Performance Evaluation 50 (2002) 4152

M/M/1 queues with working vacations (M/M/1/WV)

L.D. Servi , S.G. Finn
Lincoln Laboratory, Massachusetts Institute of Technology, 244 Wood Street, Lexington, MA 02420-9180, USA
Received 5 June 2001; received in revised form 25 January 2002

Abstract
The classical single server vacation model is generalized to consider a server which works at a different rate rather than
completely stops during the vacation period. Simple explicit formulae for the mean, variance, and distribution of the number
and time in the system are presented. The distributional results generalize the classical vacation decomposition with no service
during a vacation. This model approximates a multi-queue system whose service rate is one of the two speeds for which the
fast speed mode cyclically moves from queue to queue with an exhaustive schedule. This work is motivated and illustrated
by the analysis of a WDM optical access network using multiple wavelengths which can be reconfigured.
2002 Elsevier Science B.V. All rights reserved.

Keywords: M/M/1 queues; Vacation model; Working vacation; WDM optical access

1. A single queue working vacation system

Consider a single server queue which begins a working vacation of mean duration 1/ when the system
is empty. If the system is empty when a working vacation ends, another begins. During the working
vacation customers are served at a mean rate of V . When the server is not on a working vacation
customers are served at a mean rate of B . The interarrival times, service times and vacation times are
all exponentially distributed.
Let N be the number in the system, the arrival rate, 1/ the average duration of a working vacation,
1/B the average service time when the server is not on a working vacation, 1/V the average service
time when the server is on a working vacation, pB (j ) the probability of j in the system when the server
is not on a working
vacation, pj V (j ) the probability of j in the system when the server is on working
vacation, Pi (z) = j =0 pi (j )z for i = B or V , and P (z) = PB (z) + PV (z).
The following theorem uses classical methods to prove that N plus a geometrical distributed random
variable equals the number in the system in the absence of vacations plus another geometrically distributed

This work is sponsored by DARPA under contract F19628-00-C-0002. Opinions, interpretations, recommendations and
conclusions are those of the authors and are not necessarily endorsed by the Department of Defense.

Corresponding author.
E-mail addresses: servi@ll.mit.edu (L.D. Servi), finn@mit.edu (S.G. Finn).

0166-5316/02/$ see front matter 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 1 6 6 - 5 3 1 6 ( 0 2 ) 0 0 0 5 7 - 3
42 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

random variable, or, equivalently, N is the weighted average of two geometrical distributions. If V = 0
these results specialize to the known decomposition for M/M/1 systems with exponential vacations.

Theorem. The number in the system for an M/M/1 with exponential working vacation has an z transform
   
1 /B 1 z 1 1 V /zB 1
P (z) =
1 (/B )z 1 z 1 z 1 (V /zB )z
   
1 /B 1 z 1
= + (1 ) , (1.1)
1 (/B )z 1 z 1 z
a distribution
  j

Pr[N = j ] = 1 + (1 )(1 z 1 )(z)j , (1.2)
B B
a mean
1 V 1
E[N] = + = + (1 ) , (1.3)
B z 1 z B V B z 1
and a variance
B z V B z
Var[N] = + , (1.4)
(B ) 2 (z 1) 2 (B z V )2
where

(z 1)(z V )B + V + + ( + V + )2 4V
= and z = . (1.5)
(B z V )(z B ) 2

Proof. See Appendix A.

Three cases are considered which specialize to previously known results: (i) If the system never takes
a vacation, i.e., B = V or if (and hence z ) approaches , from (1.5), = 1 so, from (1.1) N is a
geometrical distribution with a rate /B ; (ii) if the system is always on a working vacation, i.e., = 0,
then from (1.5), z = V / and = 0. Hence, from (1.1), N is a geometrical distribution with a rate
1/z = /V ; (iii) if the server does no work during a working vacation, i.e., V = 0 then from (1.5),
z = ( + )/. Hence, from the first equation in (1.1),
  
1 /B
P (z) = ,
1 (/B )z + z
which is the classical vacation decomposition.
From (A.7),
Pr[N = 0 and i = V ] pV (0)
Pr[N = 0|i = V ] = 1 =1 = z 1 , (1.6)
Pr[i = V ] PV (1)
where i {B, V } is the state variable denoting whether the system is in a regular busy period or in a
working vacation. Eq. (1.6) provides an interpretation of z as well as is useful in Section 2.
 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152 43

Fig. 1. Distribution for the number in system for a working vacation model = 2, B = 3.5, V = 1.5, = 0.05 and
j = 0, . . . , 50.

The second equality in (1.1) is useful to compute (1.2). However, note that none of the analysis
guarantees that 0 1 (even if the system is stable). For example, if = 2, B = 3.5, V = 1.5,
and = 0.05 then 0.06, but as illustrated in Fig. 1, N has a well-behaved distribution with a mean
of approximately 12.9.

Corollary. The total time in the system for an M/M/1 with exponential working vacations has a Laplace
transform
   1
B z zB /V
w (s) = , (1.7)
s + B s + z s + zB /V
a mean
1 1 V
E[W ] = + , (1.8)
B (z 1) (zB V )
and a variance
1 1 2V
Var[W ] = + . (1.9)
(B )2 2 (z 1)2 2 (B z V )2

Proof. If w (s) is the Laplace transform of the time in the system, then Keilson and Servi [1] states four
44 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

necessary conditions for

P (z) = w ( z). (1.10)
(a) The arrivals are Poisson; (b) all arriving customers enter the system, and remain in the system until
served; (c) the customers leave the system one at a time in the order of arrivals; and (d) for any time t, the
arrival process after time t and the time in system of any customer arriving before t are independent. Since
these four conditions clearly hold, (1.10) and therefore, using (1.1), (1.7) follows. Taking the derivative
of (1.10) and evaluating at z = 0 leads to the classical Littles law formula, E[W ] = E[N]/, and
hence, from (1.3), (1.8) follows. Taking a second derivative of (1.10) and evaluating at z = 0, leads to
Var[W ] = (Var[N] E[N ])/2 so, using (1.2) and (1.3), (1.9) follows.

2. Application to multiple queue systems

Consider the following n-queue generalization of a cyclic service queue model which is motivated by
a reconfigurable WDM optical access network: a single token cyclically visits each queue. Each queue
operates either at a fast service rate or a nominal service rate. A queue operates at its fast service rate as soon
as it acquires the token. If queue i possesses the token (and hence is operating at its fast speed) and becomes
empty, its service rate is instantly reduced to its nominal rate for future arrivals but the token requires a
reconfiguration time to pass before it visits queue (i + 1) mod(n). This cycle continually repeats itself.
Following previous cyclic service queue analysis, e.g., [3,4], one notes that from the point of view
of queue i the server follows a working vacation model. Hence, the previous analysis can be applied if
the working vacation time corresponding to queue i can be determined. However, to do so implicitly
introduces the following two approximating assumptions: (i) the duration of the working vacation of
queue i is exponentially distributed, and (ii) the duration of the working vacation is an independent
random variable uncorrelated with the queue is busy period. These approximations were previously
used for a related classical cyclic service queues (e.g., [3]) with some success although under very high
load the impact of ignoring correlations can be problematic.
To proceed, let i be the arrival rate to queue i, iB be the fast service rate of queue i, i.e., the rate
when it possesses the token, iV the nominal service rate at queue i, V i the average duration that queue
i is operating with its nominal service rate mode, i.e., the working vacation duration, V i = 1/i , z i
the probability of queue i not empty given the token is not at queue i, cf. (1.5) and (1.6), C the
average cycle time, i.e., the time between token visits to queue 1, B i the average busy period, i.e.,
the average time the token is at queue i. Note that on a given cycle this could equal zero. And be the
average reconfiguration time, i.e., the time needed to switch from a nominal rate to a fast rate (it is assumed
that switching from a fast to a nominal rate is instantaneous).
If the system is stable, the average number of arrivals to queue i in a cycle must equal the average
number of service completions during a cycle. Hence, for i = 0, . . . , n 1, i C = iB B i + iV
(C B i ) Pr[not idle|in a working vacation period]. From (1.6), this equals iB B i + iV (C B i )/zi so
B i = i C, (2.1)
i
where is defined by
i z i iV
i = . (2.2)
iB z i iV
 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152 45

The average cycle time, C, equals the total reconfiguration time plus the total time spent in the fast
service time speed at each queue, i.e.,
n

C = n + Bj . (2.3)
j =1

Combining (2.1) and (2.3) leads to

n
C=
n . (2.4)
1 j =1 j

Finally, the average working vacation for queue i is set equal to the average time it is not working at
the fast service time speed, i.e.,
1
= V i = C Bi. (2.5)
i
From (2.1), (2.4) and (2.5),


i
1 nj=1 j
= . (2.6)
n(1 i )
As derived in Appendix A, the i s are a solution to
ai ( i )2 + bi i + ci i + di + ei = 0, i = 1, . . . , n, (2.7)

n
where ai , bi , ci , di , and ei are given in (A.15)(A.19) and = j =1 j . Eq. (2.7) can be solved by
iteratively selecting an initial value of , solving the n, now independent, quadratic equations in terms
of and then finding and selecting an improved value of . The solution of and then i , i = 1, . . . , n
can be used in (2.2) to find z i . Next, using (1.3), (1.4), (1.8) and (1.9) one can approximate the first two
moments of the number in port i as well as the wait at port i.
The symmetric case: If i = , iB = B , and iV = V for all i then the analysis simplifies. From
(2.2),
z V
= , (2.8)
B z V
and from (2.6) and (2.8),
B z + (n 1)V nz
= . (2.9)
nz(B )
From (2.9),
n(B )z = (n 1)V + (B n)z. (2.10)

Also, from (A.4), z solves the equation

z2 z ( + V )z + V = 0. (2.11)
46 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

Multiplying (2.11) by n(B ), substituting in (2.10) and then simplifying, we get a z 2 + bz + c = 0,

where

a = n(B ), b = B + n ( + V )n(B ),
c = V (n(B ) n + 1),
whose solution is

b + b2 4ac
z = . (2.12)
2a
Therefore, from (1.3), (1.4), (1.8) and (1.9) the expected number in the system and waiting time as well
as the corresponding variance can be found.
Note that if V = 0 then, from (2.9), = (B n)/n(B ) which is independent of z and, from
(2.11), z = /( + ).

3. An example

Consider an Internet Protocol (IP) access network, where n access routers are connected via an optical
network to the global IP network through a gateway router [2]. As illustrated in Fig. 2, access router i has
pi ports that connect to an optical network infrastructure. The gateway router has a sufficient number of
ports to the optical network, P , as well as to the backbone so that one can assume there is no output queuing
at the gateway router. Each port has a tunable optical transmitter and receiver and can transmit data over a
single wavelength. The reconfiguration problem consists of determining which access router ports should
be connected to the gateway router ports using which wavelengths. A particular configuration is also
referred to as a logical or electronic layer topology. We assume that the optical network infrastructure is
equipped with at least P wavelengths, thus the feasibility of the electronic layer topologies depends only

Fig. 2. An optical access network.

 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152 47

upon the port restrictions rather than on wavelength or physical topology restrictions. If we assume that the
wavelengths associated with the transceivers on the gateway router ports are fixed, then reconfiguring the
electronic layer topology requires re-tuning the transmitter on one edge router and stopping transmission
on another edge router port. The process of reconfiguring the electronic layer topology results in a period
of time where the wavelength being re-tuned cannot be used.
The disadvantage of reconfiguration is that while one or more wavelengths are reconfiguring from
one router to another the capacity associated with these wavelengths is unavailable to either router and
therefore is wasted. On the other hand, reconfiguring has the potential to dynamically match the capacity
with the immediate needs of the router.
One approach is to never reconfigure in an attempt to minimize wasted capacity. The other extreme
is to reconfigure based on the complete state of the system. The former strategy is best only when the
reconfiguration time (relative to the service time of the queues) is very long [2]. The latter strategy will
be inefficient if it: (i) requires information which takes excessive bandwidth that would otherwise be
devoted to traffic, (ii) requires excessive computation time, or (iii) is not sufficiently robust with respect
to having delayed information.
An intermediate and more robust strategy would reconfigure based only on whether an access router is
empty. A previous study [2] examined a variation of an exhaustive schedule, i.e., a schedule which assigns
all wavelengths to router i and, when it first becomes empty, reconfigure all wavelengths to router i + 1.
Below we examine a generalization of this strategy which was first proposed and examined by simu-
lation in [5] for a related reconfiguration access problem applied to satellites. Router i has wavelengths

Fig. 3. Expected wait for a symmetric cyclic service queue = 0.14, V = 0.2(1 u ), B = u + 0.2(1 u ), n = 5, = 10.
48 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

permanently assigned to it giving it the capability of being serviced at a nominal average rate iV . In
addition, roving wavelengths, with the capacity to service at an additional average rate of u are initially
configured to router 1 giving it a total average service rate of 1B = 1V + u . If router i is currently
operating at a total average service rate of iB = iV + u and becomes empty at a service completion,
the roving wavelengths are reconfigured to router (i + 1) mod(n). This results in router i instantaneously
reducing its average service rate to iV and, only after a reconfiguration delay of , router (i + 1) mod(n)
increasing its average service rate by u to i+1 B = i+1
V + u . This cycle continually repeats itself.
Given a fixed number of wavelengths, it is natural to consider the optimize number assigned to be
permanent.
We model this by either assuming that having multiple wavelengths serving a router can be accurately
approximated by a single server or, alternately, by assuming that the multiple wavelengths are engineered
to indeed perform as if they are a single server. The latter assumption, called the continuous bandwidth
mode, is discussed in [2]. We also introduce the previously discussed approximations associated with
applying a working vacation model to a cyclic service system.
To apply this model

to a five router symmetric system, we renormalize time so that the total average
service rate, u + ni=1 iB , equals 1. Having the token corresponds to having the additional service
capacity of u . Hence, u is also the fraction of the total service rate capacity that is cyclically roving
from queue to queue and the total system load is 5. For Fig. 3, we consider a system with a 70% load
(so = 0.70/5 = 0.14) and a reconfiguration time of 10. The results are compared to a simulation
using a modification of a simulator developed for [2]. For values of u > 0.5 the results are unreliable.
However, one sees that the analysis follows the shape of the simulated exact results for smaller values of
u . This tends to be the region of most practical interest. While this analysis represents a step forward
in the approximation of this class of cyclic queue systems, clearly more analysis is needed to find even
more accurate predictions.
This example illustrates that the use of a small fraction of roving wavelengths for WDM access
networks can improve performance over the alternative of having no reconfiguration or reconfiguring
all wavelengths. The use of working vacation models provides a first step in quantifying such improve-
ments.

Acknowledgements

The authors thank J. Cooley, V. Mehta, A. Narula-Tam, and S. Stadler, all of MIT, Lincoln Laboratory,
for valuable discussions related to this paper. In addition, they thank T. Ott (New Jersey Institute of
Technology) for correcting a previous interpretation of Eq. (1.1).

Appendix A. Proof of theorem

The derivation uses classical methods. Motivated by the state transition rate diagram in Fig. A.1, the
balance equations are

( + {j =0} V + {j =0} )pV (j ) = V pV (j + 1) + {j =0} pV (j 1) + {j =0} B pB (1),

j = 0, . . . , , (A.1)
 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152 49

Fig. A.1. State transition rate diagram.

and

( + {j =0} B )pB (j ) = {j =0} pV (j ) + {j =0} pB (j 1) + {j =0} B pB (j + 1),

j = 0, . . . , , (A.2)
where

1 if A is true,
{A} =
0 if A is false.

Multiplying (A.1) by zj and summing for j = 0 to , we get

( + V + )PV (z) (V + )pV (0) = V z1 (PV (z) pV (0)) + zPV (z) + B pB (1).
Hence,
V pV (0) + pV (0) V z1 pV (0) + B pB (1)
PV (z) =
+ V + V z1 z
z(pV (0) + B pB (1)) + V (1 z)pV (0)
= , (A.3)
A(z)
where
A(z) = z2 ( + + V )z + V = (z z )(z z ) for |z| 1. (A.4)
Applying the quadratic formula leads to the second equation in (1.5). Note, also that from (A.4),
V = z z . (A.5)
50 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

Regularity demands that the numerator of (A.3) equals 0 for z = z . Therefore

pV (0) + B pB (1) = V (z )1 (1 z )pV (0) = ((z )1 1)V pV (0). (A.6)
From (A.3) and (A.6),
z((z )1 1) + (1 z)
PV (z) = V pV (0)
A(z)
(z )1 (z z)
= V pV (0) from (A.4)
(z z )(z z )
pV (0)
= using (A.5). (A.7)
1 z 1 z
Eq. (A.7) is a startlingly simple result: it implies that the number in the system conditioned on being in
a working vacation is geometrically distributed. Intuitively, this is a consequence of having a constant
hazard rate of leaving each state, + , and a constant hazard rate of entering each state, V , except at
j = 0.
The analysis of the states corresponding to not being in a working vacation is similar: multiplying
(A.2) by zj and summing for j = 0 to , using the observation that (A.2) implies that pB (0) = 0,
we get
( + B )PB (z) = (PV (z) pV (0)) + zPB (z) + B z1 (PB (z) pB (1)z).
Hence,
PV (z) (pV (0) + B pB (1))
PB (z) = . (A.8)
+ B B z1 z
From (A.6) and (A.8),
PV (z) V ((z )1 1)pV (0)
PB (z) =
+ B B z1 z
/(1 z 1 z) z + V
= pV (0) from (A.5) and (A.7)
(1 z)( B z1 )
z1 V z + z z + V +
= pV (0)
(1 z)B z1 (1 (/B )z)(1 z 1 z)
z1 V z + z + V z 1
= pV (0) from (A.4) since (z)1 A(z) = 0
(1 z)B z1 (1 (/B )z)(1 z 1 z)
  
z V z 1
= pV (0) (A.9)
(1 (/B )z)(1 z 1 z) B
  
1 1 V z 1
= pV (0). (A.10)
1 (/B )z 1 z 1 z B z 1
 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152 51

From (A.7) and (A.9),

[(( V z 1 )/B )z] + (1 (/B )z)

P (z) = PB (z) + PV (z) = pV (0)
(1 (/B )z)(1 z 1 z)
1 (V /B z )z
= pV (0).
(1 (/B )z)(1 z 1 z)
This and P (1) = 1 imply
(1 (/B ))(1 z 1 )
pV (0) = , (A.11)
1 (V /B z )
the first equation in (1.1) and (1.3) and Eq. (1.4) since E[N] = P  (1) and Var[N] = P  (1) + P  (1)
(P  (1))2 . From (A.7) and (A.10)
     
1 V z 1 1 V z 1
P (z) = pV (0) + 1 pV (0)
1 (/B )z B z 1 1 z 1 z B z 1
   
1 /B (1 z 1 )( V z 1 ) 1 z 1 (1 /B )(V B )z1
= + ,
1 (/B )z (1 V /B z )( B z 1 ) 1 z 1 z (1 (V /B z ))( B z 1 )
which implies the second equality in (1.1) and (1.3).

A.1. Derivation of the coefficients of (2.8)

From (2.2), i (iB z i iV ) = i z i iV so

z i ( i iB i ) = iV (1 i ). (A.12)
But from (A.4),
( i iB i )2 (i (zi )2 i z i (i + iV )zi + iV ) = 0. (A.13)
Combining (A.12), (A.13) and (2.6),


1 nj=1 j ( i iB i )iV
i (iV )2 (1 i )2 + + (i + iV )iV (1 i )( i iB i )
n
+ iV ( i iB i )2 = 0, (A.14)
which simplifies to (2.7) where
ai = i (iV )2 (i + iV )iB iV + iV (iB )2 = (i iB )(iV iB )iV , (A.15)

iB iV
bi = 2i (iV )2 + + (i + iV )iV (iB + i ) 2iB iV i
n
iB iV
= + iV (i iV )(i iB ), (A.16)
n
52 L.D. Servi, S.G. Finn / Performance Evaluation 50 (2002) 4152

iB iV
ci = , (A.17)
n
i iV i iV
di = i (iV )2 (i + iV )i iV + iV (i )2 = , (A.18)
n n
and
i iV
ei = . (A.19)
n

References

[1] J. Keilson, L.D. Servi, A distributional form of Littles law, Oper. Res. Lett. 7 (5) (1988) 223227.
[2] A. Narula-Tam, S.G. Finn, M. Mdard, Analysis of reconfiguration in IP over WDM access networks, in: Proceedings of the
Optical Fiber Communication Conference (OFC), 2001, pp. MN4.1MN4.3.
[3] L.D. Servi, Average delay approximation of M/G/1 cyclic service queues with Bernoulli schedules, IEEE J. Select. Areas
Commun. SAC-4 (6) (1986) 813822.
[4] H. Takagi, Queueing analysis of polling models: an update, in: H. Takagi (Ed.), Stochastic Analysis of Computer and
Communication Systems, North-Holland, Amsterdam, 1990, pp. 267318.
[5] C.-H. Lee, Integrated dynamic bandwidth allocation and congestion control in satellite frame relay networks, M.S. Thesis,
Department of EECS, Massachusetts Institute of Technology, Lexington, MA, 1994.

L.D. Servi was born in Buffalo, NY in 1955. He received a M.S. and Ph.D. in engineering from Harvard
University in 1978 and 1981, respectively, and a joint Sc.B. - Sc.M. degree in Applied Mathematics from
Brown University in 1977. Dr. Servi joined the technical staff of MIT Lincoln in 2000. Previously, he
worked at GTE Laboratories on both theoretical and applied telecommunication projects. In 1999, he was
a joint recipient GTEs highest technical honor, given by CEO Charles R. Lee, for the development and
implementation of an inventory policy related to new telephone lines which had a substantial financial
impact. Previously, he worked at Bell Laboratories for two years. In 1989 he took a nine month sabbatical
leave and split his time between M.I.T.s Department of Electrical Engineering and Computer Science and
Harvard Universitys Division of Applied Sciences. Dr. Servi is a former editor of Operations Research
and OR Journal on Computing, a former Chair of the INFORMS Technical Section on Telecommunications, the current Chair
of the INFORMS Applied Probability Society, a member of the INFORMS Board of Directors since 1998, and a member of the
Executive Committee of the INFORMS Board of Directors since 2001.

Steven Finn was born in Boston, MA in 1946. He received B.S., M.S. and ScD. electrical engineering
degrees from MIT in 1969 and 1975, respectively. From 1975 to 1980 he worked for Codex/Motorola
Corporation where he held various R&D positions including Director of Network Product Development
and Director of Network Research. While at Codex he was also a member of ANSI and CCITT (ITU-T)
committees involved in networking standards development. In 1980 he founded Bytex Corporation, a data
communications equipment manufacturer. Dr. Finn held the position of CEO and Chairman of the Board
through 1987 and 1990, respectively. In 1990 Dr. Finn returned to MIT as a Vinton Hayes Fellow and
Visiting Scientist in the Laboratory of Information and Decision Sciences. Currently he is a Principal
Research Scientist at MIT and a Sr. Member of the Technical Staff at the Lincoln Laboratory. Dr. Finn
teaches and supervises graduate thesis research in the Department of Electrical Engineering and Computer Science. His current
research interests are in the areas of optical networks, high-speed data network transport, network architecture and network
management. In addition to his work at MIT, Dr. Finn is a special limited partner and consultant to Matrix Partners a leading
Boston venture capital firm. He is also an advisor and member of the Board of Directors of several high technology start-up
companies.