell theorem 32 This result was extended to the BCMP network 33 where a network with very general service time regimes and customer routing is shown to also exhibit a product form stationary distribution The normalizing constant can be calculated with the Buzen s algorithm proposed in 1973 34 Networks of customers have also been investigated such as Kelly networks where customers of different classes experience different priority levels at different service nodes 35 Another type of network are G networks first proposed by Erol Gelenbe in 1993 36 these networks do not assume exponential time distributions like the classic Jackson network Routing algorithms Edit See also Stochastic scheduling In discrete time networks where there is a constraint on which service nodes can be active at any time the max weight scheduling algorithm chooses a service policy to give optimal throughput in the case that each job visits only a single person service node 20 In the more general case where jobs can visit more than one node backpressure routing gives optimal throughput A network scheduler must choose a queueing algorithm which affects the characteristics of the larger network citation needed Mean field limits Edit Mean field models consider the limiting behaviour of the empirical measure proportion of queues in different states as the number of queues m approaches infinity The impact of other queues on any given queue in the network is approximated by a differential equation The deterministic model converges to the same stationary distribution as the original model 37 Heavy traffic diffusion approximations Edit Main article Heavy traffic approximation In a system with high occupancy rates utilisation near 1 a heavy traffic approximation can be used to approximate the queueing length process by a reflected Brownian motion 38 Ornstein Uhlenbeck process or more general diffusion process 39 The number of dimensions of the Brownian process is equal to the number of queueing nodes with the diffusion restricted to the non negative orthant Fluid limits Edit Main article Fluid limit Fluid models are continuous deterministic analogs of queueing networks obtained by taking the limit when the process is scaled in time and space allowing heterogeneous objects This scaled trajectory converges to a deterministic equation which allows the stability of the system to be proven It is known that a queueing network can be stable but have an unstable fluid limit 40 See also EditEhrenfest model Erlang unit Line management Network simulation Project production management Queue area Queueing delay Queue management system Queuing Rule of Thumb Random early detection Renewal theory Throughput Scheduling computing Traffic jam Traffic generation model Flow networkReferences Edit a b c Sundarapandian V 2009 7 Queueing Theory Probability Statistics and Queueing Theory PHI Learning ISBN 978 8120338449 Lawrence W Dowdy Virgilio A F Almeida Daniel A Menasce Performance by Design Computer Capacity Planning by Example Archived from the original on 2016 05 06 Retrieved 2009 07 08 Schlechter Kira March 2 2009 Hershey Medical Center to open redesigned emergency room The Patriot News Archived from the original on June 29 2016 Retrieved March 12 2009 Mayhew Les Smith David December 2006 Using queuing theory to analyse completion times in accident and emergency departments in the light of the Government 4 hour target Cass Business School ISBN 978 1 905752 06 5 Archived from the original on September 7 2021 Retrieved 2008 05 20 Tijms H C Algorithmic Analysis of Queues Chapter 9 in A First Course in Stochastic Models Wiley Chichester 2003 Kendall D G 1953 Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain The Annals of Mathematical Statistics 24 3 338 354 doi 10 1214 aoms 1177728975 JSTOR 2236285 Hernandez Suarez Carlos 2010 An application of queuing theory to SIS and SEIS epidemic models Math Biosci 7 4 809 823 doi 10 3934 mbe 2010 7 809 PMID 21077709 Agner Krarup Erlang 1878 1929 plus maths org Pass maths org uk 1997 04 30 Archived from the original on 2008 10 07 Retrieved 2013 04 22 Asmussen S R Boxma O J 2009 Editorial introduction Queueing Systems 63 1 4 1 2 doi 10 1007 s11134 009 9151 8 S2CID 45664707 Erlang Agner Krarup 1909 The theory of probabilities and telephone conversations PDF Nyt Tidsskrift for Matematik B 20 33 39 Archived from the original PDF on 2011 10 01 a b c Kingman J F C 2009 The first Erlang century and the next Queueing Systems 63 1 4 3 4 doi 10 1007 s11134 009 9147 4 S2CID 38588726 Pollaczek F Ueber eine Aufgabe der Wahrscheinlichkeitstheorie Math Z 1930 a b c Whittle P 2002 Applied Probability in Great Britain Operations Research 50 1 227 239 doi 10 1287 opre 50 1 227 17792 JSTOR 3088474 Kendall D G Stochastic processes occurring in the theory of queues and their analysis by the method of the imbedded Markov chain Ann Math Stat 1953 Pollaczek F Problemes Stochastiques poses par le phenomene de formation d une queue Kingman J F C Atiyah October 1961 The single server queue in heavy traffic Mathematical Proceedings of the Cambridge Philosophical Society 57 4 902 Bibcode 1961PCPS 57 902K doi 10 1017 S0305004100036094 JSTOR 2984229 S2CID 62590290 Ramaswami V 1988 A stable recursion for the steady state vector in markov chains of m g 1 type Communications in Statistics Stochastic Models 4 183 188 doi 10 1080 15326348808807077 Morozov E 2017 Stability analysis of a multiclass retrial system withcoupled orbit queues Proceedings of 14th European Workshop Lecture Notes in Computer Science Vol 17 pp 85 98 doi 10 1007 978 3 319 66583 2 6 ISBN 978 3 319 66582 5 Simulation and queueing network modeling of single product production campaigns ScienceDirect a b Manuel Laguna 2011 Business Process Modeling Simulation and Design Pearson Education India p 178 ISBN 9788131761359 Retrieved 6 October 2017 a b c d Penttinen A Chapter 8 Queueing Systems Lecture Notes S 38 145 Introduction to Teletraffic Theory Harchol Balter M 2012 Scheduling Non Preemptive Size Based Policies Performance Modeling and Design of Computer Systems pp 499 507 doi 10 1017 CBO9781139226424 039 ISBN 9781139226424 Andrew S Tanenbaum Herbert Bos 2015 Modern Operating Systems Pearson ISBN 978 0 13 359162 0 Harchol Balter M 2012 Scheduling Preemptive Size Based Policies Performance Modeling and Design of Computer Systems pp 508 517 doi 10 1017 CBO9781139226424 040 ISBN 9781139226424 Harchol Balter M 2012 Scheduling SRPT and Fairness Performance Modeling and Design of Computer Systems pp 518 530 doi 10 1017 CBO9781139226424 041 ISBN 9781139226424 Dimitriou I 2019 A Multiclass Retrial System With Coupled Orbits And Service Interruptions Verification of Stability Conditions Proceedings of FRUCT 24 7 75 82 Archived copy PDF Archived PDF from the original on 2017 03 29 Retrieved 2018 08 02 a href Template Cite web html title Template Cite web cite web a CS1 maint archived copy as title link Jackson J R 1957 Networks of Waiting Lines Operations Research 5 4 518 521 doi 10 1287 opre 5 4 518 JSTOR 167249 Jackson James R Oct 1963 Jobshop like Queueing Systems Management Science 10 1 131 142 doi 10 1287 mnsc 1040 0268 JSTOR 2627213 Reiser M Lavenberg S S 1980 Mean Value Analysis of Closed Multichain Queuing Networks Journal of the ACM 27 2 313 doi 10 1145 322186 322195 S2CID 8694947 Van Dijk N M 1993 On the arrival theorem for communication networks Computer Networks and ISDN Systems 25 10 1135 2013 doi 10 1016 0169 7552 93 90073 D S2CID 45218280 Archived from the original on 2019 09 24 Retrieved 2019 09 24 Gordon W J Newell G F 1967 Closed Queuing Systems with Exponential Servers Operations Research 15 2 254 doi 10 1287 opre 15 2 254 JSTOR 168557 Baskett F Chandy K Mani Muntz R R Palacios F G 1975 Open closed and mixed networks of queues with different classes of customers Journal of the ACM 22 2 248 260 doi 10 1145 321879 321887 S2CID 15204199 Buzen J P 1973 Computational algorithms for closed queueing networks with exponential servers PDF Communications of the ACM 16 9 527 531 doi 10 1145 362342 362345 S2CID 10702 Archived PDF from the original on 2016 05 13 Retrieved 2015 09 01 Kelly F P 1975 Networks of Queues with Customers of Different Types Journal of Applied Probability 12 3 542 554 doi 10 2307 3212869 JSTOR 3212869 S2CID 51917794 Gelenbe Erol Sep 1993 G Networks with Triggered Customer Movement Journal of Applied Probability 30 3 742 748 doi 10 2307 3214781 JSTOR 3214781 S2CID 121673725 Bobbio A Gribaudo M Telek M S 2008 Analysis of Large Scale Interacting Systems by Mean Field Method 2008 Fifth International Conference on Quantitative Evaluation of Systems p 215 doi 10 1109 QEST 2008 47 ISBN 978 0 7695 3360 5 S2CID 2714909 Chen H Whitt W 1993 Diffusion approximations for open queueing networks with service interruptions Queueing Systems 13 4 335 doi 10 1007 BF01149260 S2CID 1180930 Yamada K 1995 Diffusion Approximation for Open State Dependent Queueing Networks in the Heavy Traffic Situation The Annals of Applied Probability 5 4 958 982 doi 10 1214 aoap 1177004602 JSTOR 2245101 Bramson M 1999 A stable queueing network with unstable fluid model The Annals of Applied Probability 9 3 818 853 doi 10 1214 aoap 1029962815 JSTOR 2667284 Further reading EditGross Donald Carl M Harris 1998 Fundamentals of Queueing Theory Wiley ISBN 978 0 471 32812 4 Online Zukerman Moshe 2013 Introduction to Queueing Theory and Stochastic Teletraffic Models PDF arXiv 1307 2968 Deitel Harvey M 1984 1982 An introduction to operating systems revisited first ed Addison Wesley p 673 ISBN 978 0 201 14502 1 chap 15 pp 380 412 Gelenbe Erol Isi Mitrani 2010 Analysis and Synthesis of Computer Systems World Scientific 2nd Edition ISBN 978 1 908978 42 4 Newell Gordron F 1 June 1971 Applications of Queueing Theory Chapman and Hall Leonard Kleinrock Information Flow in Large Communication Nets MIT Cambridge May 31 1961 Proposal for a Ph D Thesis Leonard Kleinrock Information Flow in Large Communication Nets RLE Quarterly Progress Report July 1961 Leonard Kleinrock Communication Nets Stochastic Message Flow and Delay McGraw Hill New York 1964 Kleinrock Leonard 2 January 1975 Queueing Systems Volume I Theory New York Wiley Interscience pp 417 ISBN 978 0471491101 Kleinrock Leonard 22 April 1976 Queueing Systems Volume II Computer Applications New York Wiley Interscience pp 576 ISBN 978 0471491118 Lazowska Edward D John Zahorjan G Scott Graham Kenneth C Sevcik 1984 Quantitative System Performance Computer System Analysis Using Queueing Network Models Prentice Hall Inc ISBN 978 0 13 746975 8 Jon Kleinberg Eva Tardos 30 June 2013 Algorithm Design Pearson ISBN 978 1 292 02394 6 External links Edit Look up queueing or queuing in Wiktionary the free dictionary This article s use of external links may not follow Wikipedia s policies or guidelines Please improve this article by removing excessive or inappropriate external links and converting useful links where appropriate into footnote references May 2017 Learn how and when to remove this template message Queueing theory calculator Teknomo s Queueing theory tutorial and calculators Office Fire Emergency Evacuation Simulation on YouTube Virtamo s Queueing Theory Course Myron Hlynka s Queueing Theory Page Queueing Theory Basics A free online tool to solve some classical queueing systems JMT an open source graphical environment for queueing theory LINE a general purpose engine to solve queueing models What You Hate Most About Waiting in Line It s not the length of the wait by Seth Stevenson Slate 2012 popular introduction Retrieved from https en wikipedia org w index php title Queueing theory amp oldid 1170995560 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