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Model with Discouraged Arrivals

In this model we assume that there is only one


server; service times are independent and iden-
tically distributed random variables with den-
sity function µe−µt; customers arrive at random
with arrival rate λ, but when there are already
n customers in the system the actual arrival
λ
rate is .
n+1
This situation is described by a birth-and-death
process with
λ
λn = and µn = µ
n+1
and transition diagram
λ
λ 2 λ λ λ
3 4 5

0 1 2 3 4
µ µ µ µ µ
Hence, for all n ≥ 1,
λ0 . . . λn−1 λn
cn = =
µ1 . . . µn n!µn
1
Then, for all n ≥ 1,
λn
pn = cn p0 = n
p0
n!µ
λ ∑∞
Let ϱ = . Since n=0 pn = 1,
µ
1 1 1 −ϱ
p0 = ∞ = ∞ = = e
∑ λn ∑ ϱn eϱ
n
n=0 n!µ n=0 n!
Therefore
−ϱ λn ϱn −ϱ
pn = e n
= e ,
n!µ n!
and the steady state distribution of the num-
ber of customers in the system is Poisson with
λ
parameter ϱ = .
µ

Note that for M |M |1 with impatient customers


the steady state exists for any finite ϱ.

2
Since the distribution of the number of cus-
tomers in system is Poisson,
λ
L=ϱ=
µ

In order to use Little’s formulae, we need



∑ ∞
∑ λ ϱn −ϱ
λ̄ = λnpn = · e
n=0 n=0 n + 1 n!


∑ ∞

λ λn −ϱ −ϱ λn+1
= · n e = µe n+1(n + 1)!
n=0 n + 1 µ n! n=0 µ


∑ ∞

λn ϱn
= µe−ϱ n
= µe−ϱ
n=1 µ n! n=1 n!

= µe−ϱ(eϱ − 1) = µ(1 − e−ϱ)

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Then
L ϱ
W = =
λ̄ µ(1 − e−ϱ)
Consequently
1 ϱ 1
Wq = W − = −ϱ

µ µ(1 − e ) µ
and
{ }
ϱ 1
Lq = λ̄Wq = µ(1 − e−ϱ) −
µ(1 − e−ϱ) µ

= ϱ + e−ϱ − 1

4
Theorem 1 Let X1, ..., Xk be independent
exponentially distributed random variables with
parameters µ1, ..., µk , respectively. Then the
random variable

Y = min{X1, ..., Xk }
has an exponential distribution with parameter

µ1 + ... + µk .

Proof. Taking into account that X1, ..., Xk


are independent, for any t ≥ 0 we have

P (Y > t) = P (X1 > t, ..., Xk > t)

= P (X1 > t)...P (Xk > t) = e−µ1t...e−µk t

= e−(µ1+...+µk )t.
Hence, the cumulative distribution function of
Y is
∑k
F (Y ) = P (Y ≤ t) = 1 − e−( i=1 µi ) t

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M |M |m Model

We assume that
• customers arrive according to a Poisson
process with rate λ, and therefore all in-
terarrival times are independent and iden-
tically distributed exponential random vari-
1
ables with mean
λ
• the system contains m identical servers,
which service times are independent and
identically distributed exponential random
1
variables with mean
µ
• the arriving customers form a single queue
By Theorem 1, M |M |m model can be described
by a birth-and-death process, where
λj = λ for all j
and
{
kµ if 0 ≤ k ≤ m
µj =
mµ if k > m

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For the equilibrium (steady state), we have the
following transition diagram:

λ λ λ λ λ

0 1 2 m

µ 2µ 3µ mµ mµ
We assume that
λ
< 1.

Then, for 1 ≤ k ≤ m − 1,
( )k
λ λ . . . λk−1 λ 1
pk = 0 1 p0 = p0 (1)
µ1µ2 . . . µk µ k!
and for k ≥ m
( )k
λ0λ1 . . . λk−1 λ 1 1
pk = p0 = p0 (2)
µ1 µ2 . . . µk µ m! mk−m
λ
Denote ϱ = , and using



pk = 1,
k=0
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we obtain
 −1
m−1
∑ (mϱ)k ∞
∑ (mϱ)k 1
p0 = 1 + + 
k=1
k! k=m
m! mk−m
 −1
m−1
∑ (mϱ)k ∞
(mϱ)m ∑ (mϱ)k−m 
= +
k=0
k! m! k=m mk−m
 −1
m−1
∑ (mϱ)k ∞
(mϱ)m ∑
= + ϱi
k=0
k! m! i=0
 −1
m−1
∑ (mϱ)k (mϱ)m 1
= + 
k=0
k! m! 1 − ϱ
Observe that if m = 1, then
 −1
0
∑ ϱk ϱ 1 
p0 =  +
k=0
k! 1! 1 − ϱ
[ ]−1
ϱ
= 1+ = 1 − ϱ,
1−ϱ
which gives p0 for the M |M |1 model.
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The probability that an arriving customer is
forced to join the queue is
( ) ∞
arriving customer ∑
P = pk
joins the queue
k=m

∑ (mϱ)k 1 (mϱ)m 1
= p0 = p0
k=m
m! m k−m m! 1 − ϱ

(mϱ)m 1
m! 1 − ϱ
=
m−1
∑ (mϱ)k (mϱ)m 1
+
k=0
k! m! 1 − ϱ
This probability is of wide use in practice and is
referred to as (Erlang’s
) C formula and is often
λ
denoted by C m, .
µ

Using (2), the expected number of customers


in the queue

∑ ∞
∑ ∞

Lq = (k − m)pk = kpk − m pk
k=m k=m k=m

9

∑ ∞

k(mϱ)k (mϱ)k
= k−m
p0 − m k−m
p0 (3)
k=m
m m! k=m
m m!
The first of these two series

∑ ∞
k(mϱ)k p0(mϱ)m ∑ k(mϱ)k−m
k−m
p0 = k−m
k=m
m m! m! k=m
m

p0(mϱ)m ∑
= (k − m)ϱk−m
m! k=m

p0(mϱ)m ∑
+ mϱk−m
m! k=m

p0(mϱ)mϱ ∑
= (k − m)ϱk−m−1
m! k=m

p0(mϱ)mm ∑
+ ϱi
m! i=0
∞ ∞
p0(mϱ)mϱ d ∑ p0 (mϱ) mm ∑
= ϱi + ϱi
m! dϱ i=0 m! i=0 ]
[
p0(mϱ)mϱ 1 m
= +
m! (1 − ϱ) 2 ϱ(1 − ϱ)

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The second series in (3)

∑ ∞
(mϱ)k mp0(mϱ)m ∑ (mϱ)k−m
m p =
k−m m! 0
k=m
m m! k=m
mk−m

mp0(mϱ)m ∑ i mp0(mϱ)m 1
= ϱ =
m! i=0 m! 1−ϱ
Consequently,
[ ]
p0(mϱ)mϱ 1 m m
Lq = + −
m! (1 − ϱ)2 ϱ(1 − ϱ) ϱ(1 − ϱ)
Finally, (mϱ)mϱ
Lq = p0
m!(1 − ϱ)2

In order to obtain all other measures of effec-


tiveness, observe that

∑ ∞

λ̄ = λpk = λ pk = λ,
k=0 k=0
and using Little’s formulae,
Lq
Wq =
λ
1
W = Wq +
µ
L = λW
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Consider an arriving customer. Let X be the
random variable representing the number of
customers that this arriving customer will find
in the system. As has been shown (see Er-
lang’s C formula),
(mϱ)m 1
P (X ≥ m) = p0
m! 1 − ϱ
Hence,
(mϱ)mϱ ϱP (X ≥ m) λP (X ≥ m)
Lq = p0 = =
m!(1 − ϱ)2 1−ϱ mµ − λ

Lq P (X ≥ m)
Wq = =
λ mµ − λ

1 P (X ≥ m) 1
W = Wq + = +
µ mµ − λ µ
and
λP (X ≥ m) λ
L = λW = +
mµ − λ µ

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M |M |1| |m Model

Consider a queueing system with a single server


and m potential customers. Each customer al-
ternates between being inside and outside the
system. Hence, if n customers are inside the
system, then m − n customers are outside the
system. Assume that each customer’s outside
time (the elapsed time from leaving the system
until returning for the next time) has an expo-
nential distribution with parameter λ. Assume
that service times are exponentially distributed
1
with expected value of . We consider the
µ
steady state of this queueing system.

This queueing model is denoted by M |M |1| |m


and is referred to as a single server queueing
system with a finite customer population.

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In the M |M |1| |m model a customer is either in
the system (consisting of a queue and a sin-
gle server) or outside the system and in some
sense “arriving”. So, in the M |M |1| |m model,
arrivals are drawn from a finite population, in
contrast to a Poisson arriving process where
arrivals are drawn from an infinite customer
population.

If n customers are in the system, then there are


m − n customers outside the system and the
probability distribution of the remaining time
until the next arrival is the distribution of the
minimum of the remaining outside times for
the m − n customers. Since each customer
outside time is exponentially distributed, we
can apply the theorem establishing the distri-
bution of min{X1, . . . Xu}, where X1, . . . Xu are
independent exponentially distributed random
variables.
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Taking into account this theorem and the fact
that each customer outside time is exponen-
tially distributed with parameter λ, we con-
clude that the remaining time until the next
arrival is exponentially distributed with param-
eter λ(m − n).

Hence, in spite of the fact that the arrival pro-


cess is not a Poisson process, we still can ana-
lyze M |M |1| |m, using the results obtained for
the birth-and-death process.

In our case
{
(m − n)λ if 0 ≤ n ≤ m
λn =
0 otherwise
and {
µ if 1 ≤ n ≤ m
µn =
0 otherwise
which leads to the following transition diagram
mλ (m − 1)λ (m − 2)λ 2λ λ

0 1 2 m−1 m

µ µ µ µ µ
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The expected number of customers in the queue
m

Lq = (n − 1)pn.
n=1
In order to express all pn in terms of m, λ, and
µ, observe that in our case
λ . . . λn−1 mλ . . . (m − n + 1)λ
cn = 0 =
µ1 . . . µn µn
( )n
[m . . . (m − n + 1)]λn m! λ
= = .
µn (m − n)! µ
Hence, for the steady state and 1 ≤ n ≤ m,
( )n
m! λ
pn = cnp0 = p0
(m − n)! µ
and
m ( )n
∑ m! λ
Lq = (n − 1) p0.
n=1 (m − n)! µ
As usual, the expression for p0 can be found
from
p0 + p1 + . . . + pm = 1,
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which gives
1
p0 = m ( )n
∑ m! λ
n=0 (m − n)! µ

Since we have expressed Lq in terms of m, λ,


and µ, now we can express L as a function of
Lq . We have
m
∑ m

L= npn = [(n − 1) + 1]pn
n=1 n=1
m
∑ m

= (n − 1)pn + pn = Lq + 1 − p0
n=1 n=1
Since we have an expression for the expected
number of customers in the system, the ex-
pected time in the system can be found using
the Little’s formulae. In order to apply Little’s
formulae, we have
m
∑ m

λ̄ = λnpn = λ(m − n)pn
n=0 n=0

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m
∑ m

= λmpn − λnpn = λ(m − L),
n=0 n=0
where L is the expected number of customers
in the system. Then
L L
W = =
λ̄ λ(m − L)
The expression for the expected waiting time
in the queue is given by
1
Wq = W −
µ

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M |M |∞ Model (self-service)

Consider the steady state of a queueing sys-


tem with infinite number of servers, that is,
the steady state of the birth-and-death pro-
cess with

λn = λ and µn = nµ, for all n


and the following transition diagram

λ λ λ λ λ

0 1 2 3 4
µ 2µ 3µ 4µ 5µ
Hence
λ0 . . . λn−1 λn
cn = =
µ1 . . . µn n!µn
and for all n ≥ 1
λ0 . . . λn−1 λn
cn = =
µ1 . . . µn n!µn

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For all n ≥ 1 λn
pn = cn p0 = n
p0
n!µ
λ ∑
Let ϱ = . Since ∞ n=0 pn = 1,
µ
1 1 1 −ϱ
p0 = ∞ = ∞ = = e
∑ λn ∑ ϱn eϱ
n
n=0 n!µ n=0 n!
Therefore
λn ϱ n
pn = e−ϱ = e −ϱ
n!µn n!
and the steady state distribution of the num-
ber of customers in the system in Poisson with
λ
parameter ϱ = . The expected number of
µ
customers in the system is the mean of the
Poisson distribution, which gives
λ
L=ϱ=
µ
The expected time in the system obviously is
the expected service time. Hence
1
W =
µ
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M |G|∞ model

Customers arrive at a service facility according


to a Poisson process with rate λ. There are
infinitely many servers. The service times are
independent random variables X having a com-
mon probability distribution with finite mean
E(X) and cumulative distribution function F (x).

Assume that there are no customers at time


0, and let
( )
there are j busy servers
pj (t) = P
due to arrivals during t units
For small h and for j ≥ 1, the event that there
are j servers busy at time t + h can occur in
the following mutually exclusive ways:
(a) no arrival occurs in (0, h) and there are j
busy servers at time t + h due to arrivals in
(h, t + h);
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(b) one arrival occurs in (0, h), the service of
the first arrival is completed before time
t + h and there are j busy servers at time
t + h due to arrivals in (h, t + h);
(c) one arrival occurs in (0, h), the service of
the first arrival is not completed before
time t + h and there are j − 1 other busy
servers at time t+h due to arrivals in (h, t+
h);
(c) two or more arrivals occur in (0, h) and j
servers are busy at time t + h.

We have
pj (t + h) = (1 − λh)pj (t) + λhF (t + h)pj (t)

+λh[1 − F (t + h)]pj−1(t) + o(h)


or
pj (t + h) − pj (t)
= −λpj (t) + λF (t + h)pj (t)
h
o(h)
+λ[1 − F (t + h)]pj−1(t) +
h
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and letting h → 0

p′j (t) = −λ[1 − F (t)]pj (t) + λ[1 − F (t)]pj−1(t)


for j = 1, 2, . . .. Similarly,

p′0(t) = −λ[1 − F (t)]p0(t)


Then by induction , we have
[ ∫ ]j
t
λ 0[1 − F (x)]dx ∫
−λ 0t [1−F (x)]dx
pj (t) = e
j!
for j = 0, 1, 2, . . ..

d
Let F (x) = f (x), then
dx
∫ t
lim [1 − F (x)]dx
t→∞ 0
{ ∫ t }
= lim x[1 − F (x)]|t0 + xf (x)dx
t→∞ 0
{ ∫ t }
= lim t[1 − F (t)] + xf (x)dx
t→∞ 0

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On the other hand,
∫ ∞ ∫ t ∫ ∞
E(X) = xf (x)dx = xf (x)dx+ xf (x)dx
0 0 t
∫ t ∫ ∞
≥ xf (x)dx + t f (x)dx
0 t
∫ t
= xf (x)dx + t[1 − F (t)]
0
∫ t
Since lim xf (x)dx = E(X),
t→∞ 0
lim t[1 − F (t)] = 0.
t→∞
Consequently ∫
t
lim [1 − F (x)]dx = E(X),
t→∞ 0
and therefore
[λE(X)]j −λE(X)
lim pj (t) = e
t→∞ j!
Hence, the number of customers in the sys-
tem (the number of busy servers) is Poisson
distributed. So, the expected number of cus-
tomers in the system is
L = λE(X)
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