Queueing Theory

Dr. Ron Lembke

Operations
Management

Queues
In England, they dont wait in line, they
wait on queue.
So the study of lines is called queueing
theory.

Cost-Effectiveness

How much money do we lose from people

waiting in line for the copy machine?

Would that justify a new machine?

How much money do we lose from bailing

out (balking)?

We are the problem

Customers arrive randomly.

Time between arrivals is called the interarrival
time
Interarrival times often have the memoryless
property:

On average, interarrival time is 60 sec.

the last person came in 30 sec. ago, expected time
until next person: 60 sec.
5 minutes since last person: still 60 sec.

Variability in flow means excess capacity is

needed

Memoryless Property

Interarrival time = time between arrivals

Memoryless property means it doesnt matter how long
youve been waiting.
If average wait is 5 min, and youve been there 10 min,
expected time until bus comes = 5 min
Exponential Distribution
Probability time is t =

f (t ) e

Poisson Distribution
Assumes interarrival times are
exponential
Tells the probability of a given number of
arrivals during some time period T.

Ce n'est pas les petits poissons.

Les poissons Les poissons
How I love les poissons
Love to chop And to serve little fish
First I cut off their heads
Then I pull out the bones
Ah mais oui Ca c'est toujours delish
Les poissons Les poissons
Hee hee hee Hah hah hah
With the cleaver I hack them in two
I pull out what's inside
And I serve it up fried
God, I love little fishes
Don't you?

Simeon Denis Poisson

"Researches on the probability of

criminal and civil verdicts" 1837
looked at the form of the binomial
distribution when the number of
trials was large.
He derived the cumulative Poisson
distribution as the limiting case of
the binomial when the chance of
success tend to zero.

Binomial Distribution

The binomial distribution tells us the

probability of having

x successes in
n trials, where
p is the probability of success in any given
attempt.

n x
n x
b( x, n, p ) p 1 p
x

Binomial Distribution

The probability of getting 8 tails in 10 coin

flips is:

10
108
8
b(8,10,0.5) (0.5) 1 0.5
8
10 * 9

* 0.0039062 * 0.25 4.4%

2 *1

Poisson Distribution

e
POISSON
x!

e
CUMPOISSON
k!
k 0
x

POISSON(x,mean,cumulative)

X is the number of events.

Mean is the expected numeric value.
Cumulative is a logical value that determines
the form of the probability distribution returned.
If cumulative is TRUE, POISSON returns the
cumulative Poisson probability that the number
of random events occurring will be between
zero and x inclusive; if FALSE, it returns the
Poisson probability mass function that the
number of events occurring will be exactly x.

Larger average, more normal

Queueing Theory Equations

Memoryless Assumptions:

Exponential arrival rate = = 10

Avg. interarrival time = 1/
= 1/10 hr or 60* 1/10 = 6 min

Exponential service rate = = 12

Avg service time = 1/ = 1/12

Utilization = = /

10/12 = 5/6 = 0.833

Avg. # in System

Lq = avg # in line =

Lq

2

Ls = avg # in system = Ls
Lq

Prob. n in system =
Because

Pn 1

We can also write it as P 1 n

n

Example

Customers arrive at your service desk at

a rate of 20 per hour, you can help 35 per
hr.

What % of the time are you busy?

How many people are in the line on average?
How many people are there, in total on avg?
What are the odds you have 3 or more
people there?

Queueing Example
=20, =35 so =20/35 = 0.571
Lq = avg # in line =

2
20 2
400
Lq

0.762
35 35 20 525
Ls = avg # in system = Lq +

= 0.762 + 0.571 = 1.332


Pn 1

Pn 1 n

Prob. Given # in System

Prob. n people in system, = 0.571

(1-)* n

Value

0.429 * 0.5710 =0.429 * 1

0.429

0.429 * 0.5711 = 0.429*0.571

0.245

0.429 * 0.5712 = 0.429*0.326

0.140

0.429 * 0.5713 = 0.429*0.186

0.080

Prob 0-3 people =

4

0.429 * 0.5714 = 0.429*0.106

0.045

0.429 + 0.245 + 0.140 + 0.080 = 0.894

Prob 4 or more = 1-0.894 = 0.106

Probability of n in system
1.20
1.00
0.80
0.60
0.40
0.20
-

0 1 2 3 4 5 6 7 8 9 10 11 12
Pn

Pr(<=n)

Pr(>n)

Average Time

Wq = avg wait in line

Wq

Lq

Ws = avg time in system

Ls
Ws

How Long is the Wait?

Time waiting for service =

Wq

Lq

Lq = 0.762, =20

Wq = 0.762 / 20 = 0.0381 hours

Wq = 0.0381 * 60 = 2.29 min

Total time in system =

Ls
Ws

Ls = 1.332, =20

Ws = 1.332 / 20 = 0.0666 hours

Ws = 0.0666 * 60 = 3.996 = 4 min
=35, service time = 1/35 hrs = 1.714 min
Ws = 2.29 + 1.71 = 4.0 min

What did we learn?

Memoryless property means exponential
distribution, Poisson arrivals
Results hold for simple systems: one line,
one server

Average length of time in line, and system

Average number of people in line and in
system
Probability of n people in the system