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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
2
Since the distribution of the number of cus-
tomers in system is Poisson,
λ
L=ϱ=
µ
∞
∑ ∞
∑
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!
3
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 .
= e−(µ1+...+µk )t.
Hence, the cumulative distribution function of
Y is
∑k
F (Y ) = P (Y ≤ t) = 1 − e−( i=1 µi ) t
5
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
6
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.
mµ
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
mµ
∞
∑
pk = 1,
k=0
7
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.
8
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
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)
10
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
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
12
M |M |1| |m Model
13
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.
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
15
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,
16
which gives
1
p0 = m ( )n
∑ m! λ
n=0 (m − n)! µ
17
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
18
M |M |∞ Model (self-service)
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
19
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
20
M |G|∞ model
We have
pj (t + h) = (1 − λh)pj (t) + λhF (t + h)pj (t)
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
23
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)
24