4.8.3 G/G/1 System

       We consider next a system consisting of a single server with independent and identically distributed user interarrival times, independent and identically distributed service times and unlimited queueing capacity. This is the G/G/1 system.
       Let us now call X the random variable that represents interarrival time and use fx(x), 1/lambda.gif (179 bytes), and sigma2.gif (521 bytes)x for the pdf, the expected value and the variance of X, respectively. Similarly, as we have already done, we shall use S, fs(s), 1/lambda.gif (179 bytes), and osquare.gif (1002 bytes)s as the corresponding symbols for the service times.
       Practically no easily usable exact results exist for this model because of the analytical difficulties that we outlined earlier. However, some useful bounds have been developed in recent years for the quantities Lbar.gif (304
bytes), Lbar.gif (304
bytes)q, Wbar.gif (557
bytes) and Wbar.gif (557
        For general G/G/1 systems (no restrictions on the interarrival or on the service time pdf's) a most useful upper bound [MARS 68] and a (much less useful) lower bound [MARC 78]  have been obtained. These bounds state that for the average steady-state waiting time in queue, Wbar.gif (557 bytes)q, we have

form4.92.gif (5757 bytes)

where Cs (= sigma.gif (182 bytes)smu.gif (189 bytes)) is the coefficient of variation for the service times [as used in (4.79a)] and, as usual, rho.gif (189 bytes) = lambda.gif (179 bytes)/mu.gif (189 bytes). The condition for the existence of steady state is rho.gif (189
bytes) < 1.
        That the lower bound in (4.92) is not particularly tight becomes obvious from the fact that, even at very high utilization rates (p doteq.gif
(899 bytes) 1), this bound is trivial (i.e., takes negative values) unless Cs > 1. But for Cs, to be greater than 1, it must be that the service time pdf must be "more random" than the negative exponential pdf (which has Cs = 1). This would be rather unusual in practical urban service system problems.
        Fortunately, a simple and quite tight lower bound has been obtained [MARS 68] for a particular subclass of G/G/1 queueing systems. This subclass, happily, encompasses most of the cases that one is likely to encounter in practice. The subclass of G/G/1 queueing systems that we refer to consists of those systems for which the interarrival time pdf  fx(x) has the following property: For all values of a constant to (geq.gif (61 bytes) 0), it is true that

form4.93.gif (3384 bytes)

Although (4.93) may appear complicated at first sight, it really imposes a very simple condition: if it is known that any given interarrival gap lasted more than a time t0, then (4.93) requires that the expected length of the remaining time, X - t0, in that gap be less than the unconditional expected length of the gap, *10 E[Xl (= 1 /lambda.gif (179 bytes)). One of the basic properties of the negative exponential random variable, as we know, is that (4.93) is an equality for this random variable.
        When condition (4.93) is satisfied, the following is true:

form4.94.gif (9803 bytes)

        As usual, the relationships Lbar.gif (304
bytes), = lambda.gif (179
bytes)Wbar.gif (557
bytes)q,   Wbar.gif (557 bytes) = Wbar.gif (557
bytes)q + 1/mu.gif (189
bytes), and Lbar.gif (304
bytes) = lambda.gif (179
bytes)Wbar.gif (557
bytes) hold, and thus upper and lower bounds can be obtained for the quantities Lbar.gif (304 bytes), Wbar.gif (557 bytes), and Lbar.gif (304 bytes)q, as well from the bounds above. To appreciate how good the bounds in (4.94) are, we can look at the form that (4.94) takes for the average queue length, Lbar.gif (304 bytes)q. We have

formpg228a.gif (2617 bytes)

which means that the difference between the upper and the lower bounds is (1 + rau.gif (189 bytes))/2, and since 0 < rau.gif (189 bytes) < 1, this difference is always between 1/2 and 1. loprobability distributions that have this property are sometimes referred to as Mecreasing mean residual life" (DMRL) distributions, for obvious reasons. Thus, we are able to determine the average queue length to within an accuracy of between 0.5 and 1 user (depending on the value of rau.gif (189 bytes)), which is truly excellent for any practical application. In fact, the two bounds, remarkably, get closer to each other, on a percentage basis, as rau.gif (189 bytes)rarrow.gif (63 bytes) 1, because  Lbar.gif (304 bytes)q then becomes large, and a difference of 1 between the two bounds is thus insignificant.
        It has already been stated that the case which satisfies condition (4.93) and, consequently, for which tight upper and lower bounds can be used is the most common in practice. The reason is that most "well-behaved" arrivaltime distributions satisfy (4.93). Such, for instance, would be the case for uniform or triangular or beta-type pdf's, which often are reasonably good approximations of many general interarrival time pdf's. Only a few common continuous random variables, notably those in the hyperexponential family, which are "more random"-informally speaking-than the negative exponential random variable (see Problem 4.16), do not, in fact, satisfy (4.93). In practice, it is usually simple to recognize those distributions which do not satisfy (4.93). This is especially true of random variables taking on discrete values only.
        Consider, for instance, the random variable Y with the probability mass function shown in Figure 4.14. For the value t0 = 1, we have

E[Y-t0 | Y > t0] = E[Y > 1] = P{Y=10*(10-1) =1.9 = 9

On the other hand, E[Y1 = 1. 1 + 1. 10 = 5.5. Therefore, (4.93) is not satisfied by random variable Y.

fig.4.14.gif (8083 bytes)

Heavy-traffic approximation. Another important practical result which is available for the G/G/1 system is known as the heavy-traffic approximation [KING 62]. As the name suggests, this is a result that applies for values of p which are close to 1 and, consequently, it provides estimates for waiting times when it is known that waiting times are large.

The heavy-traffic approximation states that when p rarrow.gif (63 bytes) 1, the distribution of steady-state waiting time in queue in a G/G/1 system is approximately negative exponential with mean value

form4.95a.gif (6889 bytes)

        This is a remarkable result, since it provides not just an estimate of a moment of waiting times but of the actual distribution itself under very general conditions.

        Note that the above expression for Wbar.gif (557
bytes)q is identical to the expression for the upper bound on ITV, for G/G/1 systems in (4.92). Thus, the upper bound of (4.92) improves as an approximate estimate of Wbar.gif (557
bytes)q as p rarrow.gif (63 bytes)1. From (4.95) and (4.94) we can also reach the following important practical conclusion:

The average waiting time for G/G/1 queueing systems becomes dominated by a (1 - p)-1 term under steady-state conditions, as the utilization ratio approaches 1. Thus, the type of behavior first indicated by the simple M/M/1 queueing system is also present for entirely general arrival- and service-time distributions.