Finite-Source Queueing Systems

and their Applications

János Sztrik
University of Debrecen
Institute of Mathematics and Informatics
Department of Information Technology
[email protected]

August 7, 2001
János Sztrik 2001/08/05

Finite-Source Queueing Systems

• Introduction
? Queueing systems
? Performance measures for finite-source systems

• Analytical Results
? Homogeneous M/M/r systems, the classical model

• Numerical Methods
? A recursive method for the M/G/1/ system

• Asymptotic Methods
? Preliminary results
? Heterogeneous multiprocessor systems

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Introduction

• Queueing systems
? Kendall’s notations
? Performance measures

• Performance measures for finite-source systems

? Homogeneous systems
? Asymptotic properties
? Heterogeneous systems

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Queueing systems

A single station queueing system consists of a queueing buffer of finite or

infinite size and one or more identical servers. Such an elementary queueing
system is also referred to as a service station or, simply, as a node. First we
start with a short description of queueing systems, see for example,
[9, 15, 29, 79].
A server can only serve one customer at a time and hence, it is either in a
“busy” or an “idle” state. If all servers are busy upon the arrival of a
customer, the newly arriving customer is buffered, assuming that buffer space
is available, and waits for its turn. When the customer currently in service
departs, one of the waiting customers is selected for service according to a
queueing (or scheduling) discipline. An elementary queueing system is further
described by an arrival process, which can be characterized by its sequence of
interarrival time random variables {A1, A2, . . . }. It is common to assume that
the sequence of interarrival times is independent and identically distributed,
leading to an arrival process that is known as a renewal process. The

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distribution function of interarrival times can be continuous or discrete.

The average interarrival time is denoted by E[A] = T A and its reciprocal by

the average arrival rate λ:
1
λ= . (1)
TA
The most common interarrival time distribution is the exponential, in which
case the arrival process is Poisson. The sequence {B1, B2, · · · } of service
times of successive jobs also needs to be specified. We assume that this
sequence is also a set of independent random variables with a common
distribution function.

The mean service time E[B] is denoted by T B and its reciprocal by the
service rate µ:
1
µ= . (2)
TB

However, there are many practical situations when the request’s arrivals do
not form a renewal process, that is the arrivals may depend on the number of

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customers, request, jobs ect staying at the service facility. This happens in
the case of finite-source queueing systems .

Let us consider some specific examples following in order of their appearance

in practice, see for example [2, 12, 15, 33, 58, 77]

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Example 1

Consider a set of N machines that operate independently of each other. After

a random time they may break down and need repair by one or several
operatives (repairmen) for a random time. The repair is carried out by a
specific discipline and after having been served each machine renew his
operation. It is assumed that the server can handle only one machine at a
time. Besides the usual main characteristics in reliability theory we would like
to know the distribution of the failre-free operation time of the whole
system.

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Example 2

Suppose a single unloader system at which trains arrive which bring coal from
various mines. There are N trains involved in the coal transport. The coal
unloader can handle only one train at a time and the unloading time per train
has an exponential distribution with mean 1/µ. The unloader is subject to
breakdowns when the unloader is in operation. The operating time of an
unloader has an exponential distribution with mean 1/η and the time to
repair a broken unloader is exponentially distributed with mean 1/ξ. The
unloading of the train that is in service when the unloader breaks down is
resumed as soon as the repair of the unloader is completed. An unloaded
train returns to the mines for another trainload of coal. The time for a train
to complete a trip from the unloader to the mines and back is assumed to
have an exponential distribution with mean 1/λ.

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Example 3

N terminals request to use of a computer (server) to process transactions.

The length of time that the terminal takes to generate a request for the
computer is called “think” time. The length of time from the instant a
terminal generates a transaction until the computer completes the transaction
(and instantaneously responds by communicating this fact to the user at the
terminal) is called “response time”. We would like to know, for example, the
rate at which transactions are processed (which in steady-state equals the rate
at which they are generated) is called “throughput”, which is one the most
important performance measures showing the system’s processing power.

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As we could see all the above mentioned examples have a common

characteristic: We have a queueing system in which requests for service are
generated by a finite number N of identical or heterogeneous sources and the
requests are handled by a single or multiple server(s). The service times of the
requests generated by the sources are random variables. It is assumed that
the server can handle only one request at a time and uses specified service
discipline. New requests for service can be generated only by idle sources,
which are sources having no previous request waiting or being served at the
server. A source idle at the present time will generate a request independently
of the states of the other sources.

Depending on the assumptions on source, service times of the requests and

the service disciplines applied at the service facility, there are many queueing
models at different level to get the main steady-state performance measures.
It is also easy to see, that depending on the application we can use the terms
request, customer, machine, message, job equivalently. The above mentioned
models (problems) are referred to as machine repair, machine repairmen,
machine interference, unloader problem, terminal model, or quasirandom
input processes, finite population models, respectively.

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Kendall’s notation

The following notation, known as Kendall’s notation, is widely used to

describe elementary queueing systems:

A/B/m/K/N – queueing discipline,

where A indicates the distribution of the interarrival times, B denotes the

distribution of the service times, m is the number of servers, K is the
capacity of the system, that is the maximum nunber of customers staying at
the facility (sometimes in the queue), and N denotes the number of sources.

The following symbols are normally used for A and B:

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M Exponential distribution (Markovian or memoryless property)

Ek Erlang distribution with k phases
Hk Hyperexponential distribution with k phases
Ck Cox distribution with k phases
D Deterministic distribution, i.e., the interarrival time
or service time is constant
G General distribution
GI General distribution with independent interarrival times

However, due to the complexity of high-speed networks, there is considerable

interest in traffic arrival processes where successive arrivals are correlated.
Such non-GI arrival processes include Markov-modulated Poisson process
(MMPP) , or batch Markovian arrival process (BMAP), [16, 24, 33, 40, 49].

The queueing discipline or service strategy determines which job is selected

from the queue for processing when a server becomes available. Some
commonly used queueing disciplines are:

FCFS (First-Come-First-Served): If no queueing discipline is given in the

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Kendall notation, then the default is assumed to be the FCFS discipline.

The jobs are served in the order of their arrival.

LCFS (Last-Come-First-Served): The job that arrived last is served next.

SIRO (Service-In-Random-Order): The job to be served next is selected at

random.

RR (Round Robin): If the servicing of a job is not completed at the end of

a time slice of specified length, the job is preempted and returns to the
queue, which is served according to FCFS. This action is repeated until the
job service is completed.

PS (Processor Sharing): This strategy corresponds to round robin with infini-

tesimally small time slices. It is as if all jobs are served simultaneously and
the service time is increased correspondingly.

IS (Infinite Server): There is an ample number of servers so that no queue

ever forms.

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Static Priorities: The selection depends on priorities that are permanently

assigned to the job. Within a class of jobs with the same priority, FCFS is
used to select the next job to be processed.

Dynamic Priorities: The selection depends on dynamic priorities that alter with
the passing of time.

Preemption: If priority or LCFS discipline is used, then the job currently being
processed is interrupted and preempted if there is a job in the queue with a
higher priority.

As an example of Kendall’s notation, the expression

M/G/1 – LCFS preemptive resume (PR)

describes an elementary queueing system with exponentially distributed

interarrival times, arbitrarily distributed service times, and a single server. The
queueing discipline is LCFS where a newly arriving job interrupts the job
currently being processed and replaces it in the server. The servicing of the

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job that was interrupted is resumed only after all jobs that arrived after it
have completed service.

M/G/1/K/N

describes a finite-source queueing system with exponentially distributed

source times, arbitrarily distributed service times, and a single server. There
are N request in the system and they are accepted for service iff the number
of requests staying at the server is less than K. The rejected customers
return to the source and start a new source time with the same distibution. It
should be noted that as a special case of this situation the M/G/1/N/N
system could be considered. However, in this case we use the traditional
M/G/1//N , or hN/M/G/1i notation.

It is natural to extend this notation to heterogeneous requests, too. The case

when we have different requests is denotes by →. So, the
~ /G/1/K/N
M ~

denotes the above system with different rates and service times.

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Performance measures

Because a queueing model represents a dynamic system, the values of the

performance measures vary with time. Normally, however, we are content
with the results in the steady-state. The system is said to be in steady state
when all transient behavior has ended, the system has settled down, and the
values of the performance measures are independent of time. The system is
then said to be in statistical equilibrium, i.e., the rate at which jobs enter the
system is equal to the rate at which jobs leave the system. Such a system is
also called a stable system. Transient solutions of simple queueing systems
are available in closed-form, but for more general cases, we need different
techniques as described in for example, [9, 34].

The most important performance measures are:

Probability of the number of requests in the system Pk: It is often

possible to describe the behaviour of a queueing system by means of the

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probability vector of the number of jobs in the system Pk . The mean values
of most of the other interesting performance measures can be deduced from
Pk :
Pk = P [there are k jobs in the system] .

Utilization, or carried load ρ0: If the queueing system consists of a single

server, then the utilization ρ0 is the fraction of the time in which the server
is busy, i.e., occupied.

In case when the source is infinite and there is no limit on the number of
jobs in the single server queue, the server utilization is given by:

mean service time arrival rate λ

ρ0 = ρ = = = . (3)
mean inter-arrival time service rate µ

The utilization of a service station with multiple servers is the mean fraction
of active ( or busy ) servers.

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In the above mentioned case since mµ is the overall service rate:

λ
ρ= , (4)
mµ

and ρ can be used to formulate the condition for stationary behavior

mentioned previously. The condition for stability is:

ρ < 1, (5)

i.e., on average the number of jobs that arrive in a unit of time must be
less than the number of jobs that can be processed.

Throughput γ: The throughput of an elementary queueing system is defined

as the mean number of jobs whose processing is completed in a single unit
of time, i.e., the departure rate. Since the departure rate is equal to the
arrival rate λ for a queueing system in statistical equilibrium, the throughput
is given by:
γ =m·ρ·µ (6)

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in accordance with Eq. (4). We note that in the case of finite buffer
or finite-source queueing system, throughput is usually different from the
external arrival rate.

Response time T : The response time, also known as the sojourn time, is the
total time that a job spends in the queueing system.

Waiting time W : The waiting time is the time that a job spends in a queue
waiting to be serviced. Therefore we have:

Response time = waiting time + service time .

Since W and T are usually random variables, their mean should be

calculated. Then:
1
T =W + . (7)
µ

The distribution functions of the waiting time, FW (x), and the response
time, FT (x), sometimes are also required.

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Queue length Q: The queue length, Q, is the number of jobs in the queue.

Number of jobs in the system L: The number of jobs in the queueing

system is represented by L. Then:

∞
X
L = E(L) = kPk . (8)
k=1

The mean number of jobs in the queueing system L, E(L) and the mean
queue length Q, E(Q) can be calculated using one of the most important
theorems of queueing theory, Little’s theorem, ( law ):

L = γT , Q = γW .

Little’s theorem is valid for all queueing disciplines and arbitrary GI/G/m,
and GI/G/K/N systems.

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Performance measures for finite-source systems

• Homogeneous systems

• Asymptotic properties

• Heterogeneous systems

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Homogeneous systems

For the better understanding let consider an M/G/1 system without server
vacations treated in details in [76]. One of the performance measures in our
system is the mean message response time E[T ] defined as the mean time
from the arrival of a new message to its service completion, that is, the mean
time a message spends in the service facility. Since the mean time that each
message takes to complete cycle of staying in the source and staying in the
service facility is E[T ] + 1/λ, the throughput γ of the system, which is
defined as the mean number of messages served per unit time in the whole
system, is given by N/(E[T ] + 1/λ). On the other hand, if P0 is the
probability that the server is idle at an arbitary time, then ρ0 = 1 − P0 is the
carried load or server utilization, namely, the long run fraction of the time
that the server is busy. Thus, the throughput is also given by (1 − P0)/b. By
equating these two expressions for the throughput, we get

N 1 − P0 ρ0
γ= = = (9)
E[T ] + 1/λ b b

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Hence we have
Nb 1
− E[T ] = (10)
1 − P0 λ
If E[L] denotes the mean number of messages in the service facility at an
arbitary time, we also have the relationship

γ = λ(N − E[L]) (11)

that equates the throughput to the mean number of messages arriving per
unit of time. Thus we get

1 − P0
E[L] = N − = γE[T ] (12)
λb

which is an example of Little’s theorem applied to those messages that are

accepted by the service facility. The ratio

N − E[L] γ 1 − P0
E= = = (13)
N Nλ N λb
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is called the machine availability in machine interference models, since it

represents the expected fraction of the time that a machine remains in
working condition, E is the the machine efficiency, because it is the ratio of
the total actual production to what would have been achived had no stoppage
taken place. From (9) through (11, 12), it is clear that performance measures
such as ρ0 , γ, E[T ], and E[L] can be obtained once we have evaulated P0.

Let E[Θ] be the mean length of a busy period. Since the state of the system
repeats regenerative cycles of a busy period of mean length E[Θ] and an idle
period of mean length E[I] = 1/(N λ), the probability P0 that the server is
idle at an arbitary time is given by

E[I] 1/(N λ)
P0 = = (14)
E[Θ] + E[I] E[Θ] + 1/(N λ)

If π0 denotes the probability that the service facility is empty after a service
completion, 1/π0 is the mean number of messages that are served during
each busy period. This can be seen by considering a long period of time
during wich a large number of (say N) messages are served. Such a period

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will include Nπ0 busy periods on the average, because π0 is the probability
that a busy period is terminated after a service completion. Therefore, on the
average 1/π0 messages are served per busy period. Hence, the mean length of
a busy period is given by

b
E[Θ] = (15)
π0

From (14) and (15), we get

π0
P0 = (16)
π0 + N λb

Substituting (16) into (9),(10), and (12) we can express the throughput γ,
the mean message response time E[T ], and the mean number E[L] of

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messages in the service facility at an arbitary time in terms of π0, too, as

Nλ 1
γ= ; E= (17)
π0 + N λb π0 + N λb
1 − π0
E[T ] = N b − (18)
λ
 
1
E[L] = N 1 − (19)
π0 + N λb

We can find π0 by analyzing a Markov chain of the queue size embedded at

service completion times, or the method of supplementary variables can be
applied to obtain P0.

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Asymptotic properties

We can discuss some asymptotic properties of these performance measures

without recourse to detailed analysis of the system state. When N is fixed,
for λ ≈ 0 we have almos no congestion at the service facility, which means
that π0 ≈ 1, P0 ≈ 1, γ ≈ N λ, E ≈ 1, E[T ] ≈ b and E[L] ≈ N λb. As λ → ∞,
every message whose service has just been completed returns to the facility
almost immediately.
Therefore

π0 → 0, P0 → 0, γ → 1/b,
E → 0, E[T ] → N b, E[L] → N.

We note that E[T ] in (10) or (18) as a function of N has simple asymptotic

forms. When N = 1 (which is equivalent to a loss system M/G/l/l), we

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obviously have π0 = 1 and E[T ] = b. As N → ∞, we have π0 → 0 and so

1
E[T ] ≈ N b − as N →∞ (20)
λ

The value of N , denoted by N ∗, at which two straight lines E[T ] = b and the
one in (20) as a function of N intersect each other is called the saturation
number by [42] (sec.4.12). It is given by

1
N∗ = 1 + (21)
λb

Note that this can be written as N ∗ = (b + 1/λ)/b. Therefore, if nature were

kind and all messages required exactly b service time and exactly 1/λ
generation time(a deterministic system), then N ∗ would be the maximum
number of messages that could be scheduled without causing mutual
interference [42] page 209.

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Heterogeneous systems

In this section, we study M/G/1/N systems with a heterogeneous

population; that is, we assume that messages can be distinguished according
to their arrival rates and service time distributions. We consider three models
that differ with respect to the population constraint: an individual message
model, a multiple finite-source model, and a single finite-source model. In the
individual message model, each message has a distinct arrival rate and a
distinct service time distribution. It is also called a singel buffer model
because of its equivalence to a system of multiple classes of messages in wich
each class is allotted a single buffer. In the multiple finite-source model, see
[37] (sec. III.1), there are P classes of messages and the population size of
PP
class p is fixed at Np(< ∞) such that N = p=1 Np. The individual message
model is a special case of the multiple finite-source model in which P = N
and Np = 1 for i ≤ p ≤ N . In the single finite source model the total number
of messages in the system is fixed at N , and each message becomes a
message of one of P classes with given probability when it leaves the source.

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The multiple finite-source model and the singel finite-source model may be
associated with flow control and congestion avoidance mechanisms in
computer communication networks. Namely, the multiple finite-source model
in wich the population size is fixed for each class corresponds to the window
flow control Let us first assume that each of N messages has different
characteristics. In terms of machine interference problems, each machine is
assumed to have a different breakdown rate and a different repair time
ditribution. Specifically, let λi be the rate at wich message i in the source
arrives at the service facility, and let Bi(x) be the distribution function (DF)
for the service time of message i, where i = 1, 2, . . . , N . We also denote by bi
and Bi∗(s) the mean and Laplace-Stieltjes transform (LST) of Bi(x),
respectively. We call this system an individual message model. The total
arrival rate when all messages are in the source is denoted by

N
X
Λ= λi (22)
i=1

We denote by E[Ti] the mean response time of message i, and by γi the

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throughput of message i, that is, the mean number of times that message i is
served per unit time, where i = 1, 2, . . . , N . These are related by

1
γi = 1≤i≤N (23)
E[Ti] + 1/λi

If Γ(i) denotes the mean number of times that message i is served in a busy
period of length Θ, the throughput γi can also be expressed as

Γ(i)
γi = 1≤i≤N (24)
E[Θ] + E[I]

where
1
E[I] = (25)
Λ
is the mean lenght of an idle period I, and

N
X
E[Θ] = bj Γ(j) (26)
j=1

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is the mean lenght of an busy period Θ. The carried load (total server
utilization) ρ0 is given by

0 E[Θ]
ρ = = 1 − P0 (27)
E[Θ] + E[I]

where P0 is the probability that the service facility is empty at an arbitary

time. The total throughput γ of the system is given by

N PN
i=1 Γ(i)
X
γ= γi = (28)
i=1
E[Θ] + E[I]

Hence we can obtain the throughput γi and the mean response time E[Ti]
once we have calculated {Γ(j); 1 ≤ j ≤ N }, where i = 1, 2, . . . , N . The
mean waiting time of message i is given by

1 1
E[Wi] = E[Ti] − bi = − − bi 1≤i≤N (29)
γi λi

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If P (i) denotes the probability that message i is present in the service facility
at an arbitary time, we have

E[Ti] γi
P (i) = = γiE[Ti] = 1 − 1≤i≤N (30)
E[Ti] + 1/λi λi

which represents Little’s theorem for message i in the service facility. In

terms of machine repairman problems, P (i) is the probability that machine i
is down at an arbitrary time. Alternatively, we can express the mean response
time E[Ti] and the throughput γi for message i in terms of P (i) as

P (i)
E[Ti] = ; γi = λi(1 − P (i)) (31)
λi(1 − P (i))

In the following some important references are listed concerning finite-source

queueing models and their applications In some of the books one can find
terms, like machine repair, machine repairmen, machine interference, unloader
problem, terminal model, quasirandom input processes, finite population
models, etc.

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Comprehensive books and papers: [2, 5, 9, 15, 17, 18, 19, 28, 29, 35, 37,
39, 44, 46, 48, 52, 53, 74, 75, 76, 77, 81].

Computer and communication systems: [1, 8, 16, 22, 23, 24, 34, 33, 36,
40, 41, 42, 43, 49, 51, 54, 55, 56, 59, 60, 57, 79].

Manufacturing processes: [32],.

Reliability theory: [25, 26, 27, 47, 80]

Construction and mining: [12]

Data management: [14].

It should be noted that there are many papers on machine interference and
related problems, but our aim is to refer only the most important ones,
which are closely connected to the problems or results presented in this work.
Here they are: [6, 7, 10, 11, 13, 20, 30, 31, 38, 45, 50, 58, 78, 82, 83].

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The main aim of the following chapters is to show how different methods can
be applied in the investigation of finite-source queueing systems. Thus,
analytical, numerical and asymptotic approaches are presented and in most
cases numerical results illustrate the problem in question. Furthermore, the
most important sources of information are listed to draw attention of the
interested readers. Finally, some of the works of the author is either presented
or cited.

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Analytical Results

Homogeneous M/M/r systems, the classical model

This section presents the classical queuing theory approach to solving a

machine interference problem. It should be noted that this system is analyzed
by many authors in different books. It is a classical example for queueing
systems with state-dependent arrival rates and it can be treated in the
framework of the so-called birth-and-death processes. The present problem is
descibed in several classical books on queueing systems, for example
[2, 12, 15, 41, 29, 33, 79] suct to mention the basic ones. Our aim is to show
the form of the steady-state probabilities of stopped machines. In the above
mentioned works one can find the detailed analysis of waiting time, down
time distibution of machines, too. Several numerical examples from real life
situations illustrates this interesting system.

It is also proved that in steady-state the arriving machines’s distribution in

system containing N machines is the same as the outside observer’s

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distribution for the corresponding system with N − 1 machines, or other

words in arrival epochs the distribution is the same as the time-average
distribution of system with one less machine.
The assumptions of the model are as follows:
Suppose that there are N machines and r operators and

1. The time between breakdowns (or production time) of any one of the
machines is a sample from a negative exponential probability distribution
with mean 1/λ, (or mean rate λ). A breakdown is random and is independent
of the operating behavior of the other machines. Then, when there are n
machines not working at time t,
Prob (one of the N − n machines goes down in the interval (t, t + ∆t)) =
(N − n)λ∆t + o(∆t),
where ∆t is a small increment of time.

2. Any one of the n down machines requires only one of the r operators to
fix it. The service time distribution is negative exponential with mean

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1/µ for each machine and each operator. The service times are mutually
independent and also independent of the number of down machines.
Then
Prob [one of the n down machines is fixed in an interval ∆t]
(
nµ∆t + o(∆t), for 1 ≤ n ≤ r
=
rµ∆t + o(∆t), for r < n ≤ N

3. The machines are served in the order od their beakdowns.

Let
L(t) = the number of down machines at time t

and
Pn(t) = P rob(L(t) = n|L(0) = i), n = 0, . . . , N.

Then the stochastic process, (L(t), t ≥ 0), is a birth-and-death process, with

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János Sztrik 2001/08/05

rates
(
(N − n)λ, n = 0, 1, . . . , N
λn =
0, n>N
(
nµ, n = 1, 2, . . . , r
µn =
rµ, n = r + 1, . . . , N

The forward Kolmogorov-equations of the birth-death process are

P00 (t) = N λP0(t) + µP1(t)

Pn0 (t) = −{(N − n)λ + nµ}Pn(t) + (N − n + 1)λPn−1(t) + (n + 1)µPn+1(t),
1≤n<r
Pn0 (t) = −{(N − n)λ + rµ}Pn(t) + (N − n + 1)λPn−1(t) + rµPn+1(t),
r≤n<N
PN0 (t) = −rµPN (t) + λPn−1(t)

Finite-Source Queueing Systems and their Applications

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This finite system of ordinary differential equations can be solved and we get
the transient probabiliies.

For the equilibrium values of Pn by setting these derivatives equal to zero

while noting that the equilibrium (or stationary or steady state) values are

Pn = lim Pn(t)
t→∞

The flow balance equations ( steady-state equations ) become

N λP0 = µP1
{(N − n)λ + nµ}P0 = (N − n + 1)λPn−1 + (n + 1)µPn+1, 1<n<r
{(N − n)λ + rµ}P0 = (N − n + 1)λPn−1 + rµPn+1, r≤n<N
rµPN = λPN −1

These equations are solved recursively using the relationship

Finite-Source Queueing Systems and their Applications

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(N − n)λPn = (n + 1)µPn+1, 0≤n<r

(N − n)λPn = rµPn+1, r ≤ n < N.

Letting ρ = λ/µ (the servicing factor), the steady-state probabilities are

  !k
N λ
Pn = P̂0 for 0 ≤ n ≤ r, (32)
n µ
!n
N! λ
Pn = P0 for r ≤ n ≤ N.
(N − n)!r!rn−r µ

N
P
where P0 is obtained by solving Pn = 1 to get
n=0

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János Sztrik 2001/08/05

r   N
  !−1
X N n NX n! n
P0 = ρ + n−r
ρ
n=0
n n=r+1
n r!r

In the following only the main performace measures characteristic of

machine interference problem are mentioned.

1. The expected (average) number of down machines is

N
X
E[L] = nPn
n=0

It can be seen that there is no closed-form expression for E(L) in general,

but for a particular problem (system), E[L] is easily computed. There is a
closed-form expression for single-server (only one operator) systems. In this
case

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János Sztrik 2001/08/05

λ+µ
E[L] = N + (1 − P0)
λ

2. Machine efficiency or machine utilization

N − E[L]
Um =
N
or percentage of average production obtained (or the fraction of total
production time on all machines).

3. Average operator utilization

N N
X nPn X
Us = + Pn
n=0
r n=r+1

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János Sztrik 2001/08/05

or fraction of time an operator would be working.

4. Average number of idle operators

r
X
r − rUs = (r − n)Pn
n=0

5. Average number of machines waiting

N
X
Q= (n − r)Pn
n=r+1

6. Average down time of machines

E(L)
T =
λ(N − E(L))

Finite-Source Queueing Systems and their Applications

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7. Mean waiting time of machines

Q
W =
λ(N − E(L))

By dividing measure 4 by the number of operators, r, and measure 5 by the

number of machines, N , some related measures are

• Coefficient of loss for operator

PN
n=0 (r − n)Pn
r
or percentage of idle operators.

• Coefficient of loss for machines

PN
n=r+1 (n − r)Pn
N
Finite-Source Queueing Systems and their Applications
János Sztrik 2001/08/05

or percentage of interference time.

The purpose of the following example is to show the advantages obtained in

system performances and productivity from the pooling of operators. In this
case several operators have the same assignment of machines.

Table 1 has values for operator utilization for pairs of (N, r) parameters that
have the same machine per operator ratio (N/r = 4 and then 15).

Notice that the operator utilization is increasing for a given ρ even though the
ratio of the number of machines per operator stays the same. This is an
indication that it is better, when feasible, to pool operators rather than to
assign a particular number of machines to each operator individually. The
example considers two cases: (1) 6 machines serviced by one operator and (2)
20 machines serviced by three operators. The results show that, even though
the workload per operator increased from system 1 (6 machines/operator) to
system 2 (6 32 machines/operator), the machines were serviced more efficiently
in system 2. The advantages of pooling are well known.

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János Sztrik 2001/08/05

ρ N r Us
0.45 4 1 0.881
8 2 0.934
16 4 0.994
0.05 15 1 0.656
30 2 0.682
60 4 0.705
Table 1: Operator utilizations for proportional parameters

Notice in Table 1 that, for a given number of machines per operator

(assuming N/r is integer), as r (and therefore N ) increases, the operator
utilization slowly increases. Likewise, under the same conditions, the machine
efficiency will slowly increase.

Using the method of supplementary variables similar problems were treated in

[63, 64, 65, 66, 67].

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Numerical Methods

• A recursive method for the M/G/1/ system

? The mathematical model
? Numerical results

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János Sztrik 2001/08/05

A recursive method for the M/G/1 system

Closed-form solutions for the steady-state probabilities are very seldom.

Different analytical methods are used to investigate the involved processes
and related numerical problems. For the most common procedures and tools
the interested reader is referred to [8, 24, 31, 33, 34, 49, 54, 60, 77, 81]
In the following the results of [31] are introduced and some numerical
examples are demonstrated. For ready use of numerical results a book of
tables has been produced by [53] for M/M/r model. A collection of various
theoretical results along with numerical work can also be found in [12] where
he has discussed in detail its application in construction and mining. Takács
[74] gives the explicit expression for the distribution of the number of working
(up) machines of the (M/G/1) model. However, for a large number of
machines the computation of probabilities using Theorem 2 in [74] (p. 195)
may pose problem as it involves many factorials. Even for the simple model
M/M/C, Gross and Harris [29] (p. 108) makes similar comments and
proposed a recursive method for computing probabilities. To obtain the

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steady state probability distribution of the number of down machines at

arbitrary time epoch Pn(0 ≤ n ≤ N ) one can also use the embedded Markov
chain technique, see [76]. The objective of this section is to provide an
alternative method, using the supplementary variable technique and
considering the supplementary variable as the remaining repair time, to obtain
Pn(0 ≤ n ≤ N ) for M/G/1 model which is used to obtain the various system
performance measures such as average number of down machines, average
waiting time and operator utilization etc. The method is recursive and can be
used for any repair time distribution such as mixed generalized Erlang
(M GEh), generalized Erlang (GEh), hyperexponential (HEh), generalized
hyperexponential (GHh) and uniform U (a, b) etc. The only input required for
efficient evaluation of state probabilies is the LST of the repair time
distribution.

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The mathematical model

Consider a machine repairman problem with a single repairman and a set of

N working machines Let us assume that the running times of the machines
between breakdowns have an exponential distribution with mean 1/λ and the
repair (service) time of the machines are independently identically distributed
random variables (i.i.d.r.v’s) having distribution function B(u), a probability
density function (p.d.f.) b(u) and a mean repair time b1. The state of the
system at time t is given by

N(t)=Number of down machines, and

U(t)=Remaining repair time for the machine under repair.

Let us define

P0(t) = P (N (t) = 0), (33)

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and

Pn(u, t)du = P {N (t) = n, u < U (t) ≤ u + du},

u ≥ 0,
n = 1, 2, . . . , N. (34)
Z∞
Pn(t) = P (N (t) = n) = Pn(u, t)du, n = 1, 2, . . . , N. (35)
0

Relating the states of the system at time t and t + dt, we obtain

∂
P0(t) = −N λP0(t) + P1(0, t), (36)
∂t
 
∂ ∂
− P1(u, t) = −(N − 1)λP1(u, t) + N λP0(t)b(u) +
∂t ∂u
+ P2(0, t)b(u), (37)
 
∂ ∂
− Pr (u, t) = −(N − r)λPr (u, t) + (N − r + 1)λPr−1(u, t) +
∂t ∂u

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János Sztrik 2001/08/05

+ Pr−1(0, t)b(u), 2≤r ≤N −1 (38)

 
∂ ∂
− PN (u, t) = λPN −1(u, t). (39)
∂t ∂u

Since we discuss the model in steady state, we let t → ∞ in equations

(36)-(39).

Further define

Pn = lim Pn(t), 0≤n≤N (40)

t→∞
Pn(u) = lim Pn(u, t), 1 ≤ n ≤ N. (41)
t→∞
Z ∞ Z ∞
B ∗(s) = e−sudB(u) = e−sub(u)du, (42)
0 0
∗
R ∞ −su 
Pn (s) = 0 e Pn(u)du 1≤n≤N 
R∞ (43)
Pn = Pn∗(0) = Pn(u)du, 1 ≤ n ≤ N.

0

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János Sztrik 2001/08/05

and

Z ∞
∂
e−su Pn(u)du = sPn∗(s) − Pn(0). (44)
0 ∂u

From (36)-(44) and the fact that all derivatives with respect to t are zero, it
follows that

N λP0 = P1(0), (45)

[(N − 1)λ − s]P1∗(s) = N λP0B ∗(s) + P2(0)B ∗(s) − P1(0), (46)
[(N − r)λ − s]Pr∗(s) = (N − r + 1)λPr−1
∗
(s) + Pr+1(0)B ∗(s) − Pr (0),
2 ≤ r ≤ N − 1 (47)
−sPN∗ (s) = λPN∗ −1(s) − PN (0). (48)

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Using (45) in (46) and then adding (46) to (48), we obtain

N ∗ N
X 1 − B (s) X
Pr∗(s) = Pr (0). (49)
r=1
s r=1

Taking s → 0 in (49), we get

N
X N
X
Pr∗(0) = b1 Pr (0) (50)
r=1 r=1

where b1 = −B ∗(1)(0) is mean repair time.

Our main objective is to obtain Pn ≡ Pn∗(0)(1 ≤ n ≤ N ) from (45 -(48). To

achieve it, our strategy will be to obtain first Pn(0)(1 ≤ n ≤ N ) and then
using it we finally evaluate Pn∗(0)(1 ≤ n ≤ N ).

Using (45) in (46) and then setting s = (N − 1)λ and s = 0 respectively in

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

(46), we get

N λ[1 − B ∗((N − 1)λ)]

P2(0) = P0, (51)
B ∗((N − 1)λ)

and

1
P1∗(0) = P2(0). (52)
(N − 1)λ

Now setting s = (N − r)λ, in (47), we obtain

1 ∗
Pr+1(0) = ∗
[Pr (0) − (N − r + 1)λP r−1 ((N − r)λ)],
B ((N − r)λ)
2 ≤ r ≤ N − 1. (53)

Finite-Source Queueing Systems and their Applications

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Setting s = (N − r)λ in (46) for r = 2, 3, . . . , N − 1, we get

1
P1∗((N − r)λ) = [N λP0{B ∗((N − r)λ) − 1} +
(r − 1)λ
+ P2(0)B ∗((N − r)λ)]. (54)

From equation (47) for r = 3, 4, . . . , N − 1, we get

1
Pj∗((N − r)λ) = ∗
[(N − j + 1)λPj−1 ((N − r)λ) +
(r − j)λ
+ Pj+1(0)B ∗((N − r)λ) − Pj (0)], (55)
2 ≤ j ≤ r − 1.

Hence P3(0), P4(0), . . . , PN (0) can be obtained recursively using (51), (54),
(55) and (53) in terms of P0.

Finite-Source Queueing Systems and their Applications

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Now setting s = 0 in (47), we get

1
Pr∗(0) = ∗
[(N − r + 1)λPr−1 (0) + Pr+1(0) − Pr (0)],
(N − r)λ
2 ≤ r ≤ N − 1. (56)

As P2(0), P3(0), . . . , PN (0) are known, P2∗(0), P3∗(0), . . . , PN −1(0) can be

determined recursively using (52) and (56) in terms of P0.

Now the only unknown quantity is PN∗ (0) which can be obtained from
equation (48). To obtain it, differentiate equation (48) with respect to s and
set s = 0, we get

∗(1)
PN∗ (0) = −λPN −1(0). (57)

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

∗(1)
To get PN −1(0), differentiate (47) and (46) with respect to s and set s = 0.

1 ∗(1)
Pr∗(1)(0) = [(N − r + 1)λPr−1 (0)
(N − r)λ
+Pr+1(0)B ∗(1)(0) + Pr∗(0)], 2≤r ≤N −1 (58)
∗(1) 1
P1 (0) = [N λP0B ∗(1)(0) + P2(0)B ∗(1)(0) + P1∗(0)]. (59)
(N − r)λ

∗(1) ∗(1)
As P1 (0) is known completely from (59), Pr (0), (2 ≤ r ≤ N − 1) can be
determined recursively from (58) and hence PN∗ (0) is known from (57). So
Pn∗(0)(1 ≤ n ≤ N ) is known in terms of P0, which can be determined using
the normalizing condition
N
X
P0 + Pn∗(0) = 1. (60)
n=1

The steady state probability distribution of the number of down machines at

Finite-Source Queueing Systems and their Applications

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service completion or departure epoch πn(0 ≤ n ≤ N − 1) can also be

obtained from Pr (0)(1 ≤ r ≤ N ) and is given by

Pn+1(0)
πn = PN , n = 0, 1, . . . , N − 1. (61)
r=1 Pr (0)

To demonstrate the working of the method we consider analytically a simple

example where the repair time distribution is exponential and number of
machines (N ) is four i.e. M/M/1//4 model. In this case

µ
B ∗(s) =
µ+s

From (51), we get

4λ[1 − B ∗(3λ)]
P2(0) = ∗
P0 .
B (3λ)

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Now from (53), we have

1
P3(0) = ∗ [P2(0) − 3λP1∗(2λ)],
B (2λ)

where P1∗(2λ) is obtained from (54)

1
P1∗(2λ) = [4λP0{B ∗(2λ) − 1} + P2(0)B ∗(2λ)].
λ

Now again from (53), we have

1
P4(0) = ∗ [P3(0) − 2λP2∗(λ)].
B (λ)

where P2∗(λ) is obtained from (55)

1
P2∗(λ) = [3λP1∗(λ) + P3(0)B ∗(λ) − P2(0)].
λ
Finite-Source Queueing Systems and their Applications
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To know P2∗(λ) we require P1∗(λ) which can be obtained from (54)

1
P1∗(λ) = [4λP0{B ∗(λ) − 1} + P2(0)B ∗(λ)].
2λ

From above we get

λ2
P2(0) = 12 µ P0,
3
P1∗(2λ) = 4λ
µ+2λ P0 , P3(0) = 24 µλ2 P0, P1∗(λ) = 4λ
µ+λ P0 ,
2 4
P2∗(λ) = 12 µ(µ+λ)
λ
P0 , P4(0) = 24 µλ3 P0.

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

Hence from (52) and (56), we get

1 4λ
P1∗(0) = P2(0) = P0,
3λ µ
1 λ2
P2∗(0) = P3(0) = 12 2 P0,
2λ µ
1 λ3
P3∗(0) = P4(0) = 24 3 P0.
λ µ

Finally to determine P4∗(0) we have from (57)

∗(1)
P4(0) = −λP3 (0),

∗(1)
where P3 (0) can be obtained from (58)

∗(1) 1 ∗(1)
P3 (0) = [2λP2 (0) + P4(0)B ∗(1)(0) + P3∗(0)],
λ
Finite-Source Queueing Systems and their Applications
János Sztrik 2001/08/05

∗(1)
again P2 (0) an be obtained from (58)

∗(1) 1 ∗(1)
P2 (0) = [3λP1 (0) + P3(0)B ∗(1)(0) + P2∗(0)],
2λ
∗(1) ∗(1)
To know P2 (0) we require P1 (0) which can be obtained from (59)

∗(1) 1
P1 (0) = [4λP0B ∗(1)(0) + P2(0)B ∗(1)(0) + P1∗(0)].
3λ

From above we get

∗(1) λ ∗(1) λ2 ∗(1) λ3

P1 (0) = −4 2 P0, P2 (0) = −12 3 P0, P3 (0) = −24 4 P0,
µ µ µ

and hence

λ4
P4∗(0) = 24 4 P0
µ

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05
or

P1∗(0) = 4ρP0, P2∗(0) = 12ρ2P0, P3∗(0) = 24ρ3P0, P4∗(0) = 24ρ4P0.

where ρ = µλ .

Since P0 + P1∗(0) + P2∗(0) + P3∗(0) + P4∗(0) = 1, we get

1
P0 = .
1 + 4ρ + 12ρ2 + 24ρ3 + 24ρ4

It can be easily seen that this result matches with the expression given in [29]
p. 105.

The system performance measures such as average and standard deviation of

the number of down machines in the system (N ) and (SDL), average
number of machines waiting for repair in queue (Lq ), average waiting time in
the system (T ), average waiting time in queue (W ), operator utilization (U )
and the average number of operating machines (AOP ) can be obtained from

Finite-Source Queueing Systems and their Applications

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the probability distribution of the number of down machines at arbitrary time

epoch and are given by:
v
N
X
uN
uX
N= n.Pn, SDL = t n2.Pn − L2,
n=0 n=0
N
X N Lq
Lq = (n − 1).Pn, T = 0 , W = 0 ,
n=1
λ λ

Here λ0 = λ(N − N ) is an effective arrival rate into the system, sometimes

called throughput denoted by γ

U = 1 − P0 and AOP = N − N .

Finite-Source Queueing Systems and their Applications

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Numerical results

To demonstrate the working of the method proposed above carried out

extensive numerical work on ”CYBER 180/840A computer system” for variety
of repair time distributions such as M, Eh, D, HE2, GE4 and uniform U (a, b)
but only a few are presented here. The probability distribution of the number
of down machines (Pn) along with system performance measures have been
presented in the self explanatory Table 2 for N = 5 and different values of
traffic intensity ρ(= λb1). Table 3 shows the probability distribution of the
number of down machines at an arbitrary time epoch Pn and the departure
time epoch πn for E10 when ρ = 0.5 and N = 5. In the fourth column of this
Table, Pn is again obtained from πn using a relation given in [38] by
Jeyachandra and Shanthikumar A computer program has been written based
on a method of [74] for comparisons. It should be noted that Takács obtains
the distribution of the number of up machines i.e. Qn(0 ≤ n ≤ N ), whereas
we obtain the distribution of the number of down machines. Both are equal if
Pn is compared with Qn in reverse order i.e.
P0 = QN , P1 = QN −1 . . . PN = Q0 The difficulty encountered in using

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

Takács result is that if fails for large N whereas the proposed method works
without any difficulty. The results has also been tested with those given [12]
for operator utilization in case of E5, E10 and D with varying ρ and N . Effect
of ρ on U and W for fixed N = 5 have been shown in Tables 4 and 5,
respectively. It is seen that as ρ increases both U and W also increase. But
for the same value of ρ, U for H2 is less than U of M, E10 and D. It is also
observed that W for H2 is more than W of M, E10 and D. However for
ρ ≥ 0.5, W is almost same for all the repair time distributions. The effect of
the number of machines (N ) on U and W for the fixed value of ρ = 0.3 is
given in Table 6. As N increases both U and W also increases irrespective of
the repair time distributions but for N ≥ 12, U remains same for all the repair
time distributions. The same is also true for W .

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H2
(µ1 = 1.41,
(µ2 = 5.26) 0 GE4
(α1 = 0.21, (a = 0.01, (µ1 = 1, µ2 = 2,
M E10 D α2 = 0.79) b = 0.09) µ3 = 3, µ4 = 4)
P(n) ρ=0.5 ρ = 0.7 ρ=0.7 ρ = 0.3) ρ = 0.9 ρ = 0.3
P(0) 0.36697E-01 0.11763E-02 0.62725E-03 0.16141E+00 0.50140E-03 0.10867E+00
P(1) 0.91743E-01 0.15888E-01 0.12110E-01 0.19939E+00 0.68133E-02 0.24016E+00
P(2) 0.18349E+00 0.10269E+00 0.97234E-01 0.21607E+00 0.53685E-01 0.30048E+00
P(3) 0.27523E+00 0.31946E+00 0.33197E+00 0.19791E+00 0.23300E+00 0.23267E+00
P(4) 0.27523E+00 0.41045E+00 0.42045E+00 0.14666E+00 0.45373E+00 0.10034E+00
P(5) 0.13671E+00 0.15033E+00 0.13760E+00 0.78559E-01 0.25227E+00 0.17680E-01
Sum 0.10000E+01 0.10000E+01 0.10000E+01 0.10000E+01 0.10000E+01 0.10000E+01
N 3.07339 3.57310 3.57230 2.20470 3.88940 2.02890
SDL 1.30424 0.92744 0.89142 1.51480 0.87103 1.21130
Lq 2.11009 2.57430 2.57300 1.36610 2.88990 1.13760
T 1.59520 2.50410 2.50220 0.78872 0.19457 4.74220
W 1.09520 1.80410 1.80220 0.48872 0.14457 2.65890
U 0.96330 0.99882 0.99937 0.83859 0.99950 0.89133
AOP 1.92660 1.42690 1.42770 2.79530 1.11060 2.97110

Table 2: The probability distribution of the number of down machines and

system performance measures for N = 5

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János Sztrik 2001/08/05

n Pn πn Pn (Using
GR method GR method Jeyachandra
& Shanthikumar
relation)
0 0.10530E−01 0.26605E−01 0.10530E−01
1 0.68335E−01 0.13812E+00 0.68335E−01
2 0.21794E+00 0.33040E+00 0.21794E+00
3 0.36235E+00 0.36621E+00 0.36235E+00
4 0.27442E+00 0.13867E+00 0.27442E+00
5 0.66432E−01 0.66423E−01
Sum 0.10000E+01 0.10000E+01 0.10000E+01

Table 3: The probability distribution of the number of down machines at

arbitrary time epoch and departure time epoch for N = 5, ρ = 0.5E10

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János Sztrik 2001/08/05

ρ M E10 D H2
0.10 0.43605 0.44309 0.44398 0.43049
0.20 0.71513 0.74594 0.75042 0.69688
0.30 0.86079 0.90401 0.91046 0.83859
0.40 0.93027 0.96763 0.97254 0.91112
0.50 0.96330 0.98947 0.99216 0.94889
0.60 0.97961 0.99654 0.99779 0.96929
0.70 0.98808 0.99882 0.99937 0.98080
0.80 0.99270 0.99958 0.99982 0.98755
0.90 0.99535 0.99985 0.99995 0.99167
1.00 0.99693 0.99994 0.99998 0.99427
1.10 0.99791 0.99998 0.99999 0.99596
1.20 0.99854 0.99999 1.00000 0.99708

Table 4: Effect of ρ on U (N = 5)

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János Sztrik 2001/08/05

ρ M E10 D H2
0.10 0.04666 0.02843 0.02618 0.06173
0.20 0.19834 0.14059 0.13258 0.23496
0.30 0.44258 0.35928 0.34753 0.48872
0.40 0.74992 0.66690 0.65648 0.79509
0.50 1.10952 1.10266 1.10198 1.11347
0.60 1.14624 1.14104 1.14066 1.14950
0.70 1.18422 1.18041 1.18022 1.18685
0.80 1.22294 1.22017 1.22007 1.22504
0.90 1.26210 1.26007 1.26002 1.26378
1.00 1.30154 1.30003 1.30001 1.30288
1.10 1.34115 1.34001 1.34000 1.34223
1.20 1.38080 1.38001 1.38000 1.38175

Table 5: Effect of ρ on W (N = 5)

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János Sztrik 2001/08/05

N M E10 D H2
2 U 0.42830 0.44640 0.447490 0.432830
W 0.06923 0.04409 0.040818 0.086241
4 U 0.75742 0.79439 0.799950 0.737780
W 0.28432 0.21060 0.200100 0.326500
6 U 0.92821 0.96531 0.970200 0.908050
W 0.63921 0.56469 0.555290 0.682270
8 U 0.98641 0.99818 0.998880 0.976830
W 1.11331 1.11044 1.110270 1.115690
10 U 0.99833 0.99997 0.999990 0.995860
W 1.17050 1.17000 1.170000 1.171250
12 U 0.99986 1.00000 1.000000 0.999470
W 1.23005 1.23000 1.230000 1.230190
14 U 0.99999 1.00000 1.000000 0.999950
W 1.29000 1.29000 1.290000 1.290020
16 U 1.00000 1.00000 1.000000 1.000000
W 1.35000 1.35000 1.350000 1.350000
18 U 1.00000 1.00000 1.000000 1.000000
W 1.41000 1.41000 1.410000 1.410000
20 U 1.00000 1.00000 1.000000 1.000000
W 1.47000 1.47000 1.470000 1.470000

Table 6: Effect of number of machines on operator utilization and average

waiting time in queue ρ = 0.3

~ /G/1/F
This system has been generalized to M ~ IF O system which can be
found in [61, 62].

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János Sztrik 2001/08/05

Asymptotic Methods

• Preliminary results

• Heterogeneous multiprocessor systems

? The queueing model
? Performance measures
? Numerical results

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János Sztrik 2001/08/05

Preliminary results

In this section a brief survey is given of the most related theoretical results
due to Anisimov [3, 5], to be applied later on.
Let (X(k), k ≥ 0) be a Markov chain with state space

m+1
[
Xq , Xi ∩ Xj = 0, i 6= j,
q=0

defined by the transition matrix p(i, j) satisfying the following conditions:

1. p(i(0), j (0) ) → p0(i(0), j (0)), as  → 0,i(0), j (0) ∈ X0,

and P0 = p0(i(0), j (0)) is irreducible;

2. p(i(q), j (q+1)) = α(q)(i(q), j (q+1) + o(), i(q) ∈ Xq , j (q+1) ∈ Xq+1

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3. p(i(q), f (q)) → 0, as  → 0, i(q), f (q) ∈ Xq , q ≥ 1;

4. p(i(q), f (z)) ≡ 0, i(q) ∈ Xq , f (x) ∈ Xz , z − q ≥ 2

In the sequel the set of states Xq is called the q-th level of the chain,
q = 1, . . . , m + 1. Let us single out the subset of states

m
[
hαmi = Xq
q=0

Denote by {π(i(q)), i(q) ∈ Xq }, q = 1, ..., m the stationary distribution of a

chain with transition matrix

p(i(q), j (z)) (q)
, i ∈ Xq , j (z) ∈ Xz , q, z ≤ m,
P
1 − k(m+1)∈Xm+1 p(i(q), k (m+1))

Furthermore denote by g(hαmi) the steady state probability of exit from

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hαmi, that is
X X
(m)
g(hαmi) = π(i ) p(i(m), j (m+1))).
i(m) ∈Xm j (m+1) ∈Xm+1

Denote by {π0(i(0)), i(0) ∈ X0} the stationary distribution corresponding to

P0 and let

π0 = {π0(i(0)), i(0) ∈ X0}, π(q) = {π(i(q)), i(q) ∈ Xq }

be row vectors. Finally, let

(q)
(q) (q) (q+1) (q)
A = α (i , j ) , i ∈ Xq , j (q+1) ∈ Xq+1, q = 0, . . . , m

defined by Condition 2.

Conditions (1)-(4) enables us to compute the main terms of the asymptotic

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expression for π(q) and g(hαmi). Namely, we obtain

π(q) = q π0A(0)A(1) . . . A(q−1) + o(q ) q = 1, . . . , m,

g(hαmi) = m+1π 0A(0)A(1) . . . A(m)1 + o(m+1), (62)

where 1 = (1, ..., 1)∗ is a column vector, see Anisimov et al. [5] pp. 141-153.
Let (η(t), t ≥ 0) be a Semi-Markov Process (SMP) given by the embedded
Markov chain (X(k), k ≥ 0) satisfying conditions (1)-(4). Let the times
τ(j (s), k (z)) – transition times from state j (s) to state k (z) – fulfill the
condition

E exp{iΘβτ(j (s), k (z))} = 1 + ajk (s, z, Θ)m+1 + o(m+1), (i2 = −1)

where β is some normalizing factor. Denote by Ω(m) the instant at which

the SMP reaches the (m + 1)-th level for the first time, exit time from hαmi
provided η(0) ∈ hαmi.Then we have:

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Theorem 1. [cf. [5] pp. 153] If the above conditions are satisfied then

lim E exp{iΘβΩ(m)} = (1 − A(Θ))−1,

→0

where
π0(j (0))p0(j (0), k (0))ajk (0, 0, Θ)
P
j (0) ,k(0) ∈X0
A(Θ) =
π 0A(0)A(1) . . . A(m)1
Corollary 1. In particular, if αjk (s, z, Θ) = iΘmjk (s, z) then the limit is an
exponentially distributed random variable with mean

π0(j (0))p0(j (0), k (0))mjk (0, 0)

P
j (0) ,k(0) ∈X0
π0A(0)A(1) . . . A(m)1

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Heterogeneous multiprocessor systems

Performance evaluation and quantitative analysis of multiprocessor systems is

of immense importance due to the multiplicity of the component parts and
the complexity of their functioning. Several works have been devoted to the
analysis of such systems under different conditions on processor access rates,
bus holding times, and arbitration protocols (c.f. [1, 21] Realistic
consideration of certain stochastic systems, however, often requires the
introduction of a random environment where system parameters are subject
to randomly occuring fluctuations. This situation may be attribute to certain
changes in the physical environment, or sudden personnel changes and work
load alterations.

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The queueing model

Consider a multiprocessor computer system in which N different processors

with a common memory are connected by a single bus. A processor that
generates a request to use the bus is said to be active, otherwise it is called
inactive or idle. The bus arbitration protocol (selection rule) is assumed to be
FCFS, that is, the arbiter selects the next processor to use the bus amongst
the active ones in order of requests’ arrivals. The time intervals from the
completion of the previous bus usage to the generation of a new request as
well as the holding times of the common bus are exponentially distributed
random variables with parameter depending on the state of the corresponding
random environment. Each processor is characterised by its own acces and
service rate. The processors operate in a random environment governed by an
ergodic Markov chain (ξ1(t), t ≥ 0) with state space (1, . . . , r1) and with
(1) (1) P (1)
transition rate matrix ai1j1 , i1, j1 = 1, . . . , r1, ai1i1 = j6=i1 ai1j ).
Moreover, it is assumed that each processor can have at most one
outstanding request at any time, i.e., each processor can generate a new
request only after the bus usage of the previous request has been completed.

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Whenever the environmental process is in state i1 , let λp(i1, ε) be the access

rate for processor p, p = 1, . . . , N , respectively. Similarly, the shared bus is
supposed to operate in a random environment governed by an ergodic Markov
chain (ξ2(t), t ≥ 0) with state space (1, . . . , r2) and with transition rate
(2) (2) P (2)
matrix (ai2j2 , i2, j2 = 1, . . . , r2, ai2i2 = j6=i2 ai2j ). Whenever the
environmental process is in state i2, let µp(i2) be the service rate for
processor p, p = 1, . . . , N, respectively. To this end the probability that
processor p generates a request in the time interval (t, t + h) is
λp(i1, ε)h + o(h), where ε > 0, i1 = 1, . . . r1, and the probability that
processor p completes the bus usage in time interval (t, t + h) is
µp(i2)h + o(h), i2 = 1, . . . , r2, p = 1, . . . , N . All random variables and the
random environment are assumed to be independent of each other. Let us
consider the system under the heavy traffic assumption, i.e., λp(i1, ε) → ∞ as
ε → 0. For simplicity let λp(i1, ε = λp(i1)/ε, p = 1, . . . , N, i1 = 1, . . . , r1.

Denote by Yε(t) the number of inactive processors at time t, and let

Ωε(m) = inf{t : t > 0, Yε(t) = m + 1/Yε(0) ≤ m},

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i.e., the instant at which the number of inactive processors reaches the
(m + 1)-th level for the first time, provided that at the beginning their
number is not greater than m, m = 1, . . . , N − 1. In particular, if m = N − 1
then the bus becomes idle since there is no active processor and, hence
Ωε(N − 1) can be referred to as the busy period length of the bus. Denote by
πo(i1, i2 : 0; k1, . . . , kN ) the steady-state probability that ξ1(t) is in state
i1, ξ2(t) is in state i2, there is no idle processor and the order of requests’
arrival to the bus is (k1, . . . , kN ). Similarly, denote by
πo(i1, i2 : 1; k2, . . . , kN ) the steady-state probability that the first random
environment is in state i1, the second one is in state i2 , processor k1 is
inactive and the other processors sent their requests in order (k2, . . . , kN ).
Clearly (ks, . . . , kN ) ∈ VNN −s+1, s = 1, 2, where VNN −s+1 denotes the set of
all variations of order N − s + 1 of integets 1, . . . , N . Now we have:

Theorem 2. For the system in question under the above assumptions,

independently of the initial state, the distribution of the normalized random
variable εmΩε(m) converges weakly to an exponentially distributed random

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variable with parameter

r1 X
X r2 X
Λ= πo(i1, i2 : 1; k2, . . . , kN )
i1 =1 i2 =1 (k1 ,...kN )∈V N
N

µk2 (i2) µk3 (i2) µkm+1 (i2) 1

× × ... × ,
λk1 (i1) λk1 (i1) + λk2 (i1) λk1 (i1) + . . . λkm (i1) D

where

r1
X r2
X X
D= πo(i1, i2 : 0; k1, . . . , kN )
i1 ,j1 =1 i2 ,j2 =1 (k1 ,...kN )∈V N
j1 6=i1 j2 6=i2 N

(1) (2)
ai1j1 + ai2j2
× (1) (2)
(ai1i1 + ai2i2 + µk1 (i2))2

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Proof. Let us introduce the following stochastic process

Zε(t) = (ξ1(t), ξ2(t) : Yε(t); β1(t), . . . , βN −Yε(t)(t))

where β1(t), . . . , βN −Yε(t)(t)) denotes the indices of the active processors in

the order of their request arrival to the bus. It is easy to see that
(Zε(t), t ≥ 0) is a multi-dimensional Markov chain with state space

E = ((i1, i2 : s; k1, . . . , kN −s), i1 = 1, . . . , r1, i2 = 1, . . . , r2,

(k1, . . . , kN −s) ∈ VNN −s, s = 0, . . . , N )

where ko = {0} by definition. Furthermore, let

hαmi = ((i1, i2 : s; k1, . . . , kN −s), i1 = 1, . . . , r1, i2 = 1, . . . , r2,

(k1, . . . , kN −s) ∈ VNN −s, s = 0, . . . , m).

Hence our aim is to determine the distribution of the first exit time of Zε(t)
from hαmi, provided that Zε(t) ∈ hαmi. It can easily be verified that the

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transition probabilities for the embedded Markov chain are

pε[(i1, i2 : s; k1, . . . , kN −s), (j1, i2 : s; k1, . . . , kN −s)]

(1)
ai1j1
= (1) (2) P , s = 0, . . . , N − 1,
ai1i1 + ai2i2 + p6=k1 ,...,kN −s λp(i1)/ε + µk1 (i2)

(1)
ai1j1
pε[(i1, i2 : N ; 0), (j1, i2 : N ; 0)] = (1) (2) PN , s = N,
ai1i1 + ai2i2 + p=1 λp(i1)/ε

pε[(i1, i2 : s; k1, . . . , kN −s), (i1, j2 : s; k1, . . . , kN −s)]

(2)
ai2j2
= (1) (2) P , s = 0, . . . , N − 1,
ai1i1 + ai2i2 + p6=k1 ,...,kN −s λp(i1)/ε + µk1 (i2)

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(2)
ai2j2
pε[(i1, i2 : N ; 0), (j1, i2 : N ; 0)] = (1) (2) PN , s = N,
ai1i1 + ai2i2 + p=1 λp(i1)/ε

pε[(i1, i2 : s; k1, . . . , kN −s), (i1, i2 : s + 1; k2, . . . , kN −s)]

µk1 (i2)
= (1) (2) P , s = 0, . . . , N − 1,
ai1i1 + ai2i2 + p6=k1 ,...,kN −s λp(i1)/ε + µk1 (i2)

pε[(i1, i2 : s; k1, . . . , kN −s), (i1, i2 : s − 1; k1, . . . , kN −s+1)]

λkN −s+1 (i1)/ε
= (1) (2) P , s = 1, . . . , N − 1,
ai1i1 + ai2i2 + p6=k1,...,kN −s λp(i1)/ε + µk1 (i2)

λk (i1)
pε[(i1, i2 : N ; 0), (i1, i2 : N − 1; k)] = (1) (2) PN , s=N
ai1i1 + ai2i2 + p=1 λp(i1)/ε

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As ε → 0 this implies

(1)
ai1j1
pε[(i1, i2 : 0; k1, . . . , kN ), (j1, i2 : 0; k1, . . . , kN )] = (1) (2)
, s=0
ai1i1 + ai2i2 µk1 (i2)
(2)
ai2j2
pε[(i1, i2 : 0; k1, . . . , kN ), (i1, j2 : 0; k1, . . . , kN )] = (1) (2)
, s=0
ai1i1 + ai2i2 µk1 (i2)
pε[(i1, i2 : s; k1, . . . , kN −s), (j1, i2 : s; k1, . . . , kN −s)] = o(1), s = 1, . . . , N,
pε[(i1, i2 : s; k1, . . . , kN −s), (i1, j2 : s; k1, . . . , kN −s)] = o(1), s = 1, . . . , N,
µk1 (i2)
pε[(i1, i2 : 0; k1, . . . , kN ), (i1, i2 : 1; k2, . . . , kN )] = (1) (2)
, s = 0,
ai1i1 + ai2i2 + µk1 (i2)
pε[(i1, i2 : s; k1, . . . , kN −s), (i1, i2 : s + 1; k2, . . . , kN −s)]
µk1 (i2)ε
=P (1 + o(1)), s = 1, . . . , N − 1
p6=k1 ,...,kN −s λp (i1 )

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This agrees with the conditions (1)-(4), but here the zero level is the set

((i1, i2 : 0; k1, . . . , kN ), (i1, i2 : 1; k1, . . . , kN −1 i1 = 1, . . . , r1, i2 = 1, . . . , r2,

(k1, . . . , kN −s ∈ VNN −s, s = 0, 1),

while the q-th level is the set

((i1, i2 : q + 1; k1, . . . , kN −q−1), i1 = 1, . . . , r1, i2 = 1, . . . , r2,

(k1, . . . , kN −q−1 ∈ VNN −q−1).

Since the level 0 in the limit forms an essential class, the probabilities
πo(i1, i2 : 0; k1, . . . , kN ), πo(i1, i2 : 1; k1, . . . , kN −1)i1 = 1, . . . , r1, i2 =
1, . . . , r2, (k1, . . . , kN −s) ∈ VNN −s, s = 0, 1, satisfy the following system of

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János Sztrik 2001/08/05

equations

πo(j1, j2 : 0; k1, . . . , kN ) = (63)

(1) (1) (2)
X
= πo(i1, j2 : 0; k1, . . . , kN )ai1j1 /[ai1i1 + aj2j2 + µk1 (j2)] +
i1 6=j1
(2) (2) (2)
X
+ πo(j1, i2 : 0; k1, . . . , kN )ai2j2 /[aj1j1 + ai2i2 + µk1 (i2)] +
i2 6=j2

+ πo(j1, j2 : 1; k1, . . . , kN −1),

πo(j1, j2 : 1; k1, . . . , kN −1) = (64)

(1) (2)
= πo(j1, j2 : 0; kN , k1, . . . , kN −1)µkN (j2)/[aj1j1 + aj2j2 + µkN (j2)].

To apply the asymptotic expressions (62), it is necessary to solve system

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János Sztrik 2001/08/05

(63),(64), subject to normalizing condition

r1 X
X r2 X
{πo(i1, i2 : 0; k1, . . . , kN ) + πo(i1, i2 : 1; k1, . . . , kN −1)} = 1.
i1 =1 i2 =1 (k1 ,...,kN )

Suppose this solution is known. Then by substituting it into (62) it follows

that

r1 X
X r2 X
m
g(hαmi = ε πo(i1, i2 : 1; k2, . . . , kN ) (65)
i1 =1 i2 =1 (k1 ,...,kN )∈V N
N

µk2 (i2) µk3 (i2) µkm+1 (i2)

× ... × (1 + o(1)).
λk1 (i1) λk1 (i1) + λk2 (i1) λk1 (i1) + . . . λkm (i1)

Taking into account the exponentiality of τε(j1, j2 : s; k1, . . . , kN −s) for fixed

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Θ it is implied that

iΘ
E exp{iεmΘτε(j1, j2 : 0; k1, . . . , kB )} = 1 + εm (1) (2)
(1 + o(1)),
aj1j1 + aj2j2 + µk1 (j2)
E exp{iεmΘτε(j1, j2 : s; k1, . . . , kN −s)} = 1 + o(εm), s > 0.

Notice that βε = εm and therefore from Corollary 1 our statement

immediately follows.

However, if µp(i2) = µ(i2), p = 1, . . . , N, i2 = 1, . . . , r2, then by

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substituting (64) into (63) then we get

πo(j1, j2 : 0; k1, . . . , kN ) = (66)

(1) (1) (2)
X
= πo(i1, j2 : 0; k1, . . . , kN )ai1j1 /[ai1i1 + aj2j2 + µ(j2)] +
i1 6=j1
(2) (2) (2)
X
+ πo(j1, i2 : 0; k1, . . . , kN )ai2j2 /[aj1j1 + ai2j2 + µ(i2)]
i2 6=j2
(1) (2)
+ π(j1, j2 : 0; kN , k1, . . . , kN −1)µ(j2)/[aj1j1 + aj2j2 + µ(j2)].

Since the steady-state distribution of the governing Markov chains satisfies

(1) (1) (1) (1) (2) (2) (2) (2)

X X
πj1 aj1j1 = πi1 ai1j1 , πj2 aj2j2 = πi2 ai2j2 , (67)
i1 6=j1 i2 6=j2

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it can easily be verified, that the solution of (66) together with (67) is
(1) (2) (1) (2)
πo(i1, i2 : 0; k1, . . . , kN ) = Bπi1 πi2 (ai1i1 + ai2i2 + µ(i2)),
(1) (2)
πo(i1, i2 : 1; k1, . . . , kN −1) = Bπii πi2 + µ(i2)),

where B is the normalizing constant, i.e.

r1 X
r2
(1) (2) (1) (2)
X
1/B = N ! πi1 πi2 ((ai1i1 + (ai2i2 + 2µ(i2)).
i1 =1 i2 =1

Thus, from Theorem 2 follows that εmΩε(m) converges weakly to an

exponentially distributed random variable with parameter
r1 X r2
1 X X (1) (2) 1 1
Λ= πi1 πi2 µ(i2)m+1
N ! i =1 i =1 N
λk1 (i1) λk1 (i1) + λk2 (i1)
1 2 (k1 ,...,kN )∈VN

1
×... × .
λk1 (i1) + . . . + λkm (i1)

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Consequently, the distribution of the time while the number of idle processors
reaches the (m + 1)-th level for the first time is approximated by

P (Ωε(m) > t) = P (εmΩε(m) > εmt) ≈ exp(−εm ∧ t).

In particular, when m = N − 1, we get that the busy period length of the bus
is asymptotically an exponentially distributed random variable with parameter

r1 X r2
1 X X (1) (2)
εN −1∧ = εN −1 πi1 πi2 µ(i2)N ×
N ! i =1 i =1 N
1 2 (k1 ,...,kN )∈VN

1 1 1
× × ... × . (68)
λk1 (i1) λk1 (i1) + λk2 (i1) λk1 (i1) + . . . + λkN (i1)

In the case when there are no random environments, i.e., µ(i2) = µ, and
λp(i1) = λp, i1 = 1, . . . , r1, i2 = 1, . . . , r2, p = 1, . . . , N , from (68) it follows

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

that

N −1 µN X 1 1
ε ∧= ×
N! N
λk1 /ε λk1 /ε + λk2 /ε
(k1 ,...,kN )∈VN

1
× ... × . (69)
λk1 /ε + . . . + λkN −1 /ε

Finally, for the special case of totally homogeneous processors

(i.e., λp = λ, p = 1, . . . , N ) expression (69) reduces to

N −1 1 µN
ε ∧= (70)
(N − 1)! (λ/ε)N −1

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Performance measures

This section deals with the derivation of the main steady-state performance
measures relating to the heterogeneous multiprocessor model treated in the
previous section.

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János Sztrik 2001/08/05

Utilizations

The utilization U of the bus is defined as the fraction of time during which it
is busy. The idle period of the bus starts when each processor is idle at the
end of a service completion, and terminates when a processor generates a
request. It is clear that the mean idle period length is
r1
X (1) 1
πi1 PN .
i1 =1 p=1 λp (i1 )/ε

Hence for U the following expression is obtained

1
εN −1 ∧
U= Pr1 (1)
. (71)
1 1
εN −1 ∧
+ π
i1 =1 i1 PN
p=1 λp (i1 )/ε

The bus utilization Up of processor p is defined as the fraction of time that

processor p uses the bus. Since the processors have identically distributed

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

holding times we get

r1 N
!
(1)
X X
Up = U πi 1 λp(i1)/ λk (i1) (72)
i1 =1 k=1

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Throughput

The throughput γp of processor p is defined as the mean number of requests

of processor p served per unit time. It is well-known that

Up = γpbp

where bp is the mean bus usage(service) time of a request by processor p. In

this case
r2
X (2) 1
Up = γp πi 2
i2 =1
µ(i2)

and thus
r2
X (2) 1
γp = Up/ πi 2 .
i2 =1
µ(i2)

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Mean delay and waiting times

The mean delay Tp of processor p is the average time from the instant at
which a request is generated at processor p to the instant at which the bus
usage of that request has been completed. In other words, Tp is the mean
duration of an active state at processor p. Since the state of processor p
alternates between the active state of average duration Tp and the inactive
state of mean duration
r1
X (1) 1
πi 1
i1 =1
λ(i1)/ε

the following relationship clearly holds

1
γp = Pr1 (1)
.
1
Tp + π
i1 =1 i1 λ(i1 )/ε

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János Sztrik 2001/08/05

Thus,

r1
1 X (1) 1
Tp = − π .
γp i =1 i1 λp(i1)/ε
1

Furthermore, for the mean waiting time W of processor p it follows that

r2
X (2) 1
Wp = Tp − πi 2 .
i2 =1
µ(i2)

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János Sztrik 2001/08/05

Average number of requests served during a busy period

A pair of an idle period followed by an busy period is called a cycle, whose

mean length is denoted by C. Clearly,

r1
1 X (1) 1
C= + πi1 PN .
εN −1∧ i1 =1 p=1 λp (i1 )/ε

Denote by Np the mean number of requests of processor p served during a

cycle. The throughput γp of processor p is then given by γp = Np/C, which
yields that the total number of requests served during an busy period is

N
X N
X
Np = γpC.
p=1 p=1

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

Mean number of active processors

Let us denote by Q(p) the steady-state probability that processor p is idle.

Clearly, we have

r1
X (1) 1
Q(p) = γp πi 1 .
i1 =1
λp(i1)/ε

Hence, the mean number of active processors is

N
X N
X
(1 − Q(p)) = N − Q(p).
p=1 p=1

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

Numerical results

This section presents a number of validation experiments (c.f., Table 7)

examining the credibility of the proposed approximation against exact results
for the performance measure of processor utilization at equilibrium. Note that
an exact formula for the utilization is known only when the system is not
effected by random environment and it is given (via Palm-formula) by
PN N

k
1 k!ρ
Up∗ = k=1 k
PN N
k ,
N1+ k=1 k k!ρ

where ρ = λ/ε
µ . In this case relations (70-72) reduce to the following
approximation

1 N!
Up = µ N.
N N ! + ( λ/ε )

Finite-Source Queueing Systems and their Applications

János Sztrik 2001/08/05

The following results are derived:

N =3 N =4
ρ Up∗ Up ρ Up∗ Up
1 0.3125 0.285714286 1 0.246153846 0.24
2 0.329113924 0.326530612 2 0.249605055 0.249350649
22 0.332657201 0.332467532 22 0.249968310 0.249959317
23 0.333237575 0.333224862 23 0.249997756 0.249997457
24 0.333320592 0.333319771 24 0.249999999 0.249999999
25 0.333333169 0.333331638 25 0.25 0.25
26 0.333333125 0.333333121
27 0.333333307 0.333333307
28 0.333333333 0.333333333

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János Sztrik 2001/08/05

N =5 N =6
ρ Up∗ Up ρ Up∗ Up
1 0.199386503 0.198347107 1 0.166581502 0.166435506
2 0.199968409 0.199947930 2 0.166664473 0.166666305
22 0.199998732 0.199998372 22 0.166666623 0.166666661
23 0.199999955 0.199999949 23 0.166666666 0.166666666
24 0.199999998 0.199999998
25 0.2 0.2

N =7 N =8
ρ Up∗ Up ρ Up∗ Up
1 0.142846715 0.142828804 1 0.124998860 0.1249969
2 0.142857009 0.142856921 2 0.124999993 0.124999988
22 0.142857142 0.142857141 22 0.125 0.125
23 0.142857143 0.142857143

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János Sztrik 2001/08/05

N =9 N = 10
ρ Up∗ Up ρ Up∗ Up
1 0.111110998 0.111110805 1 0.099999999 0.099999999
2 0.111111111 0.111111111 2 0.1 0.1
Table 7: Exact and asymptotic results

It can be observed from Table 7 that the approximate values for {Up} are
very much comparable in accuracy to those provided by the exact results for
{Up∗}. However, the computational complexity, due to the proposed
approximation, has been considerably reduced. As λ/ε becomes greater than
µ, the {Up} approximations, as expected, approach the exact values of {Up∗}.
Clearly, the greater the number of processors the less number of steps are
needed to reach the exact results.

Other papers on systems with randomly changing parameters:

[4, 68, 69, 70, 71, 72, 73]

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