POISSON QUEUEING MODEL: II

By:
Dr. Akash Asthana
Assistant Professor,
University of Lucknow,
Lucknow

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MODEL II - (M|M|1):(N|FCFS)
In this model,
1. Distribution of arrival is Poisson with arrival rate λ,
2. Distribution of departure is Poisson with service rate μ (λ<μ),
3. Distribution of inter-arrival time is exponential with mean
arrival time (1/λ),
4. Distribution of service time is exponential with mean service
time (1/μ),
5. System has single server,
6. Queue length is restricted, i.e., Maximum N customers are
allowed in the queue
7. Queue Discipline is first come first serve.
CHARACTERISTICS OF (M|M|1):(N|FCFS)
1. Steady State Distribution:
The steady state distribution for the model is obtained under following
axioms:
Axiom 1: The no. of arrivals as well as departures in non-overlapping
intervals of time are statistically independent.
Axiom 2: The probability that an arrival occurs within a very small time
interval Δt is given by:
P1[Δt] = λΔt + o(Δt)
Axiom 3: The probability that an departure occurs within a very small time
interval Δt is given by:
P1[Δt] = μΔt + o(Δt)
Axiom 4: The probability of more than one arrivals or more than one
departures during time interval Δt is negligibly small, i.e., o(Δt)
Axiom 5: The arrivals and departures are statistically independent.
CHARACTERISTICS OF (M|M|1):(N|FCFS)
Let Pn[t] denotes the probability that there are n customers in the system at
time t.
Let’s consider the case when 0 < n < N,
Pn[t+Δt]
= P[n customers at time t, no arrival and no departure during Δt]
+P[(n–1) customers at time t, one arrival and no departure during Δt]
+P[(n+1) customers at time t, no arrival and one departure during Δt]
+ P[n customers at time t, one arrival and one departure during Δt] + …

=Pn[t].P[no arrival during Δt].P[no departure during Δt]

+P(n–1)[t].P[one arrival during Δt].P[no departure during Δt]
+P(n+1)[t].P[no arrival during Δt].P[one departure during Δt]
+Pn[t].P[one arrival during Δt].P[one departure during Δt] + o(Δt)
 CHARACTERISTICS OF (M|M|1):(N|FCFS)
Pn[t + Δt] = Pn[t].{1 – λΔt – o(Δt)}.{1 – μΔt – o(Δt)}
+ P(n–1)[t]{λ Δt + o(Δt)}. {1 – μΔt – o(Δt)}
+ P(n+1)[t]. {1 – λΔt – o(Δt)}.{μΔt + o(Δt)}
+Pn[t]. {λΔt + o(Δt)}.{μΔt + o(Δt)} + o(Δt)

On solving it and merging all the terms of o(Δt) and the terms having power
2 or more with o(Δt) it is obtained that:

Pn[t + Δt] – Pn[t] = – (λ+μ)Δt.Pn[t] + λΔt.P(n–1)[t] + μΔt.P(n+1)[t] + o(Δt)

Dividing it by Δt, it would be obtained that:

Now taking the limit as Δt→0, it is obtained that:

 CHARACTERISTICS OF (M|M|1):(N|FCFS)
Now applying the steady state condition that as t→∞, probability become
independent of t, it would be obtained that:
0 = – (λ+μ)Pn + λP(n–1) + μP(n+1)

Or,
Or , P(n+1) = (1 + ρ)Pn – ρP(n–1) (1)

Now, Consider the case when n = 0,

P0[t+ Δt] = P[no customer at time t, no arrival and no departure during Δt]
+ P[one customers at time t, no arrival and one departure during Δt]
+…
P0[t+ Δt ]=P0[t].{1–λΔt–o(Δt)}.1 + P1[t].{1–λΔt–o(Δt)}.{μΔt+o(Δt)} + o(Δt)
CHARACTERISTICS OF (M|M|1):(N|FCFS)
On solving the equation, it would be obtained that:

Taking limit as Δt→0, it would be obtained that:

Now, Applying the steady state condition it would be obtained that:

0 = – λP0 + μP1

Or, P1 = (λ/μ)P0 = ρP0 (2)

Now, consider the case when n = N,
PN(t+Δt) = P[N customer at time t, no arrival and no departure during Δt]
+P[(N – 1) customers at time t, one arrival and no departure during Δt]
+…
 CHARACTERISTICS OF (M|M|1):(N|FCFS)
=> PN[t+Δt] = PN[t].1.{1–μΔt–o(Δt)}+P(N–1)[t].{1–μΔt–o(Δt)}.{λΔt+o(Δt)}
On solving this, it would be obtained that:
PN[t + Δt] – PN[t] = λΔt.P(N – 1)[t] – μΔt.PN[t] + o(Δt)
Dividing this by Δt and taking limit as Δt →0 it would be obtained that,

Now, on applying the steady state condition it would be obtained that,

0 = – μPN + λP(N – 1)
Or, PN = ρP(N – 1) (3)

Now, putting n = 1 in equation (1), it is obtained that:

P2 = (1+ρ)P1 – ρP0
= (1+ρ)ρP0 – ρP0 (from equation 2)
= ρ2P 0 (4)
CHARACTERISTICS OF (M|M|1):(N|FCFS)
Now, putting n = 2 in equation (1), it is obtained that:
P3 = (1+ρ)P2 – ρP1
= (1+ρ)ρ2P0 – ρ2P0 (From equation 2 and 3)
= ρ 3P 0
Let the relation Pn = ρnP0 is true for all n ≤ m, now putting n = m is
equation (1), it is obtained that:
P(m+1) = (1+ρ)Pm – ρP(m–1)
= (1+ρ)ρmP0 – ρmP0
=ρ(m+1)P0
Hence, by mathematical induction, Pn = ρnP0, holds for all n < N.
Now, putting P(N – 1) = ρ(N – 1)P0 in equation (3), it would be obtained that,
PN = ρ.P(N – 1) = ρ.ρ(N – 1)P0 = ρNP0
Hence, the relation Pn = ρnP0 is true for all n ≤ N.
CHARACTERISTICS OF (M|M|1):(N|FCFS)
It is also known that the total probability always be 1, i.e.,

Or,

Or,

Or, P0 = (1 – ρ)/(1 – ρN+1)

Or, Pn = (1 – ρ)ρn/(1 – ρN+1)

It is the steady state distribution, for the model (M|M|1):(N|FCFS), which

gives the probability that there are n customers in the system at time t.
CHARACTERISTICS OF (M|M|1):(N|FCFS)
2. Average number of customers in the system:
Average number of customers in the system are denoted by E(n). It is
defined by:
CHARACTERISTICS OF (M|M|1):(N|FCFS)
3. Average queue Length:
The customers in the system involve the customers in queue as well as the
customer who is at the service counter (server) and getting service. For
obtaining the average queue length the customer at the server is not considered.
It is denoted by E(m), and defined by:
CHARACTERISTICS OF (M|M|1):(N|FCFS)
4. Average Waiting time:
The average waiting time in the queue and Average time spent in the
system can be obtained with the help of Little’s formula with a slight
modification due to restricted queue length.

The Average time spent in the system is given by:

E(v) = E(n)/λ(1 – PN)

Similarly the Average waiting time in the queue is given by:

E(w) = E(m)/λ(1 – PN)

REFERENCES
1. Hiller S.H., Lieberman G.J.; Introduction to Operations
Research; 7th edition, McGraw Hill Publications
2. Taha, H.A.; Operations Research: An Introduction; 8th
edition; Pearson Education Inc.
3. Swarup K., Gupta P.K. & Manmohan; Operations Research;
11th edition; Sultan Chand & Sons publication.
4. Sharma S.D., Sharma H.; Operations Research: Theory,
Methods and Applications; 15th edition; Kedar Nath Ram
Nath Publishers.
Note: The derivations and examples consider in the present
notes is taken from the reference book mentioned at serial no. 3.