1.

2 A Simplified Treatment of a Simple Queue Model

If we are not averse to making some crude simplifying assumptions, then

analysis of simple queueing models may be easily done. (These assumptions
will be justified later.) For example, consider the queue of Figure 1 with only
one server and an infinite number of waiting positions. Let the arrival
process of jobs be such that arrivals come at rate λ. Assume that when
∆t→0, P{one arrival in time interval ∆t}, the probability of one arrival in a
time interval ∆t, is λ∆t. Similarly, P{no arrivals in time interval ∆t] is 1-λ∆t
and P{more than one arrival in time interval ∆t} will be negligibly small and
may be considered to be zero. For the service process of the given server, we
assume that the average service rate is µ (mean service time is 1/µ). Assume
that when the server is working and when ∆t→0, P{one departure from the
system in time interval ∆t] is µ ∆t, the P{no departures in time interval ∆t] is
1-µ ∆t and P{more than one departure in time interval ∆t] is zero.
For this queue, we need to describe the system state in some fashion. The
system state at any time instant may be taken as the number in the system at
that instant. Note that this will include both the number waiting in the queue
and the customer currently in service, if any. Let pN(t) = P{system in state N
at time t}. By ignoring terms with (∆t)2 and higher order terms, the
probability of the system state at time t+∆t may then be found as

p 0 (t + ∆t ) = p0 (t )[1 − λ∆t ] + p1 (t ) µ∆t N=0 (1.1)

p N (t + ∆t ) = p N (t )[1 − λ∆t − µ∆t ] + p N −1 (t )λ∆t + p N +1 (t ) µ∆t

N>0 (1.2)

subject to the normalisation condition that ∑ p (t) = 1 for all t ≥ 0.

∀i
i

Taking the limits as ∆t→0, and subject to the same normalisation, we get

dp 0 (t )
= −λp 0 (t ) + µp1 (t ) N=0 (1.3)
dt
 dp N (t )
= −(λ + µ ) p N (t ) + λp N −1 (t ) + µp N +1 (t ) N>0 (1.4)
dt

These differential equations (along with the normalisation condition) may

be used to get both the transient and the equilibrium solutions. For the
transient solutions, the queue is assumed to start at time t=0 with some
initial state K, i.e. pi(0)=δiK and the differential equations are solved to
obtain the state probabilities pi(t) i=0, 1, 2…..∝ as a function of the time t.
For the equilibrium solutions, the conditions invoked are

dpi (t )
= 0 and pi (t ) = pi for i=0, 1, 2…..∝
dt

For this, defining ρ =λ/µ erlangs, with ρ <1for stability, we get

p1 = ρ p 0
(1.5)
p N +1 = (1 + ρ ) p N − ρ p N −1 = ρ p N = ρ N +1 p 0 N ≥1

Solving Eq. (1.5) with the normalisation condition ∑ pi =1, we get the
system state probabilities to be

p i = ρ i (1 − ρ ) i = 0, 1, ……,∝ (1.6)

It should be noted that the summation in the normalisation condition

would only have a finite value when ρ<1. This condition is therefore
required for the queue to be stable. Note that once we know the equilibrium
state probabilities, we can use these to compute various mean performance
parameters of this simple queue, Some examples of these are given next.

(a) Mean Number in System, N

∞ ∞
ρ
N= ∑ ip =∑ iρ
i =0
i
i =0
i
(1 − ρ ) =
1− ρ
(1.7)

(b) Mean Number Waiting in Queue (prior to service), Nq

∞
ρ ρ ρ2
Nq = ∑
i =1
(i − 1) pi =
1− ρ
− (1 − p 0 ) =
1− ρ
−ρ=
1− ρ
(1.8)

(c) Mean Time Spent in System, W

 To obtain this, we need to assume first come first served (FCFS) service
even though the result obtained does actually hold for any other service
discipline where “the server is never idle while the system is non-empty”.
Note that this equality only holds for the mean. The second moment and
higher moments, as well as the actual distribution will be different for
different service disciplines.
Assuming FCFS discipline, consider a job, which arrives to the system
when it is in state k, i.e. there are k users already in the system of which one
is currently being served. We need to make one more assumption before we
can proceed further with this analysis. We will assume that the mean
remaining service time needed to finish serving the customer currently being
served, is still 1/µ. This is indeed justified if the service time distribution is
exponential (with mean 1/µ), which is effectively what is being assumed
here. (This is because of the memory-less property of the exponential
distribution.) With these assumptions, we get

∞
(k + 1)
∑
1
W= pk = (1.9)
k =0 µ µ (1 − ρ )

(d) Mean Time Spent waiting in Queue, prior to service, Wq

It is easy to see that Wq will always be one mean service time less than
the value of W obtained earlier from Eq. (1.9). Hence, we get

1 ρ
Wq = W − = (1.10)
µ µ (1 − ρ )

Note that we can also obtain Wq directly if we know the probabilities of

the system states. Using the same arguments and assumptions as in (c) above
(for deriving W), we can see that a customer arrival which finds the system
in state k will encounter a mean queueing delay of k/µ. This may also be
used to obtain Wq directly as shown below.

∞
ρ
∑µp
k
Wq = = (1.11)
µ (1 − ρ )
k
k =0

Note that this mean result will also be independent of the service
discipline actually followed.
(e) Server Utilisation

This will be a parameter of interest to the service provider arranging for

the server serving the jobs in the queue. Obviously, the service provider
would like the server to be utilised as much as possible, even though that
might lead to large queueing delays and a large number of jobs waiting for
service in the queue.
The server is busy except when the system is empty, i.e. the system state
is zero. Therefore, we can see that the utilisation of the server under
equilibrium conditions will be 1-p0 =ρ. This quantity is indicative of how
hard the server is actually working.

(f) Probability that an arriving customer has to wait for service

In a way, this parameter is indicative of the quality of service being

provided by the queue. Obviously, customers will not be happy with the
service provided if they have to wait for service every time they arrive at the
queue. From the customers’ point of view, a good system will be one where
they immediately start getting served on arrival.
It is obvious that a customer will get served immediately on arrival, i.e.
will not have to wait for service, if it sees the queue to be empty on arrival.
The probability of this is simply p0, the probability that the system is empty
and will be given by 1-ρ. Note that as the traffic ρ (0<ρ<1) increases, the
server utilisation improves at the cost of lower customer satisfaction with the
quality of service being provided by the queue.

The simple queue described above is actually what is referred to as the

M/M/1/∝ queue, i.e. a queue with Poisson arrivals, exponentially distributed
service times, single server and infinite waiting positions. (The notation used
for representing the queue is called Kendall's Notation and will be described
later.)
In general, we find that the analysis of a single server queue is attractive,
because -
(a) It is generally more tractable than the analysis of a multi-server queue
(b) For a queue with C servers, bounding results may be obtained by
considering a system with C parallel, single server queues where an arriving
customer can join any of the queues randomly. The latter system will always
be less efficient than the actual C server queue.