Unit II Advanced Queueing Models
Unit II Advanced Queueing Models
Models
Non-Markovian Queues
B. G/G/c Queue
c servers, general arrival and service distributions.
Characteristics:
More complex than single-server systems.
Approximation methods (like Kingman’s formula) are used for average waiting time.
Kingman’s Approximation for average waiting time in G/G/1:
2 2
ρ ca + cs 1
W q≈ ⋅ ⋅
1−ρ 2 μ
Where:
ρ=λ/ μ = traffic intensity
c a=¿ coefficient of variation of interarrival times
c s =¿ coefficient of variation of service times
6. Real-World Applications
1. Healthcare systems – appointments, surgeries with variable durations.
2. Manufacturing systems – processing jobs with different times, bulk arrivals.
3. Banking and customer service – variable teller service times, scheduled customers.
4. Transportation – buses/trains with scheduled arrivals and variable service times at
stations.
8. Summary
Non-Markovian queues generalize Markovian queues by allowing general
distributions for arrivals and service times.
They are more realistic for real-world systems where memoryless assumptions do not
hold.
Analysis is more complex; often requires approximations or simulations.
Examples: Hospital appointments, manufacturing lines, supermarkets with varying
service times, and transport scheduling.
. The Pollaczek–Khinchine (P-K) Formula
Formula:
2
λ E[S ]
W q=
2(1−ρ)
where:
λ = arrival rate (customers per unit time)
S = service time random variable
E [S] = mean service time
2
E [S ] = second moment of service time
ρ=λE[S ] = traffic intensity (must be ρ<1)
3. Interpretation
W q increases if arrival rate λ is high.
W q increases if service times are highly variable (since E [S2 ] captures variance).
When service times are exponential, the formula reduces to the M/M/1 waiting time
result.
4. Related Results
Using Little’s Law ( Lq= λ W q):
Average number in queue (Lq):
2 2
λ E [S ]
Lq =
2(1−ρ)
Average waiting time in system (W):
W =W q + E [S ]
Then,
2
E [S ]=¿
Traffic intensity:
ρ=λE[S ]=5× 0.133=0.665
Waiting time in queue:
5 × 0.0277 0.1385
W q= = ≈ 0.207 hours(12.4 minutes)
2(1−0.665) 0.67
✅ Interpretation: On average, a customer waits about 12.4 minutes in queue, in addition to the 8
minutes of service time.
7. Summary
Pollaczek–Khinchine formula applies to the M/G/1 queue.
It gives exact results for average waiting time and queue length, even when service
times are not exponential.
The formula shows the effect of variability in service times through the second moment
2
E [S ].
Applications are everywhere: banks, hospitals, telecom, computing, and production
lines.
👉
Below is a fully detailed, step-by-step derivation of the Pollaczek–Khinchine (P–K) formula
for an M/G/1 queue. I’ll state assumptions, define every symbol, show every manipulation, and
include the key integral identities used.
Because service times are i.i.d. and independent of N (the number waiting),
[∑ ]
N
E Si =E[ N ] E[ S].
i=1
So (1) becomes
W q=E[ R]+ E [N ]E [S ].
(Justification: PASTA — Poisson arrivals see time averages — makes this applicable at arrival
epochs.)
Substitute (3) into (2):
W q=E[ R]+(λ W q) E[ S].
Rearrange:
W q−λE [S]W q=E [R].
Factor:
(1− ρ)W q =E[ R].
Hence
E[ R]
W q= .
1−ρ
So the remaining task is to compute the mean residual time E [R].
(size) s f S (s)
fS (s)= , s ≥0 .
E[S ]
Given that the total service length is s, the remaining time if observation occurs uniformly within
the service is the expected residual
s
E [residual∣ S=s]= .
2
(Reason: if the start of the service is uniformly distributed in [0 , s ], the remaining time is s−U
with U ∼Uniform (0 , s), mean s/2.)
Average over the size-biased density:
∞ ∞ ∞
s (size) s s f S (s) 1
E [R ∣ busy ]=∫ ⋅ f S (s)ds=∫ ⋅ ∫ 2
ds= s f S (s) ds .
0 2 0 2 E [S ] 2 E [S] 0
∞
But ∫ s f S (s)ds=E[ S ]. So
2 2
2
E [S ]
E [R ∣ busy ]= .
2 E[S ]
Substitute (6) in (5):
2
E[S ]
E [R]=ρ ⋅ .
2 E [S]
Method B — Tail integral identity (alternative rigorous
route)
We can derive the same E [R ∣ busy ] from the residual-life density and a standard identity for
moments.
10. The equilibrium residual life (residual at a random time, conditioned on busy) has density
proportional to the remaining tail: its density g(x ) (for residual x ≥ 0 ) satisfies
∞
∫ f S (s )ds F S (x)
x
g(x )= = .
E [S] E[S ]
Hence
∞ ∞
1
E [R ∣ busy ]=∫ x g(x )dx= ∫ x F S (x ) dx .
0 E [S] 0
(Proof sketch of the identity: integrate by parts ∫ x f S (x)dx=¿ . Under E [S2 ]< ∞ the boundary
2
0
term vanishes, giving the identity.)
Thus
2 2
1 E [S ] E[S ]
E [R ∣ busy ]= ⋅ = ,
E [S] 2 2 E[ S]
the same as (6). Then (7) follows.
Since ρ=λ/ μ,
λ ρ
= ,
μ (1−ρ) μ (1−ρ)
2
👉 In short: The output of one queue becomes the input of the next queue.
3. Key Properties
21. Arrival Process to the First Queue
o For M/M/1 queues: the departure process is also Poisson with the same rate
(Burke’s theorem).
o This makes analysis of tandem M/M/1 queues tractable.
23. Waiting Time
o The total waiting time for a customer = sum of waiting + service times across all
queues in the series.
At Station 2:
Departure from Station 1 is Poisson (Burke’s theorem) → input rate to Station 2 is also λ .
Utilization: ρ2= λ/ μ2.
ρ2
Waiting time in queue: W q 2= .
μ2 (1−ρ2 )
8. Why Important?
Computer systems: a web request goes through firewall → application server →
database server.
Airports: passengers queue at check-in → security → boarding.
Telecom networks: packets go through routers sequentially.
Manufacturing: multi-stage assembly lines.
In all cases, the slowest stage (the bottleneck) dominates performance.
✅ Summary
Queues in series (tandem queues): Customers/jobs pass through multiple service
stations one after another.
Analysis is easy for M/M/1 tandem queues due to Burke’s theorem.
Applications: manufacturing, hospitals, IT networks, transport, banking.
Performance depends heavily on the slowest (bottleneck) station.
Jackson’s Theorem
If:
24. External arrivals are Poisson,
25. Service times are exponential (M/M/1 or M/M/c),
26. Routing is Markovian (probabilistic, independent of past),
then:
The steady-state distribution of jobs at each queue is the same as if each queue were
independent M/M/1 (or M/M/c) with an effective arrival rate λ i.
This makes analysis tractable.
Once we know λ i, each station can be analyzed like an independent M/M/1 queue.
Step 2: Utilizations
Station 1: ρ1= λ1 / μ1=5/10=0.5 .
Station 2: ρ2= λ2 / μ2=1.5 /8=0.1875 .
✅ Summary
An open queueing network allows jobs to enter from outside, move between service
stations, and exit.
The arrival rate at each station is solved from flow balance equations.
If exponential service and Poisson arrivals are assumed (Jackson Network), each station
behaves like an independent M/M/1 queue.
Widely applicable in computer systems, banks, hospitals, factories, and telecoms.
Would you like me to also explain the difference between open, closed, and mixed queueing
networks (with examples), so you can see the bigger picture?
Jackson’s Theorem
If:
32. External arrivals are Poisson,
33. Service times are exponential (M/M/1 or M/M/c),
34. Routing is Markovian (probabilistic, independent of past),
then:
The steady-state distribution of jobs at each queue is the same as if each queue were
independent M/M/1 (or M/M/c) with an effective arrival rate λ i.
This makes analysis tractable.
Once we know λ i, each station can be analyzed like an independent M/M/1 queue.
5. Example 1: Two-Station Jackson Network
Suppose:
Jobs arrive externally to Station 1 at rate γ 1=5 per hour.
No external arrivals to Station 2 (γ 2=0 ).
After service at Station 1, a job goes to Station 2 with probability p12=0.3 , or exits with
probability 0.7 .
After service at Station 2, jobs always leave ( p21=0 ).
Service rates: μ1=10 /hr, μ2=8/hr.
Step 2: Utilizations
Station 1: ρ1= λ1 / μ1=5/10=0.5 .
Station 2: ρ2= λ2 / μ2=1.5 /8=0.1875 .
7. Why Important?
They capture complex, realistic systems better than single queues.
Jackson Networks provide a powerful framework to analyze them.
Help in capacity planning, performance evaluation, and bottleneck identification.
✅ Summary
An open queueing network allows jobs to enter from outside, move between service
stations, and exit.
The arrival rate at each station is solved from flow balance equations.
If exponential service and Poisson arrivals are assumed (Jackson Network), each station
behaves like an independent M/M/1 queue.
Widely applicable in computer systems, banks, hospitals, factories, and telecoms.
Would you like me to also explain the difference between open, closed, and mixed queueing
networks (with examples), so you can see the bigger picture?