Little s result. T = average sojourn time (time spent) in the system N = average number of customers in the system. Little s result says that

Similar documents
Non Markovian Queues (contd.)

Queueing Theory I Summary! Little s Law! Queueing System Notation! Stationary Analysis of Elementary Queueing Systems " M/M/1 " M/M/m " M/M/1/K "

Performance Evaluation of Queuing Systems

Introduction to queuing theory

BIRTH DEATH PROCESSES AND QUEUEING SYSTEMS

Solutions to COMP9334 Week 8 Sample Problems

Session-Based Queueing Systems

CS 798: Homework Assignment 3 (Queueing Theory)

Exercises Stochastic Performance Modelling. Hamilton Institute, Summer 2010

Introduction to Markov Chains, Queuing Theory, and Network Performance

Figure 10.1: Recording when the event E occurs

λ λ λ In-class problems

Chapter 10. Queuing Systems. D (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines.

Homework 1 - SOLUTION

CS418 Operating Systems

QUEUING SYSTEM. Yetunde Folajimi, PhD

MARKOV DECISION PROCESSES

Link Models for Circuit Switching

1.225 Transportation Flow Systems Quiz (December 17, 2001; Duration: 3 hours)

CPSC 531: System Modeling and Simulation. Carey Williamson Department of Computer Science University of Calgary Fall 2017

Classical Queueing Models.

11 The M/G/1 system with priorities

MAT SYS 5120 (Winter 2012) Assignment 5 (not to be submitted) There are 4 questions.

Markov processes and queueing networks

Solutions to Homework Discrete Stochastic Processes MIT, Spring 2011

Chapter 5: Special Types of Queuing Models

Economy of Scale in Multiserver Service Systems: A Retrospective. Ward Whitt. IEOR Department. Columbia University

Advanced Computer Networks Lecture 3. Models of Queuing

Quality of Real-Time Streaming in Wireless Cellular Networks : Stochastic Modeling and Analysis

Lecture 7: Simulation of Markov Processes. Pasi Lassila Department of Communications and Networking

An M/M/1/N Queuing system with Encouraged Arrivals

GI/M/1 and GI/M/m queuing systems

Quiz Queue II. III. ( ) ( ) =1.3333

QUEUING MODELS AND MARKOV PROCESSES

Introduction to queuing theory

Computer Systems Modelling

Master thesis. Multi-class Fork-Join queues & The stochastic knapsack problem

Continuous Time Processes

7 Variance Reduction Techniques

An engineering approximation for the mean waiting time in the M/H 2 b /s queue

Introduction to Queueing Theory

COMP9334: Capacity Planning of Computer Systems and Networks

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/6/16. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA

IE 581 Introduction to Stochastic Simulation. Three pages of hand-written notes, front and back. Closed book. 120 minutes.

P (L d k = n). P (L(t) = n),

Dynamic resource sharing

CDA5530: Performance Models of Computers and Networks. Chapter 4: Elementary Queuing Theory

6 Solving Queueing Models

Queuing Networks. - Outline of queuing networks. - Mean Value Analisys (MVA) for open and closed queuing networks

Queueing. Chapter Continuous Time Markov Chains 2 CHAPTER 5. QUEUEING

Part I Stochastic variables and Markov chains

Readings: Finish Section 5.2

IS 709/809: Computational Methods in IS Research Fall Exam Review

Stochastic Networks and Parameter Uncertainty

Queuing Theory. The present section focuses on the standard vocabulary of Waiting Line Models.

Queueing Theory II. Summary. ! M/M/1 Output process. ! Networks of Queue! Method of Stages. ! General Distributions

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/25/17. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA

Markov Chains. X(t) is a Markov Process if, for arbitrary times t 1 < t 2 <... < t k < t k+1. If X(t) is discrete-valued. If X(t) is continuous-valued

S Queueing Theory, II/2007 Exercises. Virtamo / Penttinen. 10th December Discrete and Continuous Distributions 1

One billion+ terminals in voice network alone

Waiting Time Analysis of A Single Server Queue in an Out- Patient Clinic

IEOR 6711, HMWK 5, Professor Sigman

Elementary queueing system

Retrial queue for cloud systems with separated processing and storage units

57:022 Principles of Design II Final Exam Solutions - Spring 1997

Computer Systems Modelling

YORK UNIVERSITY FACULTY OF ARTS DEPARTMENT OF MATHEMATICS AND STATISTICS MATH , YEAR APPLIED OPTIMIZATION (TEST #4 ) (SOLUTIONS)

Erlang loss bounds for OT ICU systems

Networking = Plumbing. Queueing Analysis: I. Last Lecture. Lecture Outline. Jeremiah Deng. 29 July 2013

Queues and Queueing Networks

Kendall notation. PASTA theorem Basics of M/M/1 queue

Introduction to Queueing Theory

Multiaccess Problem. How to let distributed users (efficiently) share a single broadcast channel? How to form a queue for distributed users?

Contents Preface The Exponential Distribution and the Poisson Process Introduction to Renewal Theory

Data analysis and stochastic modeling

Sandwich shop : a queuing net work with finite disposable resources queue and infinite resources queue

Introduction to Queueing Theory

Answers to selected exercises

M/G/FQ: STOCHASTIC ANALYSIS OF FAIR QUEUEING SYSTEMS

Control of Fork-Join Networks in Heavy-Traffic

Since D has an exponential distribution, E[D] = 0.09 years. Since {A(t) : t 0} is a Poisson process with rate λ = 10, 000, A(0.

Waiting time characteristics in cyclic queues

NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION MH4702/MAS446/MTH437 Probabilistic Methods in OR

COMP9334 Capacity Planning for Computer Systems and Networks

λ, µ, ρ, A n, W n, L(t), L, L Q, w, w Q etc. These

Classification of Queuing Models

Lecture 20: Reversible Processes and Queues

The Erlang Model with non-poisson Call Arrivals

TOWARDS BETTER MULTI-CLASS PARAMETRIC-DECOMPOSITION APPROXIMATIONS FOR OPEN QUEUEING NETWORKS

Queueing Theory. VK Room: M Last updated: October 17, 2013.

CHAPTER 4. Networks of queues. 1. Open networks Suppose that we have a network of queues as given in Figure 4.1. Arrivals

NATCOR: Stochastic Modelling

Probability and Statistics Concepts

Analysis of an M/G/1 queue with customer impatience and an adaptive arrival process

An M/M/1 Queue in Random Environment with Disasters

Networks of Queues Models with Several. Classes of Customers and Exponential. Service Times

Link Models for Packet Switching

ISyE 2030 Practice Test 2

Queuing Networks: Burke s Theorem, Kleinrock s Approximation, and Jackson s Theorem. Wade Trappe

Name of the Student:

Transcription:

J. Virtamo 38.143 Queueing Theory / Little s result 1 Little s result The result Little s result or Little s theorem is a very simple (but fundamental) relation between the arrival rate of customers, average number of customers in the system and the mean sojourn time of customers in the system. Consider any system as a black box and define = average arrival rate (average number of customers arriving per time unit) T = average sojourn time (time spent) in the system N = average number of customers in the system T Little s result says that N = T The result is very useful because of its generality Nothing is assumed about the system any part of the system can be considered as a black box The arrival process can be anything in particular, one need not assume it to be a Poisson process the process, however, has to be stationary

J. Virtamo 38.143 Queueing Theory / Little s result 2 The use of Little s result In queueing theory it is often simpler to derive a result concerning the average number of customers in the system. Then Little s can be used to calculate the corresponding time in system (sojourn time), N T. Sometimes the result is used in the converse direction, i.e. starting from the average sojourn time one deduces the average number in system, T N.

J. Virtamo 38.143 Queueing Theory / Little s result 3 Justification of Little s result The number in system N t forms a stochastic process. Its average value over a long period of time t can be calculated by dividing the shaded area in the figure by the length of the period t. N(t) N little 2 0 t On average, each customer contributes to the area by the amount T. The average number of customers arriving in interval t is t. The area is thus (t) T N = T. Intuitive reasoning: Assume that each customer is charged a fee of (T /min) mk, i.e. one mark per each minute stayed in the system. The average income rate of the system is thus T mk/min, but it is also N mk/min since each customer in the system generates a income rate 1 mk/min.

J. Virtamo 38.143 Queueing Theory / Little s result 4 Application: traffic intensity (load) Consider some elements in a network, e.g. trunks, ports or any logical units such that each customer in the system reserves one such element. Let = the arrival rate of customers into the system T = average holding time of an element The quantity a = T is called the (offered) traffic intensity or load of the traffic. Traffic intensity is a pure number, but in order to emphasize the context one often denotes as its unit erlang or erl (as a tribute to the Danish pioneer of traffic theory, A.K. Erlang). By Little s result, the traffic intensity is the same as the average number of simultaneously reserved elements. Example. In the trunk group from a PBX (private branch exchange) to the central office there are on the average 150 calls per hour. The mean holding time of a call is on 3 min. The traffic intensity is a = 150 h 1 3min=7.5 erl In other words, in the trunk group there are on the average 7.5 calls in progress simultaneously.

J. Virtamo 38.143 Queueing Theory / Little s result 5 Offered, blocked and carried traffic All real systems have a finite capacity and some of the customers requesting service have to be refused (blocked). Therefore, we have to distinguish the following concepts b c = offered traffic stream (arrival rate) = blocked traffic stream = carried traffic stream b N, T c Little s result applies to the stream of customers admitted into the system N = c T traffic intensity of the carried traffic Little s result can also be applied by extending the boundary of the system as shown in the figure. Then all the customers enter the system (arrival rate ), but part of the customers receive a harsh service (immediate kick out). The average time in system is now T = b 0+ c T = c T Little s result gives N = T = c T b N, T T' c which is the same result as previously.

J. Virtamo 38.143 Queueing Theory / Little s result 6 Traffic intensity of the carried traffic in a singel server system X Consider a single server system, i.e. a system which can accommodate only one customer at a time. = the carried traffic stream passing through the server (served customers) X = average service time By Little s result we have N = X. On the other hand, the average occupancy can be calculated 1 directly 0 N = p 0 0+p 1 1=p 1 t p 0 p 1 = probability that the server is free = probability that the server is occupied; the usage of the server, ρ a = X = ρ In a single server system, the carried traffic intensity is the same as the usage of the server (proportion of time the server is being used).

J. Virtamo 38.143 Queueing Theory / Little s result 7 Little s result: example In the system there are N system places in total K servers, mean service time X N K waiting places N-K odotuspaikkaa K palvelinta N systeemipaikkaa Assume that the arrival rate is so high that the system si always saturated (all palces occupied). Denote by the rate of the carried customer stream. Question: What is the mean sojourn time in system T? We apply Little s result twice: first to the set of servers and then to the whole system 1. Set of servers Mean time spent in a server = X K = X = K X 2. The whole system N = T T = N = N K X T = N K X