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WUSTL CSE 567M - Introduction to Queueing Theory

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30-1©2011 Raj JainCSE567MWashington University in St. LouisIntroduction to Introduction to Queueing TheoryQueueing TheoryRaj Jain Washington University in Saint LouisSaint Louis, MO [email protected]/Video recordings of this lecture are available at:http://www.cse.wustl.edu/~jain/cse567-11/30-2©2011 Raj JainCSE567MWashington University in St. LouisOverviewOverview Queueing Notation Rules for All Queues Little's Law Types of Stochastic Processes30-3©2011 Raj JainCSE567MWashington University in St. LouisQueueing Models: What You will learn?Queueing Models: What You will learn? What are various types of queues. What is meant by an M/M/m/B/K queue? How to obtain response time, queue lengths, and server utilizations? How to represent a system using a network of several queues? How to analyze simple queueing networks? How to obtain bounds on the system performance using queueing models? How to obtain variance and other statistics on system performance? How to subdivide a large queueing network model and solve it?30-4©2011 Raj JainCSE567MWashington University in St. LouisBasic Components of a QueueBasic Components of a Queue1. Arrivalprocess6. Servicediscipline2. Service timedistribution4. Waiting positions3. Number of servers30-5©2011 Raj JainCSE567MWashington University in St. LouisKendall Notation Kendall Notation A/S/m/B/K/SDA/S/m/B/K/SD A: Arrival process S: Service time distribution  m: Number of servers B: Number of buffers (system capacity)  K: Population size, and  SD: Service discipline30-6©2011 Raj JainCSE567MWashington University in St. LouisArrival ProcessArrival Process Arrival times:  Interarrival times:  jform a sequence of Independent and Identically Distributed (IID) random variables Exponential + IID  Poisson  Notation: M = Memoryless = Poisson E = Erlang H = Hyper-exponential G = General  Results valid for all distributions30-7©2011 Raj JainCSE567MWashington University in St. LouisService Time DistributionService Time Distribution Time each student spends at the terminal. Service times are IID.  Distribution: M, E, H, or G Device = Service center = Queue  Buffer = Waiting positions30-8©2011 Raj JainCSE567MWashington University in St. LouisService DisciplinesService Disciplines First-Come-First-Served (FCFS)  Last-Come-First-Served (LCFS) Last-Come-First-Served with Preempt and Resume (LCFS-PR) Round-Robin (RR) with a fixed quantum. Small Quantum  Processor Sharing (PS) Infinite Server: (IS) = fixed delay Shortest Processing Time first (SPT) Shortest Remaining Processing Time first (SRPT) Shortest Expected Processing Time first (SEPT) Shortest Expected Remaining Processing Time first (SERPT). Biggest-In-First-Served (BIFS) Loudest-Voice-First-Served (LVFS)30-9©2011 Raj JainCSE567MWashington University in St. LouisCommon DistributionsCommon Distributions M: Exponential Ek: Erlang with parameter k Hk: Hyper-exponential with parameter k D: Deterministic  constant G: General  All Memoryless:  Expected time to the next arrival is always 1/regardless of the time since the last arrival Remembering the past history does not help.30-10©2011 Raj JainCSE567MWashington University in St. LouisExample Example M/M/3/20/1500/FCFSM/M/3/20/1500/FCFS Time between successive arrivals is exponentially distributed. Service times are exponentially distributed. Three servers 20 Buffers = 3 service + 17 waiting After 20, all arriving jobs are lost Total of 1500 jobs that can be serviced. Service discipline is first-come-first-served. Defaults: Infinite buffer capacity Infinite population size FCFS service discipline. G/G/1 = G/G/1/∞/∞/FCFS30-11©2011 Raj JainCSE567MWashington University in St. LouisGroup Arrivals/ServiceGroup Arrivals/Service Bulk arrivals/service M[x]:xrepresents the group size G[x]: a bulk arrival or service process with general inter-group times. Examples: M[x]/M/1 : Single server queue with bulk Poisson arrivals and exponential service times  M/G[x]/m: Poisson arrival process, bulk service with general service time distribution, and mservers.30-12©2011 Raj JainCSE567MWashington University in St. LouisKey VariablesKey Variables12mPreviousArrival ArrivalBeginServiceEndServicew srnnqnsTime30-13©2011 Raj JainCSE567MWashington University in St. LouisKey Variables (cont)Key Variables (cont)  Inter-arrival time = time between two successive arrivals.  Mean arrival rate = 1/E[]May be a function of the state of the system, e.g., number of jobs already in the system. s = Service time per job. = Mean service rate per server = 1/E[s] Total service rate for m servers is m n = Number of jobs in the system. This is also called queue length.  Note: Queue length includes jobs currently receiving service as well as those waiting in the queue.30-14©2011 Raj JainCSE567MWashington University in St. LouisKey Variables (cont)Key Variables (cont) nq= Number of jobs waiting ns= Number of jobs receiving service r = Response time or the time in the system = time waiting + time receiving service w = Waiting time = Time between arrival and beginning of service30-15©2011 Raj JainCSE567MWashington University in St. LouisRules for All QueuesRules for All QueuesRules: The following apply to G/G/m queues1. Stability Condition: < mFinite-population and the finite-buffer systems are always stable.2. Number in System versus Number in Queue:n = nq+ nsNotice that n, nq, and nsare random variables. E[n]=E[nq]+E[ns]If the service rate is independent of the number in the queue, Cov(nq,ns) = 030-16©2011 Raj JainCSE567MWashington University in St. LouisRules for All Queues (cont)Rules for All Queues (cont)3. Number versus Time: If jobs are not lost due to insufficient buffers, Mean number of jobs in the system = Arrival rate  Mean response time4. Similarly, Mean number of jobs in the queue = Arrival rate  Mean waiting timeThis is known as Little's law.5. Time in System versus Time in Queuer = w + sr, w, and s are random variables. E[r] = E[w] + E[s]30-17©2011 Raj JainCSE567MWashington University in St. LouisRules for All Queues(cont)Rules for All Queues(cont)6. If the service rate is independent of the number of jobs in the queue, Cov(w,s)=030-18©2011 Raj


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