Fundamentals of Queueing Theory
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Persons
John F. Shortle, PhD, is Professor in the Department of Systems Engineering and Operations Research at George Mason University.
James M. Thompson is an Enterprise Architect at the Federal Home Loan Mortgage Corporation.
Donald Gross, PhD, is Professor emeritus, The George Washington University, and was Distinguished Research Professor of Operations Research and Engineering at George Mason University.
The late Carl M. Harris, PhD, was BDM International Professor and the founding chair of the Systems Engineering and Operations Research Department at George Mason University.
Content
Preface ix
Acknowledgments xi
About the Companion Website xiii
1 Introduction 1
1.1 Measures of System Performance 2
1.2 Characteristics of Queueing Systems 4
1.3 The Experience of Waiting 9
1.4 Little's Law 10
1.5 General Results 19
1.6 Simple Bookkeeping for Queues 22
1.7 Introduction to the QtsPlus Software 26
Problems 27
2 Review of Stochastic Processes 35
2.1 The Exponential Distribution 35
2.2 The Poisson Process 39
2.3 Discrete-Time Markov Chains 49
2.4 Continuous-Time Markov Chains 62
Problems 69
3 Simple Markovian Queueing Models 73
3.1 Birth-Death Processes 73
3.2 Single-Server Queues (M=M=1) 77
3.3 Multiserver Queues (M=M=c) 90
3.4 Choosing the Number of Servers 97
3.5 Queues with Truncation (M=M=c=K) 100
3.6 Erlang's Loss Formula (M=M=c=c) 105
3.7 Queues with Unlimited Service (M=M=1) 108
3.8 Finite-Source Queues 109
3.9 State-Dependent Service 115
3.10 Queues with Impatience 119
3.11 Transient Behavior 121
3.12 Busy-Period Analysis 126
Problems 127
4 Advanced Markovian Queueing Models 147
4.1 Bulk Input (M[X]=M=1) 147
4.2 Bulk Service (M=M[Y ]=1) 153
4.3 Erlang Models 158
4.4 Priority Queue Disciplines 172
4.5 Retrial Queues 191
Problems 204
5 Networks, Series, and Cyclic Queues 213
5.1 Series Queues 215
5.2 Open Jackson Networks 221
5.3 Closed Jackson Networks 229
5.4 Cyclic Queues 243
5.5 Extensions of Jackson Networks 244
5.6 NonJackson Networks 246
Problems 248
6 General Arrival or Service Patterns 255
6.1 General Service, Single Server (M=G=1) 255
6.2 General Service, Multiserver (M=G=c=_,M=G=1) 290
6.3 General Input (G=M=1, G=M=c) 295
Problems 306
7 General Models and Theoretical Topics 313
7.1 G=Ek=1, G[k]=M=1, and G=PHk=1 313
7.2 General Input, General Service (G=G=1) 320
7.3 Poisson Input, Constant Service, Multiserver (M=D=c) 330
7.4 Semi-Markov and Markov Renewal Processes in Queueing 332
7.5 Other Queue Disciplines 337
7.6 Design and Control of Queues 342
7.7 Statistical Inference in Queueing 353
Problems 361
8 Bounds and Approximations 365
8.1 Bounds 366
8.2 Approximations 378
8.3 Deterministic Fluid Queues 392
8.4 Network Approximations 400
Problems 411
9 Numerical Techniques and Simulation 417
9.1 Numerical Techniques 417
9.2 Numerical Inversion of Transforms 433
9.3 Discrete-Event Stochastic Simulation 446
Problems 469
References 475
Appendix A: Symbols and Abbreviations 487
Appendix B: Tables 495
Appendix C: Transforms and Generating Functions 503
C.1 Laplace Transforms 503
C.2 Generating Functions 510
Appendix D: Differential and Difference Equations 515
D.1 Ordinary Differential Equations 515
D.2 Difference Equations 531
Appendix E: QtsPlus Software 537
E.1 Instructions for Downloading 540
Index 541
