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{{short description|Mathematical study of waiting lines, or queues}}
'''Queueing theory''' (also commonly spelled '''queuing theory''') is the mathematical study of waiting lines (or ]s). There are several related processes, arriving at the back of the queue, waiting in the queue (essentially a storage process), and being served by the server at the front of the queue. It is applicable in ] and ] and is occasionally linked to ].
{{redirect|First come, first served|the Kool Keith album|First Come, First Served}}


] are systems in which single queues are connected by a routing network. In this image, servers are represented by circles, queues by a series of rectangles and the routing network by arrows. In the study of queue networks one typically tries to obtain the ] of the network, although in many applications the study of the ] is fundamental.]]
==History and notation==
], a ] engineer who worked for the Copenhagen Telephone Exchange, published the first paper on queueing theory in ].


'''Queueing theory''' is the mathematical study of ], or ].<ref name="sun">{{cite book | title = Probability, Statistics and Queueing Theory | first = V. | last = Sundarapandian | publisher = PHI Learning | year = 2009 | chapter = 7. Queueing Theory | isbn = 978-81-203-3844-9 }}</ref> A queueing model is constructed so that queue lengths and waiting time can be predicted.<ref name="sun" /> Queueing theory is generally considered a branch of ] because the results are often used when making business decisions about the resources needed to provide a service.
] introduced an '''''A/B/C''''' queueing notation in ]. Kendall's notation for describing queues and their characteristics can be found in {{fn|4}}. It has since been extended to '''1/2/3/(4/5/6)''' where the numbers are replaced with:


Queueing theory has its origins in research by ], who created models to describe the system of incoming calls at the Copenhagen Telephone Exchange Company.<ref name="sun" /> These ideas were seminal to the field of ] and have since seen applications in ], ], ],<ref>{{cite web
#A code describing the arrival process. The codes used are:
| last = Lawrence W. Dowdy, Virgilio A.F. Almeida
#* '''''M''''' stands for "Markovian", implying ] for service times or inter-arrival times.
| first = Daniel A. Menasce
#* '''''D''''' stands for "degenerate" distribution, or "deterministic" service times.
| title = Performance by Design: Computer Capacity Planning by Example
#* '''''Ek''''' stands for an ] with ''k'' as the shape parameter.
| url = http://www.cs.gmu.edu/~menasce/perfbyd/
#* '''''G''''' stands for a "General distribution". (Note that although '''G''' usually refers to independent arrivals, some authors prefer to use '''GI''' to be explicit)
| access-date = 2009-07-08
#A similar code representing the service process. The same symbols are used.
| archive-date = 2016-05-06
#The Number of service channels (or servers).
| archive-url = https://web.archive.org/web/20160506025515/http://cs.gmu.edu/~menasce/perfbyd/
#The capacity of the system, or the maximum number of customers allowed in the system including those in service. When the number is at this maximum, further arrivals are turned away.
| url-status = live
#The Priority order that jobs in the line are served:
}}</ref> ], and particularly ], where they are applied in the design of factories, shops, offices, and hospitals.<ref>{{Cite news
#* First Come First Served ('''FCFS'''),
| first = Kira
#* Last Come First Served ('''LCFS'''),
| last = Schlechter
#* Service In Random Order ('''SIRO''') and
| title = Hershey Medical Center to open redesigned emergency room
#* Processor Sharing.
| newspaper = The Patriot-News
#The size of calling source. The size of the population from which the customers come. This limits the ]. As more ]s queue up there are fewer available to arrive into the system.
| date = March 2, 2009
| url = http://www.pennlive.com/midstate/index.ssf/2009/03/hershey_med_to_open_redesigned.html
| access-date = March 12, 2009
| archive-date = June 29, 2016
| archive-url = https://web.archive.org/web/20160629151917/http://www.pennlive.com/midstate/index.ssf/2009/03/hershey_med_to_open_redesigned.html
| url-status = live
}}</ref><ref>{{cite book |url= https://openaccess.city.ac.uk/id/eprint/2309/ |archive-url= https://web.archive.org/web/20210907100556/https://openaccess.city.ac.uk/id/eprint/2309/ |archive-date= September 7, 2021 |access-date= 2008-05-20 |author= Mayhew, Les |author2= Smith, David |date= December 2006 |title= Using queuing theory to analyse completion times in accident and emergency departments in the light of the Government 4-hour target |publisher= ] |isbn= 978-1-905752-06-5 }}</ref>


== Spelling ==
The word ''queue'' comes from the Latin ''cauda'', meaning tail. Most researchers in the field prefer the spelling 'queueing' over 'queuing', although the latter is somewhat more common in other contexts.


The spelling "queueing" over "queuing" is typically encountered in the academic research field. In fact, one of the flagship journals of the field is '']''.
Queueing theory is directly applicable to ]s, ]s, ]s, ], ]s, ] queueing, ] ] queueing of telecommunications terminals, advanced telecommunications systems, and traffic flow.


== Description ==
==Application of queueing theory to telephony==
Queueing theory is one of the major areas of study in the discipline of ]. Through management science, businesses are able to solve a variety of problems using different scientific and mathematical approaches. Queueing analysis is the probabilistic analysis of waiting lines, and thus the results, also referred to as the operating characteristics, are probabilistic rather than deterministic.<ref name="taylor 2019">{{Cite book |last=Taylor |first=Bernard W. |title=Introduction to management science |date=2019 |publisher=Pearson |isbn=978-0-13-473066-0 |edition=13th |location=New York}}</ref> The probability that n customers are in the queueing system, the average number of customers in the queueing system, the average number of customers in the waiting line, the average time spent by a customer in the total queuing system, the average time spent by a customer in the waiting line, and finally the probability that the server is busy or idle are all of the different operating characteristics that these queueing models compute.<ref name="taylor 2019" /> The overall goal of queueing analysis is to compute these characteristics for the current system and then test several alternatives that could lead to improvement. Computing the operating characteristics for the current system and comparing the values to the characteristics of the alternative systems allows managers to see the pros and cons of each potential option. These systems help in the final decision making process by showing ways to increase savings, reduce waiting time, improve efficiency, etc. The main queueing models that can be used are the single-server waiting line system and the multiple-server waiting line system, which are discussed further below. These models can be further differentiated depending on whether service times are constant or undefined, the queue length is finite, the calling population is finite, etc.<ref name="taylor 2019" />


== Single queueing nodes ==
The Public Switched Telephone Networks (]s) are designed to accommodate the offered traffic intensity with only a small loss. The ] of loss systems is quantified by their ] (GoS), driven by the assumption that if insufficient capacity is available, the call is refused and lost {{fn|1}}. Alternatively, overflow systems make use of ] to divert calls via different paths -- even these systems have a finite or maximum traffic carrying capacity {{fn|1}}.


A ''queue'' or ''queueing node'' can be thought of as nearly a ]. ''Jobs'' (also called ''customers'' or ''requests'', depending on the field) arrive to the queue, possibly wait some time, take some time being processed, and then depart from the queue.
However, the use of queueing in PSTNs allows the systems to queue their customer's requests until free resources become available. This means that if traffic intensity levels exceed available capacity, customer&#8217;s calls are here no longer lost; they instead wait until they can be served {{fn|2}}. This method is used in queueing customers for the next available operator.


]
A queueing discipline determines the manner in which the exchange handles calls from customers {{fn|2}}. It defines the way they will be served, the order in which they are served, and the way in which resources are divided between the customers {{fn|2}},{{fn|3}}. Here are details of three queueing disciplines:


However, the queueing node is not quite a pure black box since some information is needed about the inside of the queueing 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.
*''First In First Out'' &#8211; This principle states that customers are served one at a time and that the customer that has been waiting the longest is served first {{fn|3}}.
*''Last In First Out'' &#8211; This principle also serves customers one at a time, however the customer with the shortest waiting time will be served first {{fn|3}}.
*''Processor Sharing'' &#8211; Customers are served equally. Network capacity is shared between customers and they all effectively experience the same delay {{fn|3}}.


]
Queueing is handled by control processes within exchanges, which can be modelled using state equations {{fn|2}},{{fn|3}}. Queueing systems use a particular form of ]s known as ]s which model the system in each state {{fn|2}}. Incoming traffic to these systems is modelled via a ] and is subject to Erlang&#8217;s queueing theory assumptions viz. {{fn|1}}:


An analogy often used is that of the cashier at a supermarket. 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''.
*''Pure-Chance Traffic'' &#8211; Call arrivals and departures are random and independent events {{fn|1}}.
*''Statistical Equilibrium'' &#8211; Probabilities within the system do not change {{fn|1}}.
*''Full Availability'' &#8211; All incoming traffic can be routed to any other customer within the network {{fn|1}}.
*''Congestion is cleared as soon as servers are free'' {{fn|1}}.


=== Birth-death process ===
Classic queueing theory involves complex calculations to determine call waiting time, service time, server utilisation and many other metrics which are used to measure queueing performance {{fn|2}},{{fn|3}}.
{{See also|Survival analysis}}
The behaviour of a single queue (also called a ''queueing node'') can be described by a ], 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 <math>\lambda_i</math> and the departure rates <math>\mu_i</math> for each job <math>i</math>. For a queue, these rates are generally considered not to vary with the number of jobs in the queue, so a single ] rate of arrivals/departures per unit time is assumed. Under this assumption, this process has an arrival rate of <math>\lambda = \text{avg}(\lambda_1,\lambda_2,\dots,\lambda_k)</math> and a departure rate of <math>\mu = \text{avg}(\mu_1, \mu_2, \dots, \mu_k)</math>.
==Queueing Networks==
Queues can be chained to form queueing networks where the departures from one queue enter the next queue. Queueing networks can be classified into two catagories: open queueing networks and closed queueing networks. Open queueing networks have an external input and an external final destination. Closed queueing networks are completely contained and the customers circulate continually never leaving the network.


]
==Limitations of the mathematical approach==


]
Classic queueing is too mathematically restrictive to be able to model all real-world situations. This restriction arises because the underlying assumptions of the theory do not always hold in the real world. Alternative means of analysis have been devised in order to provide some insight into problems which do not fall under the scope of queueing theory, though they are often scenario-specific since they generally consist of computer simulations and/or of analysis of experimental data. See ].


==== Balance equations ====
==References==


The ] equations for the birth-and-death process, known as the ]s, are as follows. Here <math>P_n</math> denotes the steady state probability to be in state ''n''.
*{{fnb|1}} Flood, J.E. ''Telecommunications Switching, Traffic and Networks'', Chapter 4: Telecommunications Traffic, New York: Prentice-Hall, 1998.


: <math>\mu_1 P_1 = \lambda_0 P_0</math>
*{{fnb|2}} Bose S.J., ''Chapter 1 - An Introduction to Queueing Systems'', Kluwer/Plenum Publishers, 2002.
: <math>\lambda_0 P_0 + \mu_2 P_2 = (\lambda_1 + \mu_1) P_1</math>
: <math>\lambda_{n-1} P_{n-1} + \mu_{n+1} P_{n+1} = (\lambda_n + \mu_n) P_n</math>


The first two equations imply
*{{fnb|3}} Penttinen A., ''Chapter 8 &#8211; Queueing Systems'', Lecture Notes: S-38.145 - Introduction to Teletraffic Theory, .
: <math>P_1 = \frac{\lambda_0}{\mu_1} P_0</math>
and
: <math>P_2 = \frac{\lambda_1}{\mu_2} P_1 + \frac{1}{\mu_2} (\mu_1 P_1 - \lambda_0 P_0) = \frac{\lambda_1}{\mu_2} P_1 = \frac{\lambda_1 \lambda_0}{\mu_2 \mu_1} P_0</math>.


By mathematical induction,
*{{fnb|4}} Tijms, H.C, ''Algorithmic Analysis of Queues", Chapter 9 in A First Course in Stochastic Models, Wiley, Chichester, 2003.
: <math>P_n = \frac{\lambda_{n-1} \lambda_{n-2} \cdots \lambda_0}{\mu_n \mu_{n-1} \cdots \mu_1} P_0 = P_0 \prod_{i = 0}^{n-1} \frac{\lambda_i}{\mu_{i+1}}</math>.


The condition <math>\sum_{n = 0}^{\infty} P_n = P_0 + P_0 \sum_{n=1}^\infty \prod_{i=0}^{n-1} \frac{\lambda_i}{\mu_{i+1}} = 1</math> leads to
==See also==
: <math>P_0 = \frac{1}{1 + \sum_{n=1}^{\infty}\prod_{i=0}^{n-1} \frac{\lambda_i}{\mu_{i+1}} }</math>
* ]
which, together with the equation for <math>P_n</math> <math>(n\geq1)</math>, fully describes the required steady state probabilities.
* ]

* ]
=== Kendall's notation ===
* ] (RED)
{{Main|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.<ref name="tijms">Tijms, H.C, ''Algorithmic Analysis of Queues'', Chapter 9 in A First Course in Stochastic Models, Wiley, Chichester, 2003</ref><ref>{{Cite journal | last1 = Kendall | first1 = D. G. | author-link1 = David George Kendall| title = Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain | doi = 10.1214/aoms/1177728975 | jstor = 2236285| journal = The Annals of Mathematical Statistics | volume = 24 | issue = 3 | pages = 338–354 | year = 1953| doi-access = free }}</ref> For an example of the notation, the ] is a simple model where a single server serves jobs that arrive according to a ] (where inter-arrival durations are ]) and have exponentially distributed service times (the M denotes a ]). In an ], the G stands for "general" and indicates an arbitrary ] for service times.

=== Example analysis of an M/M/1 queue ===

Consider a queue with one server and the following characteristics:
* ''<math>\lambda</math>'': the arrival rate (the reciprocal of the expected time between each customer arriving, e.g. 10 customers per second)
* ''<math>\mu</math>'': 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
* <math>P_n</math>: the probability of there being ''n'' customers in the system in steady state

Further, let <math>E_n</math> represent the number of times the system enters state ''n'', and <math>L_n</math> represent the number of times the system leaves state ''n''. Then <math>\left\vert E_n - L_n \right\vert \in \{0, 1\}</math> 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 (<math>E_n = L_n</math>) or not (<math>\left\vert E_n - L_n \right\vert = 1</math>).

When the system arrives at a steady state, the arrival rate should be equal to the departure rate.

Thus the balance equations
: <math>\mu P_1 = \lambda P_0</math>
: <math>\lambda P_0 + \mu P_2 = (\lambda + \mu) P_1</math>
: <math>\lambda P_{n-1} + \mu P_{n+1} = (\lambda + \mu) P_n</math>
imply
: <math>P_n = \frac{\lambda}{\mu} P_{n-1},\ n=1,2,\ldots</math>
The fact that <math>P_0 + P_1 + \cdots = 1</math> leads to the ] formula
: <math>P_n = (1 - \rho) \rho^n</math>
where <math>\rho = \frac{\lambda}{\mu} < 1</math>.

=== Simple two-equation queue ===

A common basic queueing system is attributed to ] and is a modification of ]. Given an arrival rate ''λ'', a dropout rate ''σ'', and a departure rate ''μ'', length of the queue ''L'' is defined as:

: <math>L = \frac{\lambda - \sigma}{\mu}</math>.

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:

: <math>\frac{\mu}{\lambda} = e^{-W{\mu}}</math>

The second equation is commonly rewritten as:

: <math>W = \frac{1}{\mu} \mathrm{ln}\frac{\lambda}{\mu}</math>

The two-stage one-box model is common in ].<ref>{{Cite journal|last=Hernández-Suarez|first=Carlos|date=2010|title=An application of queuing theory to SIS and SEIS epidemic models|journal=Math. Biosci.|volume=7|issue=4|pages=809–823|doi=10.3934/mbe.2010.7.809|pmid=21077709|doi-access=free}}</ref>

== History==
{{anchor|Overview of the development of the theory}}<!--anchored with previous section title-->

In 1909, ], a Danish engineer who worked for the Copenhagen Telephone Exchange, published the first paper on what would now be called queueing theory.<ref>{{cite web |url=http://pass.maths.org.uk/issue2/erlang/index.html |title=Agner Krarup Erlang (1878-1929) &#124; plus.maths.org |publisher=Pass.maths.org.uk |access-date=2013-04-22 |date=1997-04-30 |archive-date=2008-10-07 |archive-url=https://web.archive.org/web/20081007225944/http://pass.maths.org.uk/issue2/erlang/index.html |url-status=live }}</ref><ref>{{Cite journal | last1 = Asmussen | first1 = S. R. | last2 = Boxma | first2 = O. J. | author-link2 = Onno Boxma| doi = 10.1007/s11134-009-9151-8 | title = Editorial introduction | journal = ] | volume = 63 | issue = 1–4 | pages = 1–2 | year = 2009 | s2cid = 45664707 }}</ref><ref>{{cite journal | author-link = Agner Krarup Erlang | first = Agner Krarup | last = Erlang
| title = The theory of probabilities and telephone conversations | journal = Nyt Tidsskrift for Matematik B | volume = 20 | pages = 33–39 | archive-url = https://web.archive.org/web/20111001212934/http://oldwww.com.dtu.dk/teletraffic/erlangbook/pps131-137.pdf | archive-date = 2011-10-01 | url = http://oldwww.com.dtu.dk/teletraffic/erlangbook/pps131-137.pdf | year = 1909}}</ref> He modeled the number of telephone calls arriving at an exchange by a ] and solved the ] in 1917 and ]ing model in 1920.<ref name="century">{{Cite journal | last1 = Kingman | first1 = J. F. C. | author-link1 = John Kingman | title = The first Erlang century—and the next | journal = ] | volume = 63 | issue = 1–4 | pages = 3–4 | year = 2009 | doi = 10.1007/s11134-009-9147-4| s2cid = 38588726 }}</ref> 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 ] was solved by ] in 1930,<ref>Pollaczek, F., Ueber eine Aufgabe der Wahrscheinlichkeitstheorie, Math. Z. 1930</ref> a solution later recast in probabilistic terms by ] and now known as the ].<ref name="century" /><ref name="century1" />

After the 1940s, queueing theory became an area of research interest to mathematicians.<ref name="century1">{{Cite journal | last1 = Whittle | first1 = P. | author-link1 = Peter Whittle (mathematician)| doi = 10.1287/opre.50.1.227.17792 | title = Applied Probability in Great Britain | journal = ]| volume = 50 | issue = 1 | pages = 227–239| year = 2002 | jstor = 3088474| doi-access = free }}</ref> In 1953, ] solved the GI/M/''k'' queue<ref>Kendall, D.G.:Stochastic processes occurring in the theory of queues and their analysis by the method of the imbedded Markov chain, Ann. Math. Stat. 1953</ref> and introduced the modern notation for queues, now known as ]. In 1957, Pollaczek studied the GI/G/1 using an ].<ref>Pollaczek, F., Problèmes Stochastiques posés par le phénomène de formation d'une queue</ref> ] gave a formula for the ] in a ], now known as ].<ref>{{Cite journal | last1 = Kingman | first1 = J. F. C. | author-link = John Kingman| doi = 10.1017/S0305004100036094 | author2 = <!-- (exclude bad crossref data) --> | last2 = Atiyah | title = The single server queue in heavy traffic | journal = ]| volume = 57 | issue = 4 | page = 902 | date=October 1961 | jstor = 2984229| bibcode = 1961PCPS...57..902K | s2cid = 62590290 }}</ref>

] worked on the application of queueing theory to ] in the early 1960s and ] in the early 1970s. His initial contribution to this field was his doctoral thesis at the ] in 1962, published in book form in 1964. His theoretical work published in the early 1970s underpinned the use of packet switching in the ], a forerunner to the Internet.

The ] and ]s have allowed queues with ] inter-arrival and service time distributions to be considered.<ref>{{Cite journal | last1 = Ramaswami | first1 = V. | doi = 10.1080/15326348808807077 | title = A stable recursion for the steady state vector in markov chains of m/g/1 type | journal = Communications in Statistics. Stochastic Models | volume = 4 | pages = 183–188 | year = 1988 }}</ref>

Systems with coupled orbits are an important part in queueing theory in the application to wireless networks and signal processing.<ref>{{Cite book | last1 = Morozov | first1 = E. |chapter = Stability analysis of a multiclass retrial system withcoupled orbit queues | doi = 10.1007/978-3-319-66583-2_6 | title = Proceedings of 14th European Workshop| series = Lecture Notes in Computer Science | volume = 17| pages = 85–98 | year = 2017 | doi-access = free|isbn=978-3-319-66582-5 }}</ref>

Modern day application of queueing theory concerns among other things ] where (material) products have a spatiotemporal existence, in the sense that products have a certain volume and a certain duration.<ref>{{cite journal |title=Simulation and queueing network modeling of single-product production campaigns |date=1992 |url=https://www.sciencedirect.com/science/article/abs/pii/0098135492800185 |doi=10.1016/0098-1354(92)80018-5 |last1=Carlson |first1=E.C. |last2=Felder |first2=R.M. |journal=Computers & Chemical Engineering |volume=16 |issue=7 |pages=707–718 }}</ref>

Problems such as performance metrics for the ] remain an open problem.<ref name="century" /><ref name="century1" />

== Service disciplines ==
Various scheduling policies can be used at queueing nodes:

; ]: ] Also called ''first-come, first-served'' (FCFS),<ref name="Manuel">{{cite book|last1=Manuel|first1=Laguna|title=Business Process Modeling, Simulation and Design|date=2011|publisher=Pearson Education India|isbn=978-81-317-6135-9|page=178|url=https://books.google.com/books?id=d-V8c8YRJikC&q=%22First-come%2C+first-served%22+business&pg=PA178|access-date=6 October 2017|language=en}}</ref> this principle states that customers are served one at a time and that the customer that has been waiting the longest is served first.<ref name="penttinen">Penttinen A., ''Chapter 8 &ndash; Queueing Systems'', Lecture Notes: S-38.145 - Introduction to Teletraffic Theory.</ref>

; ]: This principle also serves customers one at a time, but the customer with the shortest ] will be served first.<ref name="penttinen"/> Also known as a ].

; ]: Service capacity is shared equally between customers.<ref name="penttinen"/>

; Priority: Customers with high priority are served first.<ref name="penttinen"/> 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.<ref>{{Cite book | last1 = Harchol-Balter | first1 = M.|author1-link=Mor Harchol-Balter | chapter = Scheduling: Non-Preemptive, Size-Based Policies | doi = 10.1017/CBO9781139226424.039 | title = Performance Modeling and Design of Computer Systems | pages = 499–507 | year = 2012 | isbn = 978-1-139-22642-4 }}</ref>

; ]: The next job to be served is the one with the smallest size.<ref>{{cite book|author1=Andrew S. Tanenbaum|author2=Herbert Bos|title=Modern Operating Systems|url=https://books.google.com/books?id=9gqnngEACAAJ|year=2015|publisher=Pearson|isbn=978-0-13-359162-0}}</ref>

; Preemptive shortest job first: The next job to be served is the one with the smallest original size.<ref>{{Cite book | last1 = Harchol-Balter | first1 = M. |author1-link=Mor Harchol-Balter| chapter = Scheduling: Preemptive, Size-Based Policies | doi = 10.1017/CBO9781139226424.040 | title = Performance Modeling and Design of Computer Systems | pages = 508–517 | year = 2012 | isbn = 978-1-139-22642-4 }}</ref>

; ]: The next job to serve is the one with the smallest remaining processing requirement.<ref>{{Cite book | last1 = Harchol-Balter | first1 = M.|author1-link=Mor Harchol-Balter | chapter = Scheduling: SRPT and Fairness | doi = 10.1017/CBO9781139226424.041 | title = Performance Modeling and Design of Computer Systems | pages = 518–530 | year = 2012 | isbn = 978-1-139-22642-4 }}</ref>

; Service facility
* Single server: customers line up and there is only one server
* Several parallel servers (single queue): customers line up and there are several servers
* Several parallel servers (several queues): there are many counters and customers can decide for which to queue

; 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.<ref>{{Cite journal | last1 = Dimitriou | first1 = I. | title = A Multiclass Retrial System With Coupled Orbits And Service Interruptions: Verification of Stability Conditions | journal = Proceedings of FRUCT 24 | volume = 7 | pages = 75–82 | year = 2019}}</ref>

; Customer waiting behavior
* Balking: customers decide not to join the queue if it is too long
* Jockeying: customers switch between queues if they think they will get served faster by doing so
* Reneging: customers leave the queue if they have waited too long for service

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 (''x''<sub>1</sub>, ''x''<sub>2</sub>, ..., ''x''<sub>''m''</sub>) where ''x''<sub>''i''</sub> represents the number of customers at each node.

The simplest non-trivial networks of queues are called ].<ref>{{Cite web |url=http://www.stats.ox.ac.uk/~winkel/bs3a07l13-14.pdf#page=4 |title=Archived copy |access-date=2018-08-02 |archive-date=2017-03-29 |archive-url=https://web.archive.org/web/20170329085928/http://www.stats.ox.ac.uk/~winkel/bs3a07l13-14.pdf#page=4 |url-status=live }}</ref> The first significant results in this area were ]s,<ref>{{Cite journal | last1 = Jackson | first1 = J. R. | author-link = James R. Jackson| title = Networks of Waiting Lines | doi = 10.1287/opre.5.4.518 | journal = Operations Research | volume = 5 | issue = 4 | pages = 518–521 | year = 1957 | jstor = 167249}}</ref><ref name="jackson">{{cite journal|title=Jobshop-like Queueing Systems|first=James R.|last=Jackson|journal=]|volume=10|number=1|date=Oct 1963|pages=131–142|doi=10.1287/mnsc.1040.0268|jstor=2627213}}</ref> for which an efficient ] exists and the ]<ref>{{Cite journal | last1 = Reiser | first1 = M.| last2 = Lavenberg | first2 = S. S. | doi = 10.1145/322186.322195 | title = Mean-Value Analysis of Closed Multichain Queuing Networks | journal = ]| volume = 27 | issue = 2 | page = 313 | year = 1980 | s2cid = 8694947| doi-access = free }}</ref> (which allows average metrics such as throughput and sojourn times) can be computed.<ref>{{Cite journal | last1 = Van Dijk | first1 = N. M. | title = On the arrival theorem for communication networks | doi = 10.1016/0169-7552(93)90073-D | journal = Computer Networks and ISDN Systems | volume = 25 | issue = 10 | pages = 1135–2013 | year = 1993 | s2cid = 45218280 | url = https://research.vu.nl/ws/files/73611045/Scanjob%20199100081 | access-date = 2019-09-24 | archive-date = 2019-09-24 | archive-url = https://web.archive.org/web/20190924062816/https://research.vu.nl/ws/files/73611045/Scanjob%2520199100081 | url-status = live }}</ref> 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 ].<ref>{{Cite journal | last1 = Gordon | first1 = W. J. | last2 = Newell | first2 = G. F. | author-link2 = Gordon F. Newell| doi = 10.1287/opre.15.2.254 | jstor = 168557| title = Closed Queuing Systems with Exponential Servers | journal = ]| volume = 15 | issue = 2 | page = 254 | year = 1967 }}</ref> This result was extended to the ],<ref>{{Cite journal | last1 = Baskett | first1 = F. | last2 = Chandy | first2 = K. Mani | author2-link = K. Mani Chandy | last3 = Muntz | first3 = R.R. | last4 = Palacios | first4 = F.G. | title = Open, closed and mixed networks of queues with different classes of customers | journal = Journal of the ACM | volume = 22 | issue = 2 | pages = 248&ndash;260 | year = 1975 | doi = 10.1145/321879.321887 | s2cid = 15204199 | doi-access = free }}</ref> where a network with very general service time, regimes, and customer routing is shown to also exhibit a product–form stationary distribution. The ] can be calculated with the ], proposed in 1973.<ref name="buzen-1973">{{Cite journal | last1 = Buzen | first1 = J. P. | author-link = Jeffrey P. Buzen | title = Computational algorithms for closed queueing networks with exponential servers | doi = 10.1145/362342.362345 | url = http://www-unix.ecs.umass.edu/~krishna/ece673/buzen.pdf | journal = Communications of the ACM | volume = 16 | issue = 9 | pages = 527–531 | year = 1973 | s2cid = 10702 | access-date = 2015-09-01 | archive-date = 2016-05-13 | archive-url = https://web.archive.org/web/20160513192804/http://www-unix.ecs.umass.edu/~krishna/ece673/buzen.pdf | url-status = live }}</ref>

Networks of customers have also been investigated, such as ]s, where customers of different classes experience different priority levels at different service nodes.<ref>{{Cite journal | last1 = Kelly | first1 = F. P. | author-link1 = Frank Kelly (mathematician)| title = Networks of Queues with Customers of Different Types | journal = Journal of Applied Probability | volume = 12 | issue = 3 | pages = 542–554 | doi = 10.2307/3212869 | jstor = 3212869| year = 1975 | s2cid = 51917794 }}</ref> Another type of network are ], first proposed by ] in 1993:<ref>{{cite journal | doi = 10.2307/3214781 | title = G-Networks with Triggered Customer Movement | first = Erol | last = Gelenbe | author-link = Erol Gelenbe | journal = Journal of Applied Probability | volume = 30 | issue = 3 | date = Sep 1993 | pages = 742–748 | jstor = 3214781 | s2cid = 121673725 }}</ref> these networks do not assume exponential time distributions like the classic Jackson network.

=== Routing algorithms ===
{{See also|Stochastic scheduling}}
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.<ref name="Manuel" /> In the more general case where jobs can visit more than one node, ] gives optimal throughput. A ] must choose a ], which affects the characteristics of the larger network.<ref>{{Cite journal |last=Newell |first=G. F. |date=1982 |title=Applications of Queueing Theory |url=https://doi.org/10.1007/978-94-009-5970-5 |journal=SpringerLink |language=en |doi=10.1007/978-94-009-5970-5|isbn=978-94-009-5972-9 }}</ref>

=== Mean-field limits ===

]s consider the limiting behaviour of the ] (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.<ref>{{Cite book | last1 = Bobbio | first1 = A. | last2 = Gribaudo | first2 = M. | last3 = Telek | first3 = M. S. | doi = 10.1109/QEST.2008.47 | chapter = Analysis of Large Scale Interacting Systems by Mean Field Method | title = 2008 Fifth International Conference on Quantitative Evaluation of Systems | page = 215 | year = 2008 | isbn = 978-0-7695-3360-5 | s2cid = 2714909 }}</ref>

=== Heavy traffic/diffusion approximations ===
{{Main|Heavy traffic approximation}}
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 ],<ref>{{Cite journal | last1 = Chen | first1 = H. | last2 = Whitt | first2 = W. | doi = 10.1007/BF01149260 | title = Diffusion approximations for open queueing networks with service interruptions | journal = ]| volume = 13 | issue = 4 | page = 335 | year = 1993 | s2cid = 1180930 }}</ref> ], or more general ].<ref>{{Cite journal | last1 = Yamada | first1 = K. | title = Diffusion Approximation for Open State-Dependent Queueing Networks in the Heavy Traffic Situation | doi = 10.1214/aoap/1177004602 | journal = The Annals of Applied Probability | volume = 5 | issue = 4 | pages = 958–982 | year = 1995 | jstor = 2245101| doi-access = free }}</ref> The number of dimensions of the Brownian process is equal to the number of queueing nodes, with the diffusion restricted to the non-negative ].

=== Fluid limits ===
{{main|Fluid limit}}
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.<ref>{{Cite journal | last1 = Bramson | first1 = M. | title = A stable queueing network with unstable fluid model | doi = 10.1214/aoap/1029962815 | journal = The Annals of Applied Probability | volume = 9 | issue = 3 | pages = 818–853 | year = 1999 | jstor = 2667284| doi-access = free }}</ref>

=== Queueing Applications ===
Queueing theory finds widespread application in computer science and information technology. In networking, for instance, queues are integral to routers and switches, where packets queue up for transmission. By applying queueing theory principles, designers can optimize these systems, ensuring responsive performance and efficient resource utilization.

Beyond the technological realm, queueing theory is relevant to everyday experiences. Whether waiting in line at a supermarket or for public transportation, understanding the principles of queueing theory provides valuable insights into optimizing these systems for enhanced user satisfaction. At some point, everyone will be involved in an aspect of queuing. What some may view to be an inconvenience could possibly be the most effective method.
Queueing theory, a discipline rooted in applied mathematics and computer science, is a field dedicated to the study and analysis of queues, or waiting lines, and their implications across a diverse range of applications. This theoretical framework has proven instrumental in understanding and optimizing the efficiency of systems characterized by the presence of queues. The study of queues is essential in contexts such as traffic systems, computer networks, telecommunications, and service operations.

Queueing theory delves into various foundational concepts, with the arrival process and service process being central. The arrival process describes the manner in which entities join the queue over time, often modeled using stochastic processes like Poisson processes. The efficiency of queueing systems is gauged through key performance metrics. These include the average queue length, average wait time, and system throughput. These metrics provide insights into the system's functionality, guiding decisions aimed at enhancing performance and reducing wait times.<ref>Gross, D., & Harris, C. M. (1998). ''Fundamentals of Queueing Theory''. John Wiley & Sons.</ref><ref>Kleinrock, L. (1976). ''Queueing Systems: Volume I - Theory''. Wiley.</ref><ref>Cooper, B. F., & Mitrani, I. (1985). ''Queueing Networks: A Fundamental Approach''. John Wiley & Sons.</ref>

== See also ==
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==External links== == References ==
{{Reflist|30em}}
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== Further reading ==
]
* {{cite book | first=Donald | last=Gross |author2=Carl M. Harris | title=Fundamentals of Queueing Theory | publisher=Wiley | year=1998 | isbn=978-0-471-32812-4}}
]
* {{cite book | last=Zukerman | first=Moshe | title=Introduction to Queueing Theory and Stochastic Teletraffic Models | year=2013 | arxiv=1307.2968 | url=http://www.ee.cityu.edu.hk/~zukerman/classnotes.pdf}}
]
* {{cite book |last=Deitel |first=Harvey M. |title=An introduction to operating systems |orig-date=1982 |url=https://archive.org/details/introductiontoopdeit00deit/page/673 |edition=revisited first |year=1984 |publisher=Addison-Wesley |isbn=978-0-201-14502-1 |page= }} chap.15, pp.&nbsp;380–412
]
* {{cite book | first=Erol | last=Gelenbe |author2=Isi Mitrani | title=Analysis and Synthesis of Computer Systems | publisher=World Scientific 2nd Edition | year=2010| isbn=978-1-908978-42-4| url=https://www.researchgate.net/publication/345903225}}
* {{cite book | last= Newell | first=Gordron F. | title= Applications of Queueing Theory | publisher = Chapman and Hall | date= 1 June 1971}}
* Leonard Kleinrock, , (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)
*{{cite book |first=Leonard |last=Kleinrock |author-link=Leonard Kleinrock |title=Queueing Systems: Volume I – Theory |url=https://archive.org/details/queueingsystems02klei |url-access=registration |publisher=Wiley Interscience |location=New York |date=2 January 1975 |pages= |isbn=978-0-471-49110-1}}
*{{cite book |first=Leonard |last=Kleinrock |author-link=Leonard Kleinrock |title=Queueing Systems: Volume II – Computer Applications |publisher=Wiley Interscience |location=New York |date=22 April 1976 |pages= |isbn=978-0-471-49111-8 |url=https://archive.org/details/queueingsystems00klei/page/576 }}
*{{cite book | last=Lazowska | first=Edward D. | author2=John Zahorjan | author3=G. Scott Graham | author4=Kenneth C. Sevcik | publisher=Prentice-Hall, Inc | year=1984 | title=Quantitative System Performance: Computer System Analysis Using Queueing Network Models | url=https://archive.org/details/quantitativesyst00lazo | isbn=978-0-13-746975-8 }}
*{{cite book|author1=Jon Kleinberg|author2=Éva Tardos|title=Algorithm Design|url=https://books.google.com/books?id=ROiUngEACAAJ|date=30 June 2013|publisher=Pearson|isbn=978-1-292-02394-6}}


== External links ==
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{{Wiktionary|queueing|queuing}}
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{{Queueing theory}}

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Latest revision as of 14:34, 12 January 2025

Mathematical study of waiting lines, or queues "First come, first served" redirects here. For the Kool Keith album, see First Come, First Served.
Queue networks are systems in which single queues are connected by a routing network. In this image, servers are represented by circles, queues by a series of rectangles and the routing network by arrows. In the study of queue networks one typically tries to obtain the equilibrium distribution of the network, although in many applications the study of the transient state is fundamental.

Queueing theory is the mathematical study of waiting lines, or queues. A queueing model is constructed so that queue lengths and waiting time can be predicted. Queueing theory is generally considered a branch of operations research because the results are often used when making business decisions about the resources needed to provide a service.

Queueing theory has its origins in research by Agner Krarup Erlang, who created models to describe the system of incoming calls at the Copenhagen Telephone Exchange Company. These ideas were seminal to the field of teletraffic engineering and have since seen applications in telecommunications, traffic engineering, computing, project management, and particularly industrial engineering, where they are applied in the design of factories, shops, offices, and hospitals.

Spelling

The spelling "queueing" over "queuing" is typically encountered in the academic research field. In fact, one of the flagship journals of the field is Queueing Systems.

Description

Queueing theory is one of the major areas of study in the discipline of management science. Through management science, businesses are able to solve a variety of problems using different scientific and mathematical approaches. Queueing analysis is the probabilistic analysis of waiting lines, and thus the results, also referred to as the operating characteristics, are probabilistic rather than deterministic. The probability that n customers are in the queueing system, the average number of customers in the queueing system, the average number of customers in the waiting line, the average time spent by a customer in the total queuing system, the average time spent by a customer in the waiting line, and finally the probability that the server is busy or idle are all of the different operating characteristics that these queueing models compute. The overall goal of queueing analysis is to compute these characteristics for the current system and then test several alternatives that could lead to improvement. Computing the operating characteristics for the current system and comparing the values to the characteristics of the alternative systems allows managers to see the pros and cons of each potential option. These systems help in the final decision making process by showing ways to increase savings, reduce waiting time, improve efficiency, etc. The main queueing models that can be used are the single-server waiting line system and the multiple-server waiting line system, which are discussed further below. These models can be further differentiated depending on whether service times are constant or undefined, the queue length is finite, the calling population is finite, etc.

Single queueing nodes

A queue or queueing node can be thought of as nearly a black box. Jobs (also called customers or requests, depending on the field) arrive to the queue, possibly wait some time, take some time being processed, and then depart from the queue.

A black box. Jobs arrive to, and depart from, the queue.

However, the queueing node is not quite a pure black box since some information is needed about the inside of the queueing 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. 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

See also: Survival analysis

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 λ i {\displaystyle \lambda _{i}} and the departure rates μ i {\displaystyle \mu _{i}} for each job i {\displaystyle i} . 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 λ = avg ( λ 1 , λ 2 , , λ k ) {\displaystyle \lambda ={\text{avg}}(\lambda _{1},\lambda _{2},\dots ,\lambda _{k})} and a departure rate of μ = avg ( μ 1 , μ 2 , , μ k ) {\displaystyle \mu ={\text{avg}}(\mu _{1},\mu _{2},\dots ,\mu _{k})} .

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 P n {\displaystyle P_{n}} denotes the steady state probability to be in state n.

μ 1 P 1 = λ 0 P 0 {\displaystyle \mu _{1}P_{1}=\lambda _{0}P_{0}}
λ 0 P 0 + μ 2 P 2 = ( λ 1 + μ 1 ) P 1 {\displaystyle \lambda _{0}P_{0}+\mu _{2}P_{2}=(\lambda _{1}+\mu _{1})P_{1}}
λ n 1 P n 1 + μ n + 1 P n + 1 = ( λ n + μ n ) P n {\displaystyle \lambda _{n-1}P_{n-1}+\mu _{n+1}P_{n+1}=(\lambda _{n}+\mu _{n})P_{n}}

The first two equations imply

P 1 = λ 0 μ 1 P 0 {\displaystyle P_{1}={\frac {\lambda _{0}}{\mu _{1}}}P_{0}}

and

P 2 = λ 1 μ 2 P 1 + 1 μ 2 ( μ 1 P 1 λ 0 P 0 ) = λ 1 μ 2 P 1 = λ 1 λ 0 μ 2 μ 1 P 0 {\displaystyle P_{2}={\frac {\lambda _{1}}{\mu _{2}}}P_{1}+{\frac {1}{\mu _{2}}}(\mu _{1}P_{1}-\lambda _{0}P_{0})={\frac {\lambda _{1}}{\mu _{2}}}P_{1}={\frac {\lambda _{1}\lambda _{0}}{\mu _{2}\mu _{1}}}P_{0}} .

By mathematical induction,

P n = λ n 1 λ n 2 λ 0 μ n μ n 1 μ 1 P 0 = P 0 i = 0 n 1 λ i μ i + 1 {\displaystyle P_{n}={\frac {\lambda _{n-1}\lambda _{n-2}\cdots \lambda _{0}}{\mu _{n}\mu _{n-1}\cdots \mu _{1}}}P_{0}=P_{0}\prod _{i=0}^{n-1}{\frac {\lambda _{i}}{\mu _{i+1}}}} .

The condition n = 0 P n = P 0 + P 0 n = 1 i = 0 n 1 λ i μ i + 1 = 1 {\displaystyle \sum _{n=0}^{\infty }P_{n}=P_{0}+P_{0}\sum _{n=1}^{\infty }\prod _{i=0}^{n-1}{\frac {\lambda _{i}}{\mu _{i+1}}}=1} leads to

P 0 = 1 1 + n = 1 i = 0 n 1 λ i μ i + 1 {\displaystyle P_{0}={\frac {1}{1+\sum _{n=1}^{\infty }\prod _{i=0}^{n-1}{\frac {\lambda _{i}}{\mu _{i+1}}}}}}

which, together with the equation for P n {\displaystyle P_{n}} ( n 1 ) {\displaystyle (n\geq 1)} , fully describes the required steady state probabilities.

Kendall's notation

Main article: 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. 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.

Example analysis of an M/M/1 queue

Consider a queue with one server and the following characteristics:

  • λ {\displaystyle \lambda } : the arrival rate (the reciprocal of the expected time between each customer arriving, e.g. 10 customers per second)
  • μ {\displaystyle \mu } : 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
  • P n {\displaystyle P_{n}} : the probability of there being n customers in the system in steady state

Further, let E n {\displaystyle E_{n}} represent the number of times the system enters state n, and L n {\displaystyle L_{n}} represent the number of times the system leaves state n. Then | E n L n | { 0 , 1 } {\displaystyle \left\vert E_{n}-L_{n}\right\vert \in \{0,1\}} 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 ( E n = L n {\displaystyle E_{n}=L_{n}} ) or not ( | E n L n | = 1 {\displaystyle \left\vert E_{n}-L_{n}\right\vert =1} ).

When the system arrives at a steady state, the arrival rate should be equal to the departure rate.

Thus the balance equations

μ P 1 = λ P 0 {\displaystyle \mu P_{1}=\lambda P_{0}}
λ P 0 + μ P 2 = ( λ + μ ) P 1 {\displaystyle \lambda P_{0}+\mu P_{2}=(\lambda +\mu )P_{1}}
λ P n 1 + μ P n + 1 = ( λ + μ ) P n {\displaystyle \lambda P_{n-1}+\mu P_{n+1}=(\lambda +\mu )P_{n}}

imply

P n = λ μ P n 1 ,   n = 1 , 2 , {\displaystyle P_{n}={\frac {\lambda }{\mu }}P_{n-1},\ n=1,2,\ldots }

The fact that P 0 + P 1 + = 1 {\displaystyle P_{0}+P_{1}+\cdots =1} leads to the geometric distribution formula

P n = ( 1 ρ ) ρ n {\displaystyle P_{n}=(1-\rho )\rho ^{n}}

where ρ = λ μ < 1 {\displaystyle \rho ={\frac {\lambda }{\mu }}<1} .

Simple two-equation queue

A common basic queueing 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:

L = λ σ μ {\displaystyle L={\frac {\lambda -\sigma }{\mu }}} .

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:

μ λ = e W μ {\displaystyle {\frac {\mu }{\lambda }}=e^{-W{\mu }}}

The second equation is commonly rewritten as:

W = 1 μ l n λ μ {\displaystyle W={\frac {1}{\mu }}\mathrm {ln} {\frac {\lambda }{\mu }}}

The two-stage one-box model is common in epidemiology.

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. 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. 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, a solution later recast in probabilistic terms by Aleksandr Khinchin and now known as the Pollaczek–Khinchine formula.

After the 1940s, queueing theory became an area of research interest to mathematicians. In 1953, David George Kendall solved the GI/M/k queue 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. John Kingman gave a formula for the mean waiting time in a G/G/1 queue, now known as Kingman's formula.

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.

Systems with coupled orbits are an important part in queueing theory in the application to wireless networks and signal processing.

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.

Problems such as performance metrics for the M/G/k queue remain an open problem.

Service disciplines

Various scheduling policies can be used at queueing nodes:

First in, first out
First in first out (FIFO) queue example
Also called first-come, first-served (FCFS), this principle states that customers are served one at a time and that the customer that has been waiting the longest is served first.
Last in, first out
This principle also serves customers one at a time, but the customer with the shortest waiting time will be served first. Also known as a stack.
Processor sharing
Service capacity is shared equally between customers.
Priority
Customers with high priority are served first. 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.
Shortest job first
The next job to be served is the one with the smallest size.
Preemptive shortest job first
The next job to be served is the one with the smallest original size.
Shortest remaining processing time
The next job to serve is the one with the smallest remaining processing requirement.
Service facility
  • Single server: customers line up and there is only one server
  • Several parallel servers (single queue): customers line up and there are several servers
  • Several parallel servers (several queues): there are many counters and customers can decide for which to queue
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.

Customer waiting behavior
  • Balking: customers decide not to join the queue if it is too long
  • Jockeying: customers switch between queues if they think they will get served faster by doing so
  • Reneging: customers leave the queue if they have waited too long for service

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. The first significant results in this area were Jackson networks, for which an efficient product-form stationary distribution exists and the mean value analysis (which allows average metrics such as throughput and sojourn times) can be computed. 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. This result was extended to the BCMP network, 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.

Networks of customers have also been investigated, such as Kelly networks, where customers of different classes experience different priority levels at different service nodes. Another type of network are G-networks, first proposed by Erol Gelenbe in 1993: these networks do not assume exponential time distributions like the classic Jackson network.

Routing algorithms

See also: Stochastic scheduling

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. 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.

Heavy traffic/diffusion approximations

Main article: Heavy traffic approximation

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, Ornstein–Uhlenbeck process, or more general diffusion process. 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

Main article: Fluid limit

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.

Queueing Applications

Queueing theory finds widespread application in computer science and information technology. In networking, for instance, queues are integral to routers and switches, where packets queue up for transmission. By applying queueing theory principles, designers can optimize these systems, ensuring responsive performance and efficient resource utilization.

Beyond the technological realm, queueing theory is relevant to everyday experiences. Whether waiting in line at a supermarket or for public transportation, understanding the principles of queueing theory provides valuable insights into optimizing these systems for enhanced user satisfaction. At some point, everyone will be involved in an aspect of queuing. What some may view to be an inconvenience could possibly be the most effective method. Queueing theory, a discipline rooted in applied mathematics and computer science, is a field dedicated to the study and analysis of queues, or waiting lines, and their implications across a diverse range of applications. This theoretical framework has proven instrumental in understanding and optimizing the efficiency of systems characterized by the presence of queues. The study of queues is essential in contexts such as traffic systems, computer networks, telecommunications, and service operations.

Queueing theory delves into various foundational concepts, with the arrival process and service process being central. The arrival process describes the manner in which entities join the queue over time, often modeled using stochastic processes like Poisson processes. The efficiency of queueing systems is gauged through key performance metrics. These include the average queue length, average wait time, and system throughput. These metrics provide insights into the system's functionality, guiding decisions aimed at enhancing performance and reducing wait times.

See also

References

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Further reading

External links


Queueing theory
Single queueing nodes
Arrival processes
Queueing networks
Service policies
Key concepts
Limit theorems
Extensions
Information systems
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