Queueing Theory
Queueing Theory
However, the queueing node is not quite a pure black box since some information is needed about the
inside of the queuing node. The queue has one or more servers which can each be paired with an arriving
job. When the job is completed and departs, that server will again be free to be paired with another arriving
job.
A queueing node with 3 servers. Server a is idle, and thus an arrival
is given to it to process. Server b is currently busy and will take
some time before it can complete service of its job. Server c has
just completed service of a job and thus will be next to receive an
arriving job.
An analogy often used is that of the cashier at a supermarket. (There are other models, but this one is
commonly encountered in the literature.) Customers arrive, are processed by the cashier, and depart. Each
cashier processes one customer at a time, and hence this is a queueing node with only one server. A setting
where a customer will leave immediately if the cashier is busy when the customer arrives, is referred to as a
queue with no buffer (or no waiting area). A setting with a waiting zone for up to n customers is called a
queue with a buffer of size n.
Birth-death process
The behaviour of a single queue (also called a queueing node) can be described by a birth–death process,
which describes the arrivals and departures from the queue, along with the number of jobs currently in the
system. If k denotes the number of jobs in the system (either being serviced or waiting if the queue has a
buffer of waiting jobs), then an arrival increases k by 1 and a departure decreases k by 1.
The system transitions between values of k by "births" and "deaths", which occur at the arrival rates and
the departure rates for each job . For a queue, these rates are generally considered not to vary with the
number of jobs in the queue, so a single average rate of arrivals/departures per unit time is assumed. Under
this assumption, this process has an arrival rate of and a departure rate of
.
A birth–death process. The values in the circles represent the state of the system, which evolves based on
arrival rates λi and departure rates μi.
A queue with 1 server, arrival rate λ and
departure rate μ
Balance equations
The steady state equations for the birth-and-death process, known as the balance equations, are as follows.
Here denotes the steady state probability to be in state n.
and
By mathematical induction,
which, together with the equation for , fully describes the required steady state probabilities.
Kendall's notation
Single queueing nodes are usually described using Kendall's notation in the form A/S/c where A describes
the distribution of durations between each arrival to the queue, S the distribution of service times for jobs,
and c the number of servers at the node.[5][6] For an example of the notation, the M/M/1 queue is a simple
model where a single server serves jobs that arrive according to a Poisson process (where inter-arrival
durations are exponentially distributed) and have exponentially distributed service times (the M denotes a
Markov process). In an M/G/1 queue, the G stands for "general" and indicates an arbitrary probability
distribution for service times.
: the arrival rate (the reciprocal of the expected time between each customer arriving, e.g.
10 customers per second)
: the reciprocal of the mean service time (the expected number of consecutive service
completions per the same unit time, e.g. per 30 seconds)
n: the parameter characterizing the number of customers in the system
: the probability of there being n customers in the system in steady state
Further, let represent the number of times the system enters state n, and represent the number of
times the system leaves state n. Then for all n. That is, the number of times the
system leaves a state differs by at most 1 from the number of times it enters that state, since it will either
return into that state at some time in the future ( ) or not ( ).
When the system arrives at a steady state, the arrival rate should be equal to the departure rate.
imply
where .
A common basic queuing system is attributed to Erlang and is a modification of Little's Law. Given an
arrival rate λ, a dropout rate σ, and a departure rate μ, length of the queue L is defined as:
.
Assuming an exponential distribution for the rates, the waiting time W can be defined as the proportion of
arrivals that are served. This is equal to the exponential survival rate of those who do not drop out over the
waiting period, giving:
History
In 1909, Agner Krarup Erlang, a Danish engineer who worked for the Copenhagen Telephone Exchange,
published the first paper on what would now be called queueing theory.[8][9][10] He modeled the number of
telephone calls arriving at an exchange by a Poisson process and solved the M/D/1 queue in 1917 and
M/D/k queueing model in 1920.[11] In Kendall's notation:
M stands for "Markov" or "memoryless", and means arrivals occur according to a Poisson
process
D stands for "deterministic", and means jobs arriving at the queue require a fixed amount of
service
k describes the number of servers at the queueing node (k = 1, 2, 3, ...)
If the node has more jobs than servers, then jobs will queue and wait for service.
The M/G/1 queue was solved by Felix Pollaczek in 1930,[12] a solution later recast in probabilistic terms by
Aleksandr Khinchin and now known as the Pollaczek–Khinchine formula.[11][13]
After the 1940s, queueing theory became an area of research interest to mathematicians.[13] In 1953, David
George Kendall solved the GI/M/k queue[14] and introduced the modern notation for queues, now known
as Kendall's notation. In 1957, Pollaczek studied the GI/G/1 using an integral equation.[15] John Kingman
gave a formula for the mean waiting time in a G/G/1 queue, now known as Kingman's formula.[16]
Leonard Kleinrock worked on the application of queueing theory to message switching in the early 1960s
and packet switching in the early 1970s. His initial contribution to this field was his doctoral thesis at the
Massachusetts Institute of Technology in 1962, published in book form in 1964. His theoretical work
published in the early 1970s underpinned the use of packet switching in the ARPANET, a forerunner to the
Internet.
The matrix geometric method and matrix analytic methods have allowed queues with phase-type distributed
inter-arrival and service time distributions to be considered.[17]
Systems with coupled orbits are an important part in queueing theory in the application to wireless
networks and signal processing.[18]
Modern day application of queueing theory concerns among other things product development where
(material) products have a spatiotemporal existence, in the sense that products have a certain volume and a
certain duration.[19]
Problems such as performance metrics for the M/G/k queue remain an open problem.[11][13]
Service disciplines
Various scheduling policies can be used at
queuing nodes:
Processor sharing
Service capacity is shared equally between customers.[21]
Priority
Customers with high priority are served first.[21] Priority queues can be of two types: non-
preemptive (where a job in service cannot be interrupted) and preemptive (where a job in
service can be interrupted by a higher-priority job). No work is lost in either model.[22]
Service facility
Unreliable server
Server failures occur according to a stochastic (random) process (usually Poisson) and are followed by
setup periods during which the server is unavailable. The interrupted customer remains in the service area
until server is fixed.[26]
Arriving customers not served (either due to the queue having no buffer, or due to balking or reneging by
the customer) are also known as dropouts. The average rate of dropouts is a significant parameter
describing a queue.
Queueing networks
Queue networks are systems in which multiple queues are connected by customer routing. When a
customer is serviced at one node, it can join another node and queue for service, or leave the network.
For networks of m nodes, the state of the system can be described by an m–dimensional vector (x1 , x2 , ...,
xm) where xi represents the number of customers at each node.
The simplest non-trivial networks of queues are called tandem queues.[27] The first significant results in this
area were Jackson networks,[28][29] for which an efficient product-form stationary distribution exists and
the mean value analysis[30] (which allows average metrics such as throughput and sojourn times) can be
computed.[31] If the total number of customers in the network remains constant, the network is called a
closed network and has been shown to also have a product–form stationary distribution by the Gordon–
Newell theorem.[32] This result was extended to the BCMP network,[33] where a network with very
general service time, regimes, and customer routing is shown to also exhibit a product–form stationary
distribution. The normalizing constant can be calculated with the Buzen's algorithm, proposed in 1973.[34]
Networks of customers have also been investigated, such as Kelly networks, where customers of different
classes experience different priority levels at different service nodes.[35] Another type of network are G-
networks, first proposed by Erol Gelenbe in 1993:[36] these networks do not assume exponential time
distributions like the classic Jackson network.
Routing algorithms
In discrete-time networks where there is a constraint on which service nodes can be active at any time, the
max-weight scheduling algorithm chooses a service policy to give optimal throughput in the case that each
job visits only a single-person service node.[20] In the more general case where jobs can visit more than one
node, backpressure routing gives optimal throughput. A network scheduler must choose a queueing
algorithm, which affects the characteristics of the larger network.
Mean-field limits
Mean-field models consider the limiting behaviour of the empirical measure (proportion of queues in
different states) as the number of queues m approaches infinity. The impact of other queues on any given
queue in the network is approximated by a differential equation. The deterministic model converges to the
same stationary distribution as the original model.[37]
In a system with high occupancy rates (utilisation near 1), a heavy traffic approximation can be used to
approximate the queueing length process by a reflected Brownian motion,[38] Ornstein–Uhlenbeck process,
or more general diffusion process.[39] The number of dimensions of the Brownian process is equal to the
number of queueing nodes, with the diffusion restricted to the non-negative orthant.
Fluid limits
Fluid models are continuous deterministic analogs of queueing networks obtained by taking the limit when
the process is scaled in time and space, allowing heterogeneous objects. This scaled trajectory converges to
a deterministic equation which allows the stability of the system to be proven. It is known that a queueing
network can be stable but have an unstable fluid limit.[40]
See also
Ehrenfest model
Erlang unit
Line management
Network simulation
Project production management
Queue area
Queueing delay
Queue management system
Queuing Rule of Thumb
Random early detection
Renewal theory
Throughput
Scheduling (computing)
Traffic jam
Traffic generation model
Flow network
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Further reading
Gross, Donald; Carl M. Harris (1998). Fundamentals of Queueing Theory. Wiley. ISBN 978-
0-471-32812-4. Online (https://books.google.com/books?id=K3lQGeCtAJgC)
Zukerman, Moshe (2013). Introduction to Queueing Theory and Stochastic Teletraffic
Models (http://www.ee.cityu.edu.hk/~zukerman/classnotes.pdf) (PDF). arXiv:1307.2968 (http
s://arxiv.org/abs/1307.2968).
Deitel, Harvey M. (1984) [1982]. An introduction to operating systems (https://archive.org/det
ails/introductiontoopdeit00deit/page/673) (revisited first ed.). Addison-Wesley. p. 673 (https://
archive.org/details/introductiontoopdeit00deit/page/673). ISBN 978-0-201-14502-1. chap.15,
pp. 380–412
Gelenbe, Erol; Isi Mitrani (2010). Analysis and Synthesis of Computer Systems (https://www.
researchgate.net/publication/345903225). World Scientific 2nd Edition. ISBN 978-1-908978-
42-4.
Newell, Gordron F. (1 June 1971). Applications of Queueing Theory. Chapman and Hall.
Leonard Kleinrock, Information Flow in Large Communication Nets (http://www.lk.cs.ucla.ed
u/bibliography-public_reports.html), (MIT, Cambridge, May 31, 1961) Proposal for a Ph.D.
Thesis
Leonard Kleinrock. Information Flow in Large Communication Nets (RLE Quarterly Progress
Report, July 1961)
Leonard Kleinrock. Communication Nets: Stochastic Message Flow and Delay (McGraw-
Hill, New York, 1964)
Kleinrock, Leonard (2 January 1975). Queueing Systems: Volume I – Theory (https://archive.
org/details/queueingsystems02klei). New York: Wiley Interscience. pp. 417 (https://archive.o
rg/details/queueingsystems02klei/page/417). ISBN 978-0471491101.
Kleinrock, Leonard (22 April 1976). Queueing Systems: Volume II – Computer Applications
(https://archive.org/details/queueingsystems00klei/page/576). New York: Wiley Interscience.
pp. 576 (https://archive.org/details/queueingsystems00klei/page/576). ISBN 978-
0471491118.
Lazowska, Edward D.; John Zahorjan; G. Scott Graham; Kenneth C. Sevcik (1984).
Quantitative System Performance: Computer System Analysis Using Queueing Network
Models (https://archive.org/details/quantitativesyst00lazo). Prentice-Hall, Inc. ISBN 978-0-
13-746975-8.
Jon Kleinberg; Éva Tardos (30 June 2013). Algorithm Design (https://books.google.com/boo
ks?id=ROiUngEACAAJ). Pearson. ISBN 978-1-292-02394-6.
External links
Queueing theory calculator (http://www.supositorio.com/rcalc/rcalclite.htm)
Teknomo's Queueing theory tutorial and calculators (http://people.revoledu.com/kardi/tutoria
l/Queuing/index.html)
Office Fire Emergency Evacuation Simulation (https://www.youtube.com/watch?v=st8HRgH
OErw) on YouTube
Virtamo's Queueing Theory Course (http://www.netlab.tkk.fi/opetus/s383143/kalvot/english.s
html)
Myron Hlynka's Queueing Theory Page (http://web2.uwindsor.ca/math/hlynka/queue.html)
Queueing Theory Basics (https://virtuaq.com/blog/2017-11-23-basics-of-queuing-theory)
A free online tool to solve some classical queueing systems (https://web.archive.org/web/20
111207044006/http://queueing-systems.ens-lyon.fr/)
JMT: an open source graphical environment for queueing theory (http://jmt.sf.net/)
LINE: a general-purpose engine to solve queueing models (http://line-solver.sf.net)
What You Hate Most About Waiting in Line: (It’s not the length of the wait.) (http://www.slate.c
om/articles/business/operations/2012/06/queueing_theory_what_people_hate_most_about
_waiting_in_line_.html), by Seth Stevenson, Slate, 2012 – popular introduction