ReviewCh9 M M 1 Queue

Embed Size (px)

Citation preview

  • 8/3/2019 ReviewCh9 M M 1 Queue

    1/24

    1

    241-460 Introduction to Queueing

    Netw orks : Engineering Approach

    Assoc. Prof. Thossaporn KamolphiwongCentre for Network Research (CNR)

    Department of Computer Engineering, Faculty of EngineeringPrince of Songkla University, Thailand

    Email : [email protected]

    Outline

    M/ M/ 1 queue

    Birth-Death rocess for M M 1

    Average Number of customer in System

    Average Number of Customer in Queue Waiting Time

    Example

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    2/24

    2

    M / M / 1

    M/M/1

    Interarrival Time Service Time #Servers

    Memoryless/Memoryless/1 Server

    Poisson arrival process

    Exponential service time distribution

    1 server

    infinite population

    FCFS

    Chapter 9 : M/M/1 Queue

    M / M / 1

    exponentialservice(Infinite buffer)

    PoissonArrival

    n

    Queue Server

    !)(

    n

    enP

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    3/24

    3

    Birth-Death Process : M/ M/ 1

    Let n : arrival rate of customer

    Stage : # of customers in the system at time t

    2 n10

    1 n0

    n+1n-1

    n-12 n-2

    1 2 n n+1n-13

    Chapter 9 : M/M/1 Queue

    Balance Equ. : M/ M/ 1

    n-11 n0 2 n-2

    State Rate In = Rate Out0 1P1 = 0P0

    n-12 n

    n-1

    10

    1

    n+1

    n2 n+1

    3

    0 0 + 2 2 = 1 + 1 12 1P1 + 3P3 = (2 + 2)P2.... ...................

    n n-1Pn-1 + nPn+1 = (n + n)Pn

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    4/24

    4

    Steady State Process : M/ M/ 1

    Finding Steady State Process:

    0: P1 = (0/1)P0

    1: P2 = (1/2)P1 + (1P1 - 0P0)/2

    = (1/2)P1 + (1P1 - 1P1)/2

    = (1/2)P1

    0

    12

    01 P

    Chapter 9 : M/M/1 Queue

    Steady State Process : M/ M/ 1

    State

    - n n-1 n n-1 n-1 n-1- n-2 n-2 n

    = (n-1/n)Pn-1 + (n-1Pn-1- n-1Pn-1)/n

    = (n-1/n)Pn-1

    0

    11-nn

    02-n1-n PPn

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    5/24

    5

    Example : M/ M/ 1

    The customers arrive according to a Poissonprocess with rate

    The time it takes to serve every customer is anexponential r.v. with parameter .

    There is only one server

    The system can hold infinite customers (nobuffer overflow)

    Chapter 9 : M/M/1 Queue

    Example : M/ M/ 1

    At equilibrium:P0 = P1P1 = P2

    -

    P2 = P3................

    Pn-1 = Pn

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    6/24

    6

    Example : M/ M/ 1

    (P0)(P1)(P2)(Pn-1) = (P1)(P2)(P3).(Pn)n

    0 = n n

    Let= / then

    n

    00 PPP nn

    Chapter 9 : M/M/1 Queue

    Example : M/ M/ 1

    P0 + P1 + P2 + + Pn + = 1

    10

    n

    nP

    10

    0

    n

    nP 10

    0

    n

    nP

    0PPn

    n

    < 1, P0 must not be zero

    0

    0

    1

    n

    n

    P

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    7/24

    7

    Example : M/ M/ 1

    Because

    1 1nn i

    01

    n

    P

    If || < 1 then

    1||if1

    1

    1

    1limlim

    1

    00

    n

    n

    n

    i

    i

    nn

    n

    0n

    So

    11

    1

    10P

    Chapter 9 : M/M/1 Queue

    (Continue)

    0PPn

    n

    0

    155P

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    8/24

    8

    Example : M/ M/ 1

    Prob. that system is empty

    = 1 Prob. that system is busy

    0

    Chapter 9 : M/M/1 Queue

    Average Number of customer (N)

    in System

    N(t) : average number of customer in system attime t

    1)( nntN

    0)( n nnPtN

    n

    0

    11)(n

    nntN

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    9/24

    9

    Average Number of customer (N)

    in System

    1 nn

    d

    00 nn d

    1

    1

    0 d

    d

    d

    d

    n

    n

    ,n

    201

    11

    d

    nn

    n

    Chapter 9 : M/M/1 Queue

    Average Number of customer (N)

    in System

    2

    11)( tN

    1

    )(tN

    average number of customer in system

    at time t =

    1

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    10/24

    10

    Average Number of customer (N)

    in SystemM/M/1

    10

    20

    30

    40

    Averagenumberof

    customerinsystem

    0 0.2 0.4 0.6 0.8 1

    Utilization

    Chapter 9 : M/M/1 Queue

    Average Number of Customer inQueue (Nq)

    Nq : average number of customer in queue at time t

    11 n

    n

    n

    nq PnPN

    1

    1n

    nq PnN

    111

    2

    0PNNq

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    11/24

    11

    Average Number of Customer in

    Queue (Nq)

    11)(tN

    Customer in WaitinServer customer

    (Nq)

    Chapter 9 : M/M/1 Queue

    Waiting Time (T)

    Littles LAW

    11

    T

    1

    11

    T

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    12/24

    12

    Waiting time in Queue (Wq

    )

    Wq : Waiting time in Queue

    Wq = Waiting time in system service time

    11

    qW

    qW

    Chapter 9 : M/M/1 Queue

    Waiting time in Queue (Wq)

    M/M/1

    2

    3

    4

    5

    6

    ingtimeinQ

    ueue

    (sec)

    0

    0 0.2 0.4 0.6 0.8 1

    Utilization

    Wait

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    13/24

    13

    M/ M/ 1 queueing model Summary

    1

    T

    10P TN

    1nnP

    qW

    2

    qq WN

    Chapter 9 : M/M/1 Queue

    Example

    Router A send 8 packets per seconds, on theavera e to router B. The mean size of a acketis 400 byte (exponentially distributed). The linespeed is 64 kbit/s. How many packets are there

    on the average in router A waiting fortransmission or being transmitted andwhat isthe probability that the number is10 or more?

    A8 packets/s

    400 bytes64 kbps

    B

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    14/24

    14

    Solution

    A8 packets/s B

    This is system is M/M/1 because

    - one server

    400 bytes64 kbps

    - arrival is Poisson

    - service is exponential

    Chapter 9 : M/M/1 Queue

    Solution

    A8 packets/s B

    = 8 packets/s

    Packet size = 400 bytes

    400 bytes64 kbps

    Link capacity = 64 kbits/s

    = 64x1000/(8x400) = 20 packets/s

    = / = 8/20 = 0.4

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    15/24

    15

    Solution

    How many packets are there on the average inrouter A waitin for transmission or beintransmitted ?

    Average packets waiting for transmission are

    N= /(1-)

    enN= /(1-) = 0.4/0.6 = 2/3

    Chapter 9 : M/M/1 Queue

    Solution

    What is the probability that the number is10 ormore?

    Pn = n(1-)

    1010

    10 1n

    n

    nnn PP

    lim1

    110

    10

    n

    nP n

    4101010

    10 104.01

    1

    nP

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    16/24

    16

    (Continue)

    n

    i

    n

    n lim

    nn

    i

    iS

    ...1110

    10

    11211 ... nnS

    1101 nSSS

    1

    110 n

    S

    1lim

    110

    10

    n

    nn

    n

    Chapter 9 : M/M/1 Queue

    More Question

    How long are the packets waiting for transmissionin router A?

    T=N/ = (2/3)/8 = 1/12 second

    How long are the packets waiting for transmissionin queue?

    q = = - = secon

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    17/24

    17

    Finite Storage (M/ M/ 1/ K)

    Customer arrive according to a Poisson processwith rate

    The system has a finite capacity ofKcustomers

    including the one in service

    Service times are exponential with rate

    n-12 n

    10

    n+1

    Chapter 9 : M/M/1 Queue

    Solution

    The arrival rate is

    n = , n < K

    n-12 n

    10

    n = 0, n > K

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    18/24

    18

    M/M/1 /K

    At equilibrium: P0 = P1P1 = P2

    n-12 n

    10

    P2 = P3...................

    Pn-1 = Pn

    Chapter 9 : M/M/1 Queue

    M/M/1 /K

    (P0)(P1)(Pn-1) = (P1)(P2)(P3).(Pn)n n

    0 n

    where ,n < K00PPP

    n

    n

    n

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    19/24

    19

    M/M/1 /K

    Since 10

    K

    n

    nP

    10

    0

    K

    n

    nP

    10

    0

    K

    n

    nP

    K

    n

    n

    P

    0

    01

    < 1, P0 must not be zero

    Chapter 9 : M/M/1 Queue

    M/M/1 /K

    Because

    1 1KK n

    So

    0n

    10 11

    KP

    KnPn

    Kn,...,2,1,0,

    1

    11

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    20/24

    20

    M/M/1 /K

    The probability Kof state Kis the probability

    that an arrivin customer finds the s stem full(the buffer overflows).

    When K= 1, we have a single server loss system

    n

    1,0,1 nPn

    Chapter 9 : M/M/1 Queue

    Average Number of Customer inSystem

    N(t) : average number of customer in system at time t

    K

    K

    nntN

    11

    1)(

    K

    n

    nnPtN

    0

    )(

    K

    n

    n

    Kn

    011

    1

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    21/24

    21

    Average Number of Customer in

    System

    11 KK

    0 11n

    Kn

    1

    111)(

    K

    KKKK

    tN

    Chapter 9 : M/M/1 Queue

    Average Number of customer inQueue

    K

    nq PnN 1n

    K

    n

    n

    K

    n

    n PnP

    11

    01 PN

    11

    1

    1

    1

    11

    11

    KK

    KK

    q

    KKN

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    22/24

    22

    Litt le s result for M/ M/ 1/ K

    We shall use Littles formula to find Tand

    q

    Recall that was the arrival rateBut if there are Kentities in the system, any

    arrivals find the system full, cannot arrive

    So of the arrivals per time unit, some

    proport on are turne awayPK is the probability of the system being full

    Chapter 9 : M/M/1 Queue

    (Infinite buffer)

    Actual rate of arrival

    exponential

    service

    PoissonArrival

    Queue

    Server

    Actual rate of Arrival eff= (1 PK)

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    23/24

    23

    Litt le s result for M/ M/ 1/ K

    Average time spend in the system per customer

    The average waiting time per customer

    KP

    T

    1

    K

    qq

    PW

    1

    Chapter 9 : M/M/1 Queue

    References

    1. Robert B. Cooper, Introduction to QueueingTheor 2nd edition North Holland 1981.

    2. Donald Gross, Carl M. Harris, Fundamentals ofQueueing Theory, 3rd edition, Wiley-Interscience Publication, USA, 1998.

    3. Leonard Kleinrock, Queueing Systems Volumn-

    Canada, 1975.

    Chapter 9 : M/M/1 Queue

  • 8/3/2019 ReviewCh9 M M 1 Queue

    24/24

    (Continue)

    4. Georges Fiche and Gerard Hebuterne,Communicatin S stems & Networks: Traffic &Performance, Kogan Page Limited, 2004.

    5. Jerimeah F. Hayes, Thimma V. J. Ganesh Babu,Modeling and Analysis of TelecommunicationsNetworks, John Wiley & Sons, 2004.

    Chapter 9 : M/M/1 Queue