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Queueing System Model with Poisson Process

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Queueing System Model with Poisson Process

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omc.msdsm01
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© All Rights Reserved
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ADVANCE OPERATION RESEARCH

ASSIGNMENT

Submitted to: Mr. Puneet Sir

Submitted by: Om Chouhan (2023DSS1022)


Question 1: Poisson Process

(a) What is a Poisson Process?


A Poisson process is a mathematical model that describes a series of random events
happening independently over time or space.

[Link] occurrence of one event does not have any effect on the occurrence of another
event.

[Link] number of events occurring in a time window depends only on the size of the
window and not its location in time.

[Link] two events can occur at the same time, meaning that only one event can occur at a
given instant.

P(N(t) = k) = (e^(-λt) * (λt)^k) / k!, k = 0, 1, 2, ...


where λ is the Arithmetic rate of events per unit time.

(b) Define Inter-arrival Time and Its Distribution


The Inter-Arrival time refers to the duration between the arrival of two successive events
in a process. For instance, in a queueing system or a Poisson process, it measures the time
gap between the arrivals of a particular event like a customer and the subsequent one.

Within the framework of a Poisson process, the times that lapse between two event
occurrences are known as:

Exponential Distribution

variable. The inter-arrival time random variable 𝑇 has the probability density function
The waiting time for the occurrence of a certain event behaves as an exponential random

(PDF):
f_T(t) = λ * e^(-λt), t ≥ 0, λ>0
(c) Simulation of a Poisson Process:
Here We are taking λ=7 and No. of Events are 250:

Plot the process over time, indicating the times of each arrival.
Question 2: M/M/1 Queue

(a) What is an M/M/1 Queue?


An M/M/1 queue is a random variable with state space the set {0,1,2,3,…}, where
corresponding to each value is the number of customers in the system within any
customer in service as well.

 Arrivals occur at rate λ according to a Poisson process and that is how the process
transitions from state i to state i + 1.
 In M/M/1 queue services follow generally exponential distribution is considered
with rate parameter μ where the mean service time is said to be 1/μ.
 All arrival times and services times are also (mostly) declared independent of
each other.
 In such system a single server is in place and customers are served one after the
other from the very first customer in the queue, that is, they follow first come first
served basis. Upon completion of service the customer vacates the queue and the
total number of customers in the system reduces by one.
 The model can be described as a continuous time Markov chain with the
following transition rate matrix:

-λ λ 0 0 ...
μ -(μ+λ) λ 0 ...
0 μ -(μ+λ) λ ...
0 0 μ -(μ+λ) λ
... ... ... ... ...

(b) Assumptions of an M/M/1 Queue


 The incoming customers arrive in the system as per a Poisson distribution with an
average rate of λ
 The duration between the commencement and the end of service is said to be
exponentially activated with a mean of μ rate.
 There is a single server who takes care of the customers on First Come First
Served basis.
 Facilities have no limitations in the number of potential customers waiting in line
or within the system.

(c) Steady-State Probability


 The steady-state probability P, suppose n customers are there so the probability ,
is: P = (1 - ρ) * ρ^n, n = 0, 1, 2, ..., ρ < 1
where ρ = λ/μ = traffic intensity.
(d) Simulation of an M/M/1 Queue
The M/M/1 queue with λ = 7 and μ = 8.

Display relevant plots, and provide a summary table with the calculated
performance measures.

Mean Arrival Time: 0.12562491857948818

Mean Service Time: 0.11469188400619709

Average System Size: 6.40625

Average Queue Length: 0.89375

Average Time in System: 0.7375821704071598

Average Time in Queue: 0.6228902864009627

Common questions

Powered by AI

The M/M/1 queue model assumes that arrivals follow a Poisson distribution and services follow an exponential distribution, both independent of one another, served by a single server on a first come, first served basis . The system is assumed to have unlimited capacity to hold incoming customers. These assumptions facilitate analytical tractability but can limit real-world applicability because they disregard variations in arrival and service processes that may arise due to external factors or constraints .

The Poisson distribution assumption for arrivals in an M/M/1 queue implies random, memoryless entry into the system, which impacts service design by emphasizing the need for flexible, robust service mechanisms capable of handling stochastic variability and random peak pressures . Designs must ensure the system can expand or contract efficiently without quality loss, maintaining consistent service levels in unpredictable settings .

Simulation of an M/M/1 queue allows for dynamic modeling of real-world scenarios by accounting for stochastic variability that may not be captured in analytical models . By examining plots and calculating performance measures like mean arrival/service time, average queue lengths, and time in the system, simulations offer a practical and flexible approach to understanding system behavior under varying conditions and stress testing assumptions .

Adapting an M/M/1 queue for varying service disciplines requires integrating different prioritization or scheduling rules, such as priority queuing or round-robin service, whose implementation may modify arrival, service time assumptions, or customer prioritization criteria . Changing the underlying service framework may require adjustments to the probabilistic and statistical parameters, influencing calculations of metrics like average waiting time and queue length, ensuring the model reflects real-world operational rules and outcomes .

Traffic intensity (ρ), defined as the ratio of arrival rate (λ) to service rate (μ), influences several performance measures such as average system size, average queue length, and probability of customer delay . A traffic intensity close to 1 indicates a high load on the system, potentially leading to longer queuing times and larger system size, whereas a lower ρ indicates a more balanced system with reduced potential for congestion .

In a Poisson process, inter-arrival time, defined as the time between successive events, follows an exponential distribution . This characteristic is key in system modeling as it helps predict expected waiting times and system load. It provides insights into efficiencies of service and necessary resource allocation by quantifying how long the system can expect to be inactive between events .

Exponential distribution for service times models the duration of customer service in an M/M/1 queue and is characterized by a memoryless property, meaning the likelihood of service completion in the future is independent of how long the service has already taken . This simplifies calculations and predictions about average system delays and waiting times, important for optimizing queue performance and resource allocations .

The Poisson process's inter-arrival time distribution is exponential, meaning it is memoryless—past events do not affect future probabilities, unlike other distributions that might factor in time-specific variables or historical data . This property is significant because it simplifies the prediction of future events in systems engineering and operations research, allowing for straightforward modeling of random processes with constant rates over time .

A Poisson process is characterized by independent random events occurring over time or space, meaning the occurrence of one event does not affect another's occurrence . The number of events depends only on the size of the time window and not its location, ensuring a uniform occurrence rate. This feature is crucial in modeling operations where unpredictability and event independence are considered, such as in queueing theory .

The steady-state probability in an M/M/1 queue is calculated using P = (1 - ρ) * ρ^n, where ρ = λ/μ is the traffic intensity . This probability represents the likelihood of having n customers in the system, providing crucial insights into queue stability and efficiency. A low steady-state probability for higher n values indicates the queue effectively manages traffic, while higher probabilities suggest congestion problems .

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