Tutorials › Stochastic Processes › Comparing Arrival Reduction With Faster Service

The M/M/1 Queue · Tutorial 647 of 994

Comparing Arrival Reduction With Faster Service

See which M/M/1 performance measures respond equally to arrival reduction and faster service—and which depend on how the improvement is made.

Intermediate 10 min read

What You'll Learn

  • Define a stable M/M/1 intervention and distinguish queue waiting from total sojourn time.
  • Calculate utilization, mean delay, and sojourn-time deadline failure probabilities.
  • Compare equal absolute reductions in the arrival rate and increases in the service rate.
  • Explain why equal utilization does not imply equal delay or deadline performance.
  • Check intervention calculations against the underlying rate differences.

Two Ways to Reduce Congestion

Congestion in an M/M/1 queue can be reduced by changing the demand placed on the server or by increasing the server’s service rate. These interventions need not have the same effects on every performance measure. In particular, utilization alone does not determine mean sojourn time: the difference between the arrival and service rates matters too. A deadline comparison also needs a clearly specified deadline. Here, the deadline is for a customer’s sojourn time, the total time in the system, including both queueing and service.

Consider an M/M/1 queue on a probability space \((\Omega,\mathcal{F},\mathbb{P})\). Arrivals form a Poisson process of rate \(\lambda>0\), and successive service times are independent exponential random variables of rate \(\mu>0\), independent of arrivals. There is one server, customers are served in arrival order, and the queue has unlimited capacity. Let \((N_t)_{t\ge0}\) be the continuous-time process giving the number of customers in the system, with state space \(S=\{0,1,2,\ldots\}\), and let \((\mathcal{F}_t)_{t\ge0}\) be its natural history. The stable case is \(\lambda<\mu\). All steady-state measures below assume this condition and refer to a customer arriving in steady state.

Definition: The utilization is \(\rho=\lambda/\mu\). For a customer, the queue waiting time is the time until service begins; the sojourn time \(T\) is the time from arrival until service is complete. A sojourn-time deadline \(d\ge0\) is missed when \(T>d\). We compare interventions by recalculating each measure at the new rates, not by treating utilization as a complete description of performance.

Measures Used in the Comparison

In a stable M/M/1 queue, the stationary number in the system has probabilities \(\mathbb{P}(N_t=n)=(1-\rho)\rho^n\), for \(n\ge0\). These probabilities sum to one because \(\sum_{n\ge0}(1-\rho)\rho^n=1\). The steady-state arrival-observation property for Poisson arrivals (PASTA) means an arriving customer sees this same distribution. If the customer sees \(n\) customers, their sojourn time is the sum of \(n+1\) independent exponential service times of rate \(\mu\): the \(n\) customers ahead and that customer’s own service.

The following calculation gives the sojourn-time distribution. For \(s\ge0\), an exponential service time has Laplace transform \(\mu/(\mu+s)\); independence makes the transform of \(n+1\) such times \((\mu/(\mu+s))^{n+1}\). Averaging over the number seen on arrival gives

$$ \begin{aligned} \mathbb{E}[e^{-sT}] &=\sum_{n=0}^{\infty}(1-\rho)\rho^n \left(\frac{\mu}{\mu+s}\right)^{n+1}\\ &=\frac{(1-\rho)\mu}{\mu+s} \sum_{n=0}^{\infty}\left(\frac{\rho\mu}{\mu+s}\right)^n\\ &=\frac{(1-\rho)\mu}{\mu+s-\rho\mu} =\frac{\mu-\lambda}{s+\mu-\lambda}. \end{aligned} $$

The final expression is the Laplace transform of an exponential random variable of rate \(\mu-\lambda\); uniqueness of Laplace transforms identifies the distribution. Consequently, for \(t\ge0\), the mean sojourn time and deadline failure probability are

$$ \mathbb{E}[T]=\frac{1}{\mu-\lambda}, \qquad \mathbb{P}(T>d)=e^{-(\mu-\lambda)d}. $$

The mean service time is \(1/\mu\), so the mean queue waiting time is the mean sojourn time less the mean service time: \(\mathbb{E}[T]-1/\mu=\lambda/[\mu(\mu-\lambda)]=\rho/(\mu-\lambda)\). These formulas distinguish two effects: \(\rho\) measures the fraction of capacity used, while \(\mu-\lambda\) sets the rate in the sojourn-time distribution.

Theorem (Equal absolute rate changes): Suppose \(0<\lambda<\mu\), and choose \(0<\delta<\lambda\). Compare (i) reducing arrivals to \(\lambda-\delta\) while keeping service rate \(\mu\), and (ii) increasing the service rate to \(\mu+\delta\) while keeping arrivals at \(\lambda\). Both queues are stable. The two interventions give the same mean sojourn time and the same sojourn-time deadline failure probability for every \(d\ge0\). The arrival-reduction intervention has strictly lower utilization and strictly lower mean queue waiting time.

Proof. Write \(g=\mu-\lambda>0\) for the original rate difference. Under the arrival reduction, the new difference between service and arrival rates is \(\mu-(\lambda-\delta)=g+\delta\). Under the service increase it is \((\mu+\delta)-\lambda=g+\delta\). The formulas above therefore give mean sojourn time \(1/(g+\delta)\) and failure probability \(e^{-(g+\delta)d}\) in both cases, including \(d=0\).

The new utilizations are \(\rho_A=(\lambda-\delta)/\mu\) and \(\rho_S=\lambda/(\mu+\delta)\). Both denominators are positive, and \[ \rho_S-\rho_A =\frac{\lambda\mu-(\lambda-\delta)(\mu+\delta)} {\mu(\mu+\delta)} =\frac{\delta(\mu-\lambda+\delta)}{\mu(\mu+\delta)}>0. \] Thus \(\rho_A<\rho_S\). Mean queue waiting time is utilization divided by the rate difference. Since that difference is the same positive value \(g+\delta\) under both interventions, the lower utilization under arrival reduction also gives strictly lower mean queue waiting time. This proves all the claims. \(\square\)

The theorem is an exact comparison, not a general claim that either intervention is preferable. It compares equal absolute rate changes. A different change in rates can produce a different rate difference, and then mean sojourn time and deadline performance need not match.

Worked Example: Equal Rate Changes from a Busy Baseline

Suppose the baseline rates are \(\lambda=9\) and \(\mu=10\) customers per hour. Compare reducing the arrival rate by \(\delta=1\) with increasing the service rate by \(\delta=1\). Find utilization, mean queue waiting time, mean sojourn time, and the probability that sojourn time exceeds half an hour.

The baseline is stable because \(9<10\), and the rate difference is \(10-9=1\). After arrival reduction, the rates are \((8,10)\); the row of rates has difference \(10-8=2\), and utilization is \(8/10=4/5\). Thus mean sojourn time is \(1/2\) hour, mean queue waiting time is \((4/5)/2=2/5\) hour, and the deadline failure probability is \(e^{-2(1/2)}=e^{-1}\).

After faster service, the rates are \((9,11)\); the difference is \(11-9=2\), and utilization is \(9/11\). Mean sojourn time is again \(1/2\) hour, while mean queue waiting time is \((9/11)/2=9/22\) hour. The failure probability is \(e^{-2(1/2)}=e^{-1}\), as before.

Check: \(9/22-2/5=(45-44)/110=1/110>0\), so mean queue waiting is lower after reducing arrivals. Both interventions have difference \(2\), which verifies the equal mean sojourn time and deadline probability directly. Each rate pair is stable: \(8<10\) and \(9<11\).

Worked Example: Different-Sized Interventions

Suppose the rates are \(\lambda=6\) and \(\mu=8\) customers per hour. Compare reducing arrivals by \(1\) customer per hour with increasing service capacity by \(2\) customers per hour. For each intervention, calculate utilization, mean sojourn time, mean queue waiting time, and the probability of exceeding a half-hour sojourn deadline.

With arrival reduction, the rates are \((5,8)\). They are stable since \(5<8\); utilization is \(5/8\) and the rate difference is \(8-5=3\). The mean sojourn time is \(1/3\) hour, mean queue waiting time is \((5/8)/3=5/24\) hour, and deadline failure probability is \(e^{-3(1/2)}=e^{-3/2}\).

With faster service, the rates are \((6,10)\). They are stable since \(6<10\); utilization is \(6/10=3/5\) and the rate difference is \(10-6=4\). The mean sojourn time is \(1/4\) hour, mean queue waiting time is \((3/5)/4=3/20\) hour, and deadline failure probability is \(e^{-4(1/2)}=e^{-2}\).

Check: \(1/4<1/3\) and \(e^{-2}<e^{-3/2}\), since the exponential function is increasing and \(-2<-3/2\). Faster service performs better on these delay measures in this comparison because its intervention increases the rate difference from \(2\) to \(4\), whereas arrival reduction increases it only to \(3\). The utilizations are both below \(1\), consistent with stability.

Worked Example: Equal Utilization Does Not Mean Equal Delay

Return to baseline rates \(\lambda=9\) and \(\mu=10\). Reduce arrivals to \(15/2\), or alternatively increase service to \(12\). Compare the two new systems at a half-hour sojourn deadline.

For arrival reduction, utilization is \((15/2)/10=3/4\), and the rate difference is \(10-15/2=5/2\). Mean sojourn time is \(2/5\) hour, mean queue waiting time is \((3/4)/(5/2)=3/10\) hour, and deadline failure probability is \(e^{-(5/2)(1/2)}=e^{-5/4}\).

For faster service, utilization is \(9/12=3/4\), and the rate difference is \(12-9=3\). Mean sojourn time is \(1/3\) hour, mean queue waiting time is \((3/4)/3=1/4\) hour, and deadline failure probability is \(e^{-3(1/2)}=e^{-3/2}\).

Check: Both systems have utilization \(3/4<1\), but \(1/3<2/5\) and \(e^{-3/2}<e^{-5/4}\). Thus the faster-service system has shorter mean delays and fewer deadline misses despite the same utilization. The distinct rate differences, \(3\) and \(5/2\), account for that distinction.

Choosing the Right Comparison

To compare interventions for a particular queue, first state what is held fixed and how large each rate change is. Then check stability, calculate the new utilization, and calculate the rate difference separately. For a sojourn-time deadline \(d\), use \(e^{-(\mu-\lambda)d}\) with the rates after the intervention. A deadline for queue waiting alone is a different measure and must not be evaluated using the sojourn-time formula.

Common mistake: using \(1/\mu\) as mean sojourn time. In the first worked example, that calculation would give \(1/10\) hour at baseline and, after the service increase, \(1/11\) hour. Those are mean service times, not mean times in the system. The correct post-intervention mean sojourn time is \(1/(11-9)=1/2\) hour. The gap \(11-9\) accounts for queueing as well as service. Another tempting error is to conclude from equal utilization that two systems have equal delays; the third example disproves that by direct calculation.

Reducing arrivals can represent demand management, appointment smoothing, or redirecting some demand elsewhere; increasing service can represent faster processing or added capacity. The calculations quantify queue performance under the M/M/1 assumptions, but they do not assign costs to either intervention or account for changes in service quality or demand. Those considerations are needed to choose an intervention in practice.

Check Your Understanding

Use the stable M/M/1 formulas, and state which rate difference you use in each calculation.

  1. For \(\lambda=4\) and \(\mu=6\), find utilization, mean sojourn time, and the probability of exceeding a one-hour sojourn deadline.
  2. If both rates are changed by the same positive amount \(\delta\), once by reducing \(\lambda\) and once by increasing \(\mu\), which sojourn-time measures must agree? State the conditions on \(\delta\).
  3. For \(\lambda=5\) and \(\mu=8\), compare arrival reduction by \(1\) with a service increase by \(1\). Which intervention has lower utilization?
  4. Explain why equal utilization alone does not determine mean sojourn time.
  5. A calculation gives \(1/\mu\) as the mean time from arrival to service completion. Identify the quantity it computes and give the correct M/M/1 mean sojourn-time formula.