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# M/M/1 Arrival and Departure Time Occupancy Distributions

Module by: Bart Sinclair. E-mail the author

Summary: (Blank Abstract)

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The continuous-time chain for the M/M/1 queue has the following state transition graph.

The state probabilities are given by π k =ρk(1ρ) π k ρ k 1 ρ .

Looking at the M/M/1 system only at transistions gives rise to the following discrete-time chain.

The single-step probability matrix for the discrete-time chain is

P=( 01000 μλ+μ0λλ+μ00 0μλ+μ0λλ+μ0 00μλ+μ0λλ+μ ) P 0 1 0 0 0 μ λ μ 0 λ λ μ 0 0 0 μ λ μ 0 λ λ μ 0 0 0 μ λ μ 0 λ λ μ
(1)
Solving π P= π π P π yields ( π 1μλ+μ= π 0)( π 1=(1+ρ) π 0) π 1 μ λ μ π 0 π 1 1 ρ π 0 ( π 01+ π 2μλ+μ= π 1)( π 2=(1+ρ)ρ π 0) π 0 1 π 2 μ λ μ π 1 π 2 1 ρ ρ π 0 ( π 1λλ+μ+ π 3μλ+μ= π 2)( π 3=(1+ρ)ρ2 π 0) π 1 λ λ μ π 3 μ λ μ π 2 π 3 1 ρ ρ 2 π 0 ( π 2λλ+μ+ π 4μλ+μ= π 3)( π 4=(1+ρ)ρ3 π 0) π 2 λ λ μ π 4 μ λ μ π 3 π 4 1 ρ ρ 3 π 0 and in general, k,k1: π k=(1+ρ)ρk1 π 0 k k 1 π k 1 ρ ρ k 1 π 0 .

Normalization: k =0 π k= π 0+ k =1(1+ρ)ρk1 π 0= π 0(1+(1+ρ) i =0ρi)= π 0(1+1+ρ1ρ)=1 k 0 π k π 0 k 1 1 ρ ρ k 1 π 0 π 0 1 1 ρ i 0 ρ i π 0 1 1 ρ 1 ρ 1 π 0=1ρ2 π 0 1 ρ 2 π k1=ρk1(1ρ2)2 π k 1 ρ k 1 1 ρ 2 2 Prarrival sees k jobs ahead of it=Prarrival in state k | arrival=Prarrival in state k & arrivalPrarrival=Prarrival in state kPrarrival Pr arrival sees k jobs ahead of it Pr arrival in state k | arrival Pr arrival in state k & arrival Pr arrival Pr arrival in state k Pr arrival Prarrival= k =0 π kPrarrival | state k= π 01+ k =1ρk1(1ρ2)2λλ+μ=1ρ2+ k =1ρk1(1ρ)2λ+μλλλ+μ=1ρ2+1ρ2 k =1ρk=1ρ2+1ρ2(11ρ1)=12 Pr arrival k 0 π k Pr arrival | state k π 0 1 k 1 ρ k 1 1 ρ 2 2 λ λ μ 1 ρ 2 k 1 ρ k 1 1 ρ 2 λ μ λ λ λ μ 1 ρ 2 1 ρ 2 k 1 ρ k 1 ρ 2 1 ρ 2 1 1 ρ 1 1 2 which could have been inferred directly since, for the system to be stable, half of the transistions must be arrivals and half must be departures (in the long run). Prarrival sees k jobs ahead of it= π kλλ+μ12=ρk(1ρ) Pr arrival sees k jobs ahead of it π k λ λ μ 1 2 ρ k 1 ρ What about departing jobs? Prdeparting job leaves k jobs=Prdeparture in state k+1 | departure=Prdeparture in state k+1Prdeparture=ρk(1ρ2)2μλ+μ12=ρk(1ρ)2λ+μμμλ+μ12=ρk(1ρ) Pr departing job leaves k jobs Pr departure in state k+1 | departure Pr departure in state k+1 Pr departure ρ k 1 ρ 2 2 μ λ μ 1 2 ρ k 1 ρ 2 λ μ μ μ λ μ 1 2 ρ k 1 ρ Hence, the probability that an arrival sees k jobs ahead of it is equal to the probability that a departure leaves k jobs behind it, which is equal to the probability that the system is in state k in steady-state.

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