The Mathematical Garden

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Mathematical methods
HMMs
Mathematical Induction
Pigeonhole principle
Random Walk
Gambler's Ruin
An Analysis of the Problem
A Greedy Gambler
A Greedy Gambler Simulation
An One-server Queueing System
An Analysis of the Problem
Performance of the Queueing system
Infinite Waiting Space Queue
Solving Linear Systems

An One-server Queueing System

Consider a queueing system with one server and N - 1 waiting space. The queueing discipline is first-come-first-serve. W hen there are N customers in the system, any further arrival of customer will be rejected by the system.

The queueing system is observed every minute at time pointst = 0, 1, 2, ..., and we assume that the arrival process and the service process at the server are independent. Moreover, in each time interval (i, i+1], i = 0, 1, ..., we have

Prob (one arrival of customer) = a
and Prob ( no arrival of customer) = 1 - a

and if the server is busy then

Prob (one departure of customer) = b
and Prob (no departure of customer) = 1 - b

The system is said in state i if there are i customers in the system. Therefore for 0 < i < N we have the followings:

  1. From state i to state i + 1 in one minute, the probability is p = a(1 - b).

  2. From state i to state i - 1 in one minute, the probability is q = b(1 - a).

  3. Remain in state i in one minute, the probability is 1 - p - q = (1 - b)(1 - a) + ab.

When the system is in state 0 we have

  1. From state 0 to state 1 in one minute, the probability is a.

  2. Remain in state 0 in one minute, the probability is 1 - a.

When the system is in state N we have

  1. From state N to state N - 1 in one minute, the probability is b.

  2. Remain in state N in one minute, the probability is 1 - b.

This is again a random walk (see Figure 2) with non-absorbing boundary 0 and N. In this case, the walker will keep on walking forever. In the long run, what is the probability that you find i customers in the system (the walker is in position i)?

Figure. 2. The Queueing System.

Department of Mathematics, HKU, 2010