Chapter six

Performance Models- Representation and

Analysis methods
Topics to be covered
Queuing notation
Rules for all queues
Littles law
Types of Stochastic processes
Analysis of single queue: birth death process,
M/M/1, M/M/2, M/M/m, M/M/, M/M/m/B
1. Queuing notation
Queue
banks,
machine shop,
airline reservation systems etc
Optimization of
waiting time,
queue length,
service to those in queue
Ideal system
no queue and
no idle time
Objective of queuing system-
optimization of queue and wait time

2. Rules for all queues
Customers arrive at a constant or variable rate
Customers are to be served at constant or
variable rate

Symbols used
State of system- number of customers in queuing
system ( queue and server)
Queue length number of customers waiting for
service to begin
N(t) number of customers in queuing system at time t
Pn(t)- probability of n customers in queue
S- number of servers
n - mean arrival rate of new customers when n
customers are in system
n- mean service rate for overall system when n
customers are in system
Classification of queuing systems
Queuing systems are classified based on
Calling source
the population from which customers are drawn.
The input or arrival process
distribution of number of arrivals per unit time,
the number of queues that are permitted to be formed,
the maximum queue length,
maximum number of customers desiring service
The service process
time allotted to serve customers,
number and arrangement of servers,
Assumptions
Successive arrivals are independent
Long term inter arrival time constant exist
The probability of an arrival taking place in
time At is proportional to At
Principles of queuing theory
Two statistical properties probability distribution
of inter arrival times and probability distribution
of service time
Example:
FIFO service
Random arrivals
In a given interval of time, only one customer is expected to
come
Arrival with Poisson distribution
Steady state
X= Number of arrival per unit time

x- number of customers per
unit time
Average arrival per time
Principles of
Poisson arrival patter means inter arrival time
is exponential with the same mean


Example: gas filling station
Car arrival rate 5 minutes between arrival
Cars arrive according to Poisson process with
mean 12cars/hr
Probability distribution of number of arrivals per
hour is


Distribution of time between two arrivals is
exponential
Arrival of K customers at a time
General Poisson distribution formula


Where f(t) is given by

Arrival time exponential
Number of arrivals Poisson

Assumptions for service time
Similar assumptions as of arrival
Statistical independence of successive servicing
Long term constant for service time
Probability of completion is proportional to At
Exponential service time


Where v is long term average service time

Arrival-service model
Assumptions used
Arrival is random
Arrival from single queue
FIFO
Departure is random
Probability of arrival in At is At
Probability of departure in At is At


Probability of being busy

Average number of customers in service
facility is
Probability of no waiting time is (1-)
Probability of
1 customer arriving no customer departing in At

1 customer arriving and 1 customer departing in
At

No customer departing and no customer arriving

Other performance metrics
Average number of customers at time t

Probability of n customers in the system

Probability of n customers in queue

Average number of customers in queue

Performance cont
Average time a customer spends in system


Average time a customer spends in queue

Example: customers arrive in bank according to
Poisson process
Mean inter arrival is 10 minutes
Average service time in counter 5 minutes
A) what is the probability that customer will not wait
B) what is the expected number of customers in bank
C) how much time is a customer expected to wait in the bank

=6 =12
a) b) c)
3. Littles law
Is an important tool for verifying queuing
simulations
Used to determine average number of
customers in system
It states that

Where

average time a job spends in the system

Stochastic process
Generating stochastic process is generation of
sequence of variates with probability distribution
IID process generation
Generation is similar
Steps
1) determine the seeds for the RNG
2) generate random numbers using each seed
3) using the CDF of the given distribution, find the inverse
and generate the random sequence elements
4) repeat the steps until the required number is obtained
Non IID stochastic process
Processes should have temporal relations
Relation is expressed in form of joint
distribution
Defining temporal relation is difficult

5. Analysis of single queue: birth death
process, M/M/1, M/M/2, M/M/m, M/M/, M/M/m/B
Kendalls notation
V/W/X/Y/Z
V arrival pattern ( D or M for deterministic or
exponential respectively)
W service pattern
X number of servers (take infinity if not specified )
Y system capacity
Z queue discipline(FIFO, LIFO)
Simulation of M/M/1/
Simulate an M/M/1/ system with mean arrival rate of 10
per hour and the mean service rate as 15 per hour for a
simulation run of 3 hour. Determine the average customer
waiting time, percentage idle time of the server, maximum
length of the queue and average length of queue

Average customer waiting time


Average length of queue


min 12 hr 2 . 0
10 15
1 1
s
= =

=

= =
3
4
15
10
5
10
ALQ = =

=
Result obtained using simulation
program
Exponential arrival and service time is used
r=rand()/32768
Iat=(-1./mue)*log(1-r)
Time is counted in minutes
For a single run
Number of arrivals=50
Average waiting time=30.83minutes
Average server idle time=2.46
Maximum queue length=16
Single queue multiple servers
M/M/s/
Let
s denote number of servers in system
Each server provides service at the same rate
Average arrival rate for all n customers is same
<s

M/M/s/ analysis cont
For n busy servers, the over all service rate is
n
Probability that there are (n+1) customers is
given by( n>s)

Where

(n-s) customers are waiting


M/M/s/ analysis cont
Probability that all servers are busy is
probability that n> s
This is given by






M/M/s/ cont
Average length of queue


=

Example 2 server M/M/2/
In a service station with two servers,
customers arrive at an average rate of 10 per
hour. The service rate of each server is 6
customers/hour.
Determine
A) the fraction of time that all servers are busy
B) average number of customers waiting
C) average waiting time
Soln.


Servers will be busy if there are n>2 customers
P(n>2 )is then


where Po is


Then P(n >2)
2 s
hr / 6
hr / 10
=
=
=
= = 0.79
Analysis using simulation M/M/2/3
2 servers
Maximum capacity of 3
Exponential arrival and service time
0 9 13 22 26 33
10 7 12 20 15 15
arrival Server 1 Server 2
cust idle service wait idle service wait
0 0 10 0
9 - - - 9 7 0
13 3 12 0 - - -
22 - - - 6 20 0
26 1 15 0 - - -
Exercise
Write a simulation program to analyze an
M/D/2/3 system
Exponential arrival with mean 3 minutes
2 servers and maximum capacity of 3
Service time is deterministic with 5 and 7 minute
service time respectively
Simulate system for 1 hour and determine
Idle time of servers
Waiting time of customers