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Probability II / Continuous-Time Markov Chains and Queueing Theory

Markovian Queues: The M/M/1 and M/M/s Models

This lesson specialises the birth-death stationary-distribution formula to the canonical queueing models — M/M/1 (Poisson arrivals, exponential service, one server) and M/M/s (ss servers) — the "M" standing for "Markovian" (memoryless) on both the arrival and service side. These are the models applied probability is most famous for, and they give closed-form answers for queue length, waiting time, and (crucially) the exact stability condition separating a queue that reaches equilibrium from one that grows without bound forever.
Learning objectives. By the end of this note you should be able to:
  • derive the M/M/1 stationary distribution and state Little's law application to it;
  • derive the M/M/1-with-finite-waiting-room and balking variants;
  • state the M/M/s stability trichotomy and compute its stationary distribution in concrete cases.

In this lesson

  1. The M/M/1 queue
  2. Variants: finite waiting room and balking
  3. The M/M/s queue

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