10 2307@2984059

Some Problems in the Theory of Queues
Author(s): David G. Kendall

Source: Journal of the Royal Statistical Society. Series B (Methodological), Vol. 13, No. 2 (1951),
pp. 151-185
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2984059
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Journalof the Royal StatisticalSociety
SERIES B (METHODOLOGICAL)
Vol. XIII, No. 2, 1951
SOME PROBLEMS IN THE THEORY OF QUEUES
By DAVID G. KENDALL
MagdalenCollege,Oxford
[Received January,1951]
[Read beforethe RESEARCH SECTION of the ROYAL STATISTICAL SOCIETY, March 21st, 1951,
Professor M. G. KENDALL in the Chair]
Summary
THEpaperopenswitha generalreviewofsomepointsin congestion theory,and continueswitha
simplifiedaccountofthePollaczek-Khintchine "equilibrium"theoryforthesingle-counterqueue
fedbyan inputofthePoissontypeand associatedwitha generalservice-time distribution. It is
pointedout thatalthoughthestochastic processdescribingthefluctuations
in queue-sizeis not
(ingeneral)Markovian,itis possibletoworkinsteadwithan enumerableMarkovchainifattention
is directed
to theepochsat whichindividualcustomersdepart(theseepochsforming a sequenceof
regeneration
points).
Theergodicproperties ofthechainareinvestigated
withtheaid ofFeller'stheory ofrecurrent
events; it is foundto be irreducible
and aperiodic,and the further classification
of the states
dependson theValueofthetraffic intensity,
p (measuredin erlangs). Whenp < 1 thestatesare
all ergodicand thesystemultimately settlesdown to a regimeof statistical equilibrium,
the
transition-probabilities
converging to the values givenby the equilibrium solution. When
p > 1 the statesare all transient,
and whenp has thecriticalvalue of unitythe statesare all
recurrent-and-null.Thepapercloseswithsomefurther generalcomments, witha re-interpretation
of Borel's theoryof "busy periods" in terms of the Galton-Watson "branchingprocess" of
stochasticpopulationtheoryand witha sketchof an argumentleading to the distributionof the
lengthin time of a busy period.
1. Introduction.-Thebest way of opening this discussion on the Theory of Queues would
have been to presenta short but balanced surveyof the literature. I had initiallythis aim in
mind,but soon foundmyselfunequal to thetask. It is not so muchtheextentas theinaccessibility
of the literaturewhichmakes the difficulty;many of the most importantarticleshave appeared
in technologicaljournals,and a UniversityLibraryis not thebestplace in whichto look forthem.
Instead, therefore,I shall discuss one or two simple problemswhich are characteristicof the
subject,and it is myhope that the deficienciesof the provisionallist of referenceswill be made
good by those takingpart in the subsequentdiscussion. If Fellows will let me have the details
of those papers which have been omitted,it will then be possible to compile a more adequate
bibliographyfor publicationin the Journal.
The Theory of Queues has a special appeal for the mathematicianinterestedin stochastic
processes because it providesa simple example whichis both (i) stationaryand (ii) (in general)
not Markovian. Apart fromYule's autoregressiveschemesthereare not many otherexamples
whichpossess properties(i) and (ii) and are at the same timeso easy to analyse. Thus one may
expect in studyingthe queue to gain insightinto other stochasticphenomena,and to acquire a
valuable facilityin the handlingof the relevanttechniques.
A furtherattractivefeatureof the theoryis the quite astonishingrange of its applications. I
do not propose to mentionmantyof themnow because I am sure that theirvarietywill become
VOL. XII. NO. 2. M
152 KENDALL-SomeProblemsin theTheoryof Queues [No. 2,
apparentfromthesubsequent discussion,butit wouldbe unforgiveable notto mention thatthe
firstmajorstudyof congestion problemsseemsto havebeenthatundertaken byA. K. Erlang*
in 1908at the suggestion of F. Johannsen (himselfa pioneercontributor to the subject),and
undertheauspicesoftheCopenhagen TelephoneCompany(whoseassociation withinvestigations
in the mathematical theoryof probability continuesto-day,to our greatbenefit).My own
interestin thesubjectarosefroma correspondence withF. J. Anscombeand J. Howlettabout
queuesoftaxisin stationyardsand ofcustomers in retailshops,and so forthemostpartI shall
use theterminology appropriateto thesehomelyexamples.
Let me beginwitha verysimpleproblem, onewhichalwaysturnsup in thediscussion ifit is
notdealtwithat theoutset. Supposethattaxisand (single)travellers arriveat a queueing-point
inindependent Poissonstreams,theexpected numbers ofarrivals
perunitoftimebeingrespectively
axand P. Starting fromzerothesize of thequeueat timet willbe q = m - n, wherem and n
are respectivelyPoissonvariableswithmeanvaluescxtand Pt. A positiveq meansthatthereis
a rankoftaxis,and a negativeq meansthatthereis a queueoftravellers;whenq is zerono one
is thereat all and supplyand demandhavereacheda momentary balance. If z = P thenthe
expectedvalueofq is permanently equal to zeroand onemightexpectthesystem to remainin a
balancedstate,butthevarianceof q is 2oct, withthetime. The
and thisincreasesindefinitely
differencebetweentwo independent Poissonvariableshas been discussedby Irwin(1937) and
by Skellam(1946)and theirresultsin thepresentnotationshowthatthechanceof therebeing
a positiveor negativeor zero "queue" notgreaterin absolutevaluethanQ is
e2-at IIil(2xt) + 1
quo Q -V(4ntact)' 1
whichtendsto zerowhent tendsto infinityforeveryfixedQ, however large. Thissimpleexample
displaysa behaviourcharacteristicof manystochastic phenomena;whensupplyand demand
exactlybalance,theexpectation-values ofthevariablesare liableto tella misleading
story.
I turnnowto an abstractdescription ofa simplequeueingsystem ofmuchwiderimportance.
Hereoneis concerned, notwiththematching ofsupplyanddemand, butwitha seriesofcustomers
demanding serviceat a singlecounterand waitingin turnto be served. ("Customer"is used
sense; in practiceit might,
herein a technical forexample,haveto be equatedwith"aircraft".)
To completethespecification one mustgivea carefulaccountof:-
(a) the input-process,
(b) the queue-discipline,
(c) theservice-mechanism.
The simplesthypothesis about the inputis one whichstatesthatthe customers arrive"at
random'(i.e.,in a Poissonprocess),thenumberofarrivalsin timet beinga Poissonvariableof
tla, say. The time-interval
expectation u betweentwo consecutivearrivalswill thenhave the
distribution
negative-exponential
eu/a dula (O < u < oo), . . . . * (2)
and successiveu-variables independent.This hypothesis

will be statistically will be adopted
throughout thepresentpapersave forsomeremarksabout moregeneraltypesof inputto be
madein ?5.
Thequeue-disciplineis theruleor moralcode determiningthemannerin whichthecustomers
formup intoa queueand themannerin whichtheybehavewhilewaiting. In thesimplest case
theyline up beforethe(single)counterand awaittheirrespective turns(thisis thehypothesis
whichwillbe adoptedhere). It shouldbe noted,however, thatone maywishto introduce the
possibilityof "extraordinarydepartures" (Palm, 1937; Jensen,1948,pp. 74-5) of customers
whohavebecometiredofwaiting (orofaircraft
whichhavebeendirected totryto landon another
airfield).I shallhaveverylittleto sayaboutthemuchmoredifficult problemwhichariseswhen
* Erlang'spapers(translated
intoEnglish)are includedin a memoirby Brockmeyer, Halstr0mand
Jensen(1948). Thisvaluableworkalso containsmuchinterestinghistorical and a detailedstudy
material,
(by Jensen)of Erlang'sworkfromthe standpoint of the moderntheoryof stochasticprocesses. An
accountof Erlang'sworkis also to be foundin the excellentsurveyof congestionproblemsgivenby
Fry(1928).
1951] KENDALL-Some Problemsin theTheoryof Queues 153
thereare several(sayN) counters,and it is onlyin thesecircumstancesthatmuchvariety in the
of thequeue-discipline
specification becomespossible. The customers maythenforma single
queue,themanat theheadmovingas soonas possibleto a vacantcounter. Alternatively (though
thereare yetotherpossibilities)
each customer on arrivalmaybe handeda ticketcarrying his
serialnumberm and directedto join thequeueformed up in frontofthejth counter,
where
m-j (mod N). . (3)
This meansthatthetotalinputis dividedamongtheseveralsub-queuesin a relatively simple
manner, and it is thenpossible(ifthetotalinputis Poissonian)to discussthebehaviour of one
of thesub-queues in isolationfromtherestofthesystem, itsowninput-processbeingof a more
generaltype(see?5). Therule(3) is rather butitsuseintroduces
artificial, a considerable
simplifica-
tionintothemathematical theory.In thispaper,however, exceptwherethecontraryis explicitly
stated,I shallbe concerned onlywithqueuesformed in frontofa singlecounter(N = 1).
Lastly,theservice-mechanism: letv denotethetimewhichelapseswhilea particular customer
is beingserved; I shallcall thistheservice-time, althoughin telephone-traffic
theory it is more
usual to call it theholding-time: It is naturalto supposethatthe successiveservice-timesare
statistically
independent ofoneanother andoftheinput,andthateachenjoysthesameprobability
distribution
dB(v) (O < v < so), . . (4)
say. Thereare twospecialcases of importance:
(i) (negative-exponential
service-time)
dB(v) e-vIb dv/b . . (5)
(ii) (constant
service-time)
B(v) = O (v <b); B(v) = 1 (v > b). . (6)
In eithercase b is themeanvalueof theservice-time;I shallreservethesymbolb forthis-use
alone,and I shallalwaysassumethatb is finite
and positive. Bothof(i) and(ii) wereconsidered
byErlang,and-healso employed an intermediatehypothesisinwhichtheservice-time distribution
has thex2-form
e- vk" dv (0 < v < o0.). (7)
Thishas an interestinginterpretation(of whichErlangwaswellaware)in termsof k successive

"phases"or "stages"ofservice;thesameidea can be applied- to a problemofpopulation growth
(Kendall,1948). It willbe noticedthat(5) and (6) are thelimiting formsof(7) whenk = 1 and
whenk tendsto infinity respectively.
A parameterofspecialimportance p _b/a; ina longperiodoftime,T,
is thetraffic-intensity,
therewillbe approximately Tla callsforservice, each ofmeanlengthb, and so p is theexpected
servicedemanded perunitof time,in "erlangs". (For thedefinition of thisdimensionless unit
see Jensen(1950). Properly it is nota unitat all, butan indication ofhowthepreceding figure
hasbeencalculated;in thisrespect itresembles theoctave,thedecibelandthestellarmagnitude.)
Whentheservice-time distribution has theform(5), (6) or (7) the"equilibrium" theoryis
duetoErlang,andhisresults areto be foundinthememoir byBrockmeyer, Halstr0m andJensen,
and in thebook by Fry(1928). The solutionto theproblemof thesimplequeuein statistical
equilibriumandwitha generalservice-time distributionwasgivenbyPollaczek(1930a)andKhint-
chine(1932). Pollaczek'spaperinvolvesveryheavyanalysisand makesdifficult reading,and
althoughKhintchine achieveda considerable simplification of theargument his paperis in the
Russianlanguageand an Englishtranslation appearsnot to be available;an accountof their
important resultsmaytherefore be founduseful,and one willbe givenin ?2. Beforeproceeding
to this,however,I wantto makeone or twocomments on an interesting
qualitativefeatureofthe
problem.
Supposethatthestateofa stochastic system at timet is describedbya randomfunction X(t);
thestochasticprocessis thensaid to be oftheMarkovtypeifa knowledge of thepresentvalue
of X(t) makesall information about its past historyirrelevant to a predictionof its future
behaviour.Sucha processmaybecomenon-Markovian if partof theinformation containedin
X(t)is suppressed, fora knowledge ofthepreviousbehaviour mayenablesomeofthesuppressed
information about the presentstateto be recovered.(The importance of thisfacthas been
pointedout byBartlett (1950); see also Ketidall(1950).) The congestion process(witha Pois-
sonianinputand a singlecounter)is Markovianifthepresentstateof theprocessis described
by thepair of randomvariablesq and vo,whereq is theinstantaneous queue-sizeand vois the
expended service-time of thecustomer at thehead of thequeue,butin general, it ceasesto be
Markovianifthestateof theprocessis measuredbythequeue-size alone.* The onlyexception
to thisstatement occurswhentheservice-time has a negative-exponentialdistribution;a special
and quitewell-known characteristic
property ofthisdistribution thenensuresthata knowledge of
theexpendedservice-time vois ofno predictive value.
Even witha generaldistribution of service-time,however, thestochastic processdescribing
thefluctuationsin queue-sizeis of thetypewhichBartlett and I (1951)havecalledregenerative.
"Regenerative process"is our (free)translation of Palm'sexpression, "Prozessemit begrenzter
Nachwirkung", and a stochastic processwillbe said to be ofthistypeifand onlyifit possesses
"regeneration points"(Palm: "Gleichgewichtspunkte"). An epochis a pointof regeneration
ifa knowledge ofthestateoftheprocessat thatparticular epochhas thecharacteristic Markovian
consequence thata statement of thepasthistory of theprocesslosesall itspredictive value. A
Markovprocess,therefore, is precisely
a processforwhichevery epochis a pointofregeneration.
In analysing a regenerative processtheidentification of its regenerationpointsis of funda-
mentalimportance, and a classificationof existingtechniques fromthispointof viewis of con-
siderableinterest(see,forexample,Bartlett and Kendall,1951; see also Ramakrishnan, 1951).
Theseideas have,of course,beencurrent in an implicitformformanyyears,butthefirstclear
formulation appearsto havebeenthatgivenin an important monograph byPalm(1943). More
recentlyFeller(1949b,1950)has developeda closelyrelatedtheoryof processesadmitting
"recurrent events".
For thecongestion process,whentheinputis Poissonianand whenthestateofthesystem is
measured bytheinstantaneous queue-size,theregeneration pointsaretheepochsat whichcusto-
mersleave,together withtheepochsat whichthecounterhappensto be free. An appreciation
ofthisfactwillthrowa gooddeal oflighton thesubsequent argumentt>s.
2. An elementary of theformulafor themeanwaiting-time
derivation in statisticalequilibrium.-
Supposethata queueformed in frontof a singlecounter is fedbya random(Poissonian)input,
p (= b/a)is lessthanunity,
and supposethatthetraffic-intensity so thattheinputdoesnotsaturate
the system.The epochsat whichthe customers leave are pointsof regeneration.Consider
such an epoch,and let q be the size of queue whichthe departing customerleavesbehind
him(thisnumber doesnotincludehimself, butit doesincludethepersonnextto be servedin his
place; of courseq couldbe zero). Let thenextpersonto be servedhavea service-time' v,and
duringthistimesupposethatr newcustomers arrive. Thenconditionally r is a Poissonvariable
of meanvaluev/a,and v has theservice-time distribution. When,thenextpersonleavesletq'
be thesize ofthequeuewhichhe leavesbehindhim. Thenin statistical equilibrium (ifsuchan
equilibrium solutioncan exist)the randomvariablesq and q' musthave the same marginal
theirmeanand meansquarevaluesmustbe equal.
and in particular
distribution,
The variablesq and q' are relatedbythefundamental formula
q' = max (q- 1,)?r, * (8)
whichit is moreconvenient
to writeas
q' = q -l+I . . . . . (9)
where8 = 8(q) is zeroforall non-zeroq, and 8(0)= 1. It is important
to notethefollowing
consequencesofthedefinition ofthefunction8(q):
82 = a and q(l-8)=q. . . (10)
I* Cf.Feller(1949a)(??8 and 9).
It willnowbe assumed(i) thatan equilibrium solutionexists,and (ii) thattheequilibrium values

of E[q] and E[q2] are finite.If thesefactsare acceptedas intuitively obviousthenthefollowing
derivationofthemeanwaiting-time is valid; otherwisea moredetailedinvestigation is necessary,
and thiswillbe givenlater.
On forming theexpectations of bothsidesof (9) it willbe foundthat
E[8] = 1 - E[r] = - b/a = 1- . . . . (11)
thisis thechancethat8 is non-zero;i.e., it is thechancethata departing leavesan
customer
emptycounterbehindhim. On squaringbothsidesof (9) and makinguse of (10) one obtains
q'2 = q2-2q(1-r) J (r-1)2 + 8(2r-1),
and nowon forming
expectations
(andnoting
thatr is independent
ofq and 8) it followsthat
E[r(r - 1)]
E[q] = E[r] r
b Var (v) + b2
a 2a(a - b) . . .(2
It is temptingto thinkthat the firstexpressionfor E[q] may be valid for more generalinput-
processes,butthisseemsto be a fallacy; the argumentbreaksdown because r and q will not then
be statisticallyindependent(some furtherremarks on more general input-processeswill be
found in ?5).
From (12) it is quite easy to pass to the expressionfor the mean waiting-time.
Suppose thata departingcustomerleaves q customersbehind him and let his own waiting-and
service-times
be respectivelyw and v. Then q is the numberof arrivals in a total time w + v,
and so
E[q] = {E[w] + E[v]}/a. . * * * . (13)
From this it will be found that
E[w] p {I + Var (v/b)}, .(14)
E[v] 2(1 - p)
and thisis equivalentto thePollaczek-Khintchine
formula.
It is convenientto expresstheresultin thisway,becausetheratioon theleft-handsideis a
useful"figure of demerit"forthesystem(it is theratioof themeantimespentwaitingto the
meanservice-time waitedfor). If themeanservice-time is keptconstantand if thefrequency
ofcallsforserviceremains thesamethenthevaluesofb and a willbe fixed,
and in thesecircum-
stancesit followsfrom(14) thatmaximumefficiency
willbe obtainedifand onlyif thereis no varia-
tionin theservice-time.
Witha negative-exponential
distribution
of service-times
theratio(14)
is equal to twice the minimumpossible value, and so in this sense a systemcharacterizedby a
negative-exponential distributionis workingat only 50 per cent.efficiency.
service-time
For a fixed
formof service-time on theotherhand,the"congestion-ratio"
distribution, (14)
is a constantmultipleof p/(l - p), and the situationcan then only be improvedby a reduction
of the trafficintensityp (i.e., by a reductionin the mean service-timeor by a reductionin the
frequencyof calls for service). This implies a cQrrespondingincrease in the fractionof time
(1 - p) duringwhichthe counteris unused,*so thatwhilea reductionin the value of p increases
in one respect,it automaticallyreducesit in another.
the efficiency
In practicethesesimpleprinciples
will not alwaysapply,or at leasttheirworking.
maybe
obscuredby a numberof second-ordereffects. For example,in some circumstancesa reduction
in the mean service-timemay resultin a proportionateincreasein the ntumberof calls forservice,
so that p would tend to stay constant. When this situationobtains the only way of improving
the system;is to-modifytheformof the service-timedistribution(in the directionof complete
* In a longperiodof time,T, the numberof arrivalswill be approximately Tla. A fraction

(1 -,p)
of thesewillon departingleavean emptycounterbehindthemand theensuing"slackperiods"willbe of
meanlengtha. Thismakesthetotal"slack"timeapproximately equal to T(1 Q).
-
156 KENDALL-Some Problems
intheTheory
ofQueues [No. 2,
at themeanvalue),butthesimpletheory
concentration would,of course,cease to applyif the
customer
disgruntled marched backto theendofthequeue.
immediately
Othersecond-ordereffects
whichprovidean automaticcontrolreducingcongestion below
thetheoretical
valueare:
(a) theprematuredepartureofcustomers
whobecometiredofwaiting;
(b) thediscouraging
effect
ofa longqueueon an incoming
customer;
to servemorerapidlya customerwho has a long queue waiting
(c) the tendency
behindhim.
Similarremarks applywhentheotherapplicationsarebeingconsidered, although thereare often
instructive ofdetail.
differences
If one.continues
to assumethatthesystem can maintainitselfin statistical
equilibrium,then
itispossibletodeveloptheprecedingargumentina fairly
obviouswayso as toobtainthestationary
distributions forthewaiting-time
w of an arbitrary
customer and thequeueq whichhe leaves
behindhim. The generating functionfortheq-distribution
is
H(z) E[zq] - (1- p)(l -z)

1 - z/K(z) '(5
and theLaplacetransform
ofthew-distribution
is accordingly
givenby
00
y(s) E[e-sw] j esw dC(w)
(1 p) ' p F- _(s) (16)

where
00
5(s) E[e--i- / e sv dB(v) . (17)
Jo
is theLaplacetransform
oftheservice-time
distribution
dB(v),and
K(z) (z) (18)

Fromtheseformulaeone can obtain(as Khintchine did) expressionsforthehighermoments (in
particular,thevariances)of the respective randomvariables. In any givencase thefunction
P(s)willbe specified,
andthenthedetermination ofthedistributionsthemselves raisesonlyinversion
problems ofa standardtype.
It is worthnotingthatwhens tendsto infinity through realpositivevaluestheexpression on
theright-hand sideof (16) tendsto thenon-zero limit1 - p. This indicatestheexistence of a
probability-concentrationof intensity1 - p at the pointw = 0; i.e., 1 -p is theprobability
thatan incoming customer willfindthecounterfreeand willaccordingly havea zero waiting-
time. It is interestingthattheprobabilityof a zerowaiting-time shouldbe independent of the
formoftheservice-time distribution;theformofthelatterdistribution will,however, affect
the
way in whichthe remaining amountof probability (p) is distributedoverthe open interval
0 < w < oo. Whentheservice-time is negative-exponential
distribution in formthecontinuous
component ofthewaiting-time is
distribution
ee Qwlcp dwlc (O < w < oo),
where
c = b2/(a - b).
Thisis one oftheformulae ofErlang,and thisand his corresponding solutionwhentheservice-
timesare constant
willbe foundin thememoirbyBrockmeyer et al. (1948)and in thebook by
Fry(1928).
I nowleavetheequilibriumtheory and turnto an investigation
oftheergodicproperties ofthe
congestionprocess. The difficl4lties
associatedwiththenon-Markovian oftheprocess
character
willbe evadedbyconcentrating attention on a MarkovchaiAi whichdescribes thebehaviour of

theprocessat an enumerable setofregeneration points.
3. The approachto equilibrium.-Intuition suggeststhatwhenthetraffic intensity p is less
thanunitythesystem shouldpossessthecharacteristic "ergodic"property of settling downafter
thelapseof a sufficiently longperiodoftime(or afterthepassageof a sufficiently largenumber
ofcustomers) intoan equilibrium modeofbehaviour independent ofitsinitialstate,andthatwhen
p > 1 no suchstability ofbehaviour is to be expected.I shallnowestablish the truthof these
conjectures (whensuitably formulated), and as a secondary consequenceof theinvestigation I
shallbe able to describethecuriousbehaviour ofthesystem whenp = 1.
Thenon-stationary behaviour ofthecongestion processhasbeenstudied byVolberg(1939a,b).
In theonepaperofhiswhich-Ihaveseenhe considered thegeneralproblemof a many-counter
queuegoverned by theruleof queue-discipline associatedwith(3), and his analysisis basedon
an integral equationtechnique.It seemspossiblethathis secondpapermayhaverathermore
in commonwiththemethodsusedhere,butI havehad no opportunity of verifying this. The
ergodicproperties of theMarkovianqueueingsystems studiedbyErlanghavebeeninv'estigated
byJensen (1948),and another(related)congestion problemhas beenconsidered fromthepresent
pointofviewbyM. H. Johnson (1950)in a privatelycirculatednote. I am verymuchindebted
to Mr.Johnson fortheopportunity of seeingthisaccountofhis work,and I hopethatwe shall
be'privileged to hearhimdescribeitto us laterto-day.
I shallstartfromthefactthatin a single-counter systemwitha Poissonianinputtheepochs
of departure are pointsof regeneration; thismakesit possibleto reduce.theproblemto one
concerning a Markovchainin "discretetime",and thisis despitethefactthatthecongestion
processitselfis notMarkovian. As before,let q and q' be thequeuesleftbehindbytwocon-
secutivelydeparting customers, and letPij be theprobability thatq' j whenit is giventhat
q = i. Then,ifoneagreesto considerthehistory ofthesystem as itwouldbe observedat these
epochsofdeparture, one is concerned withtheultimate behaviour of a Markovchainhavingan
enumerable infinityofstates, and forwhichthematrixofone-step is {pij}.
This is a stochastic matrix;thatis to say,'ithas non-negative elements and unitrow-sums.*
Theanalysis ofsuchchainswas begunbyKolmogorov (1936,1937),andimportant simplifications
and continuations of his workwerelaterpublishedby Doeblin (1939),Yosida and Kakutani
(1940),and Doib (1942, 1945). A completeand highlyoriginalpresentation of the subject
has recently beengivenby Feller(1950)withtheaid of his generaltheoryof recurrent events,
and itis precisely thisworkofFellerwhichmakesitpossibleto investigate theergodicproperties
of thecongestion processin a relatively elementary manner.
For thepurposesof thepresent papersomeof thegeneralproperties of Markovchainswill
be required andtheseI shallnowsummarise.
(i) Letpnij be theprobability ofan n-step transitionfromtheithto thejth state. As n
tendsto infinity, thepnijneednotconverge tolimitingvaluesintheordinary sense,butthey
alwaysdo so in thegeneralized (C, 1) sense(to limitsTfj,say).
(ii) The row-sums of thematrix{iij} satisfy theinequality
00
F, 7ssl<1 (i =0, 1, 29 ..........)
(19) .
i=o
and thesignof equalityneednothold. (If thesignof equalityholdsforeveryi, I shall
followFoster(1951)and saythatthesystem is non-dissipative.)
neednotbe identical,
(iii) The rowsof the7r-matrix and so theultimatebehaviour
of
thesystem maydependon itsinitialstate. In anycase,however, one willhave
- 7'Cia
Paj = T P ia 7CaS
I E J= 7'Cij
7'Cia7CaS * (20)
a=0 a=O a=O
foreveryi andj. It willbe noticedthatthe7r-matrix is alwaysidempotent.

Elegantand surprisinglysimpleproofsof theresults(i), (ii) and (iii) willbe foundin thepaper
of Yosida and Kakutaniwhichhas just beencited. In thepresentproblemall theextremes of
* Notethatthesecondsuffix identifies
thecolumn)
(denoting thenewstate, suffix
andthefirst (denoting
theoldstate. Thereverse
therow)identifies is sometimes
convention adopted.
158 KENDALL-SOmeProblemsin theTheoryof Queues [No. 2,
pathological behaviour are not realized, and to establish this fact two furtherresultswill be
needed.
(i)' The transition-probabilities
pn,j convergeto the limitsrrj in the ordinarysense if it
happens thatall the diagonal elementsof thep-matrixare positive.
(ii)' The systemwill be non-dissipative(so thatthe 7r-matrix will have unitrow-sums)
if
co
y- jPij < i . . . . . . (21)
j=O
foreveryi.
The firstof theseresultsis relativelya "deep" one; it followseasilyfromthetheorygivenin
Feller'gbookon notingthat(becauseofthestatedcondition) everystatein theMarkovchainis
necessarily "aperiodic".* (I owethishelpful remark to Mr.F. G. Foster.) The usefulcriterion,
(ii)' fornon-dissipation
is dueto Foster(1951); inwords,hiscondition requiresthattheexpected
increase'in is neverto be positive. In thesamepaperhe has givenone or twoother
state-label
conditions sufficient
fornon-dissipation,and I havegeneralized (ii)' to givea criterion
invariant
undera changeof state-labelling (Kendall,1951). It shouldbe observedthatneither of (i)' and
(ii)' makesanystatement aboutnecessary conditions.
The matrix{pij} defining the Markovchainassociatedwiththe congestion processhas a
particularlysimpleformt; it is
/0 1 2 3 4
0 ko k1 k4 k3 k4
O ko kL k2 k3 k4
2 ko kL k2 k3
3 . ko kl k2
4 . ko k
where
kr--E g e-v(a()dB(v) (r= 0, 1,2,. . .) . . . (22)
i.e., k, is the probabilitythat therewill be preciselyr new arrivalsduringa singleservice-time.

Noneof thek's can vanish,and so thediagonalelements
of thep-matrix
are all positive. The
resultis therefore
following an immediate consequence
of(i)':
Theorem1.-For thecongestionprocess+ then-steptransition-probabilities
pnfS converge
to limits7rj as n -- oc.
There is anothersimpleconsequenceof the formof thep-matrix; it can be seen at a glance that
thereis always a positiveprobabilityko that the systemwill move in a single transitionfroma
given(non-zero)stateinto the nextloweststate,and also thatany statecan be reachedin a single
transitionfromthe zero-state(q = 0). Accordinglyit is always possible to move fromone to
anotherof a givenorderedpair of statesin some finitenumberof stepswithpositiveprobability.
In the terminology of Feller's book the chain is irreducible(and aperiodic).
* TheperiodAoftheithstateis definedby Fellerto be thegreatest commondivisorof those values
of n forwhichpnjj > 0. WhenA = 1 thejth stateis said to be aperiodic,and Fellerhas shownthat nij
.thenexistsas an ordinary limitforeach valueof i.
t The occurrence in congestiontheoryof stochasticmatriceshavingthisparticularformwas first
noticedby M. H. Johnson;theyplayan important rolein hisowninvestigation
of non-stationary
queues
witha constantservice-time and a generalinput.
I It is to be understood thatthecongestion processhas herebeenredefined in termsof the Markov
chainhavingthe one-steptransition-probabilities pij. A completediscussionof the originalprocessin
"continuoustime"wouldbe muchlesselementary.
It hasjustbeenshownthatthelimits7ii existin theordinary
sense; I shallnextshowthat
eitherall are zero, or else all are positive. For let 7ab = 0. Then since
pnf+M+Nab > pMai pnN,b
.pN . . (23)
it followsthat
Tab > PMai
> i
Nb . . . (24)
foreveryM and N. Now forgivena, b, i andj it is possibleto chooseM and N so thatthe
in (24) are bothpositive,and thusthevanishing
p-factors of -ab mustimplythevanishing of
wilforeveryi and j.
Becauseof (19) and becausethek's forma probability
distribution
witha finite
meanvalue
p, thethreepower-series
K(z) _- E k, zr
r=O
00 a,
I -,K(z)
L(z) 1 1 zK(z) - Zr k
-z r=O s=r+l
and
00
H i(z) v Zi 7ri (iE= O, 1, 2, .. . . . (25)
=0
all converge when Jz I < 1. It followsfromAbel'scontinuity

absolutely theorem
that
lim K(z) = 1, lim L(z)= p
z--1
p1- -1-0
z--)z
and
lim H i(z) = H M() < I (26)
z->I -0
whenz approachestheunitpointalongtherealaxis fromtheleft. It is to be notedthatthe

K(z) is relatedto theLaplacetransform
function
generating r(s) of theservice-time
distribution
dB(v)bytheidentity
K(z) =r3(lz) (' z I1)< * * . (27)
a
As soon as dB(v)has beenspecified,
therefore,
thefunctions
K(z) and L(z) and thesequenceof
k's can be determined.
On multiplying
thejth oftheequations
a,
I TiaPaj = T:ij
a=O
byzi (whereI z I < 1) and summing

overall thevaluesofj (fora fixedvalueof i) one obtains
theidentity
lli(z) {1 - L(z)} = Tio K(z) (i = 0, 1, 2,.. ), . . . (28)
fromwhich(on lettingz -* 1 - 0) it followsthat
(I1-p) Hi(l) = 7io . . . . . . (29)
Now TiO and
Il()= E ij <1
j=0
and so 7io mustvanishif p > 1. Thiscompletes

are bothfiniteand non-negative, theproofof
Theorem 2.-If thetrafficintensityp is greaterthanor equal to one erlangthenthe
congestion processis completelydissipative,thelimits7fj beingequal to zero forevery
i andj.
of thisresultis as follows: if p > 1, thenas n tendsto infinity
The practicalinterpretation
thereis a vanishinglysmallprobabilitythatthenthdeparting customer willleavebehindhima
160 Problemsin theTheoryof Queues
KENDALL-Somne [No. 2,
queue of fewerthanQ waitingcustomers.(Here Q is fixed,butit maybe arbitrarilylarge.)

The mostinteresting
featureof theresultis the "unstable"character
of the systemwhenthe
inputis equal to the capacity(p = 1).
A moredetailedanalysisofthebehaviour of thesystem whenp > 1 willbe givenin ?4,and
theremainder ofthepresent
sectionwillbe devotedto a discussion ofthesituation
whenp < 1.
It is convenient
to write
c'
- z)K(z)
H(z)
q=h
hqZ ~ P))(l K(z) .- z
-1-p) lK(z) (30)

- 1 - L(z) (0
(thisis identical
withthefunction in ?2),and (28) thenbecomes
H(z) whichoccurred
IIi(z) = Tijo H(z)l(l - p) ( z < 1) . * . (31)
My aim willnowbe to establish
Theorem 3.-If thetraffic intensityp is less thanone erlangthen rij = hj forevery
i andj.
Thismeans-that whenp < 1, theprobability thatthenthdeparting customer leavesbehind
hima queueofsizeq approaches (as n tendsto infinity)a non-zero limith, whichis independent
of theinitialstateof thesystem.The limiting distribution withthatfoundby
{h,} is identical
Pollaczekand Khintchine in theiranalysisof the"equilibrium" problem, and in anyparticular
case itcan be foundbyexpanding thegenerating function H(z) in powersofz (it willbe recalled
thatH(z) is itselfdetermined as soon as theservice-time distribution dB(v)has beenspecified).
For example,iftheservice-time distributionhas thenegative-exponental form(5), thenn(s) =
1/(1+ bs) and so
K(z)=a + b-bz L(z) = b
and
H(z)= l
andthesizeofa queueleftbya departing

customer is thendistributed to thegeometric
according
law
(1 -p) pq (q = 0, 1, 2, .
(the"equilibrium"solutionfoundbyErlang).
In otherexamplesthecalculationoftheh'swillbe moretedious,butit is alwaysin principle
a straightforward
problemof power-series to notice(and thisin
expansion. It is interesting
factconstitutes
an importantstepin theproofof Theorem3) thatH(z) does alwaysgenerate a
genuineprobabiliiydistribution
whenp < 1. Thisfollowsfromtheexpansion
H(z) = (1 - p) K(z) E [L(z)]r
r=O
(thedoubleseriesbeingabsolutelyconvergentif p < I and I z I < 1), whichdisplaysthenon-
character
negative of theh's,and from(30) and (26) whichtogether implythat
lim H(z) = 1,
z-+1 -O
so thatbythegeneralized
Abeltheorem
co
I h, = 1. . . . . . . .(32)
q=O
I turnnowto theproofof Theorem3. On reversing whichled to (28) itwill
theargument
be foundthat
00
a0 ha Pai = hi (j = 0, 1, 2, . . . (33)
a=O
1951] KENDALL-SomeProblemsin theTheoryof Queues 161
fromwhichitfollowsthat
oo n
E ha paj = hj
a=o
foreveryn. Accordingly
N n
hi < Y Pai + Y ha
a=o a>N
N n
< Y- Pai +
a=0
forsomefixedlargeN, and nowon keepinge and N fixedand letting itfollows

n tendto infinity
that
N
hi < v raJ + Z
a=o
The h's are notall zerobecauseof (32),and e is arbitrarily.

small; it is therefore for
impossible
the7r-matrix to vanish.* Butit has alreadybeenseenthateithernoneor all of the7r'smustbe
zero,and so in factevery7fjmustbe positive.
The 7t-matrix is idempotent
and so
00
Y 7ia 7aO = 7so,

a=O
while(31) impliesthat
7ia = 7rioha/( -p); (34)
on combining
thesetwoidentities
one obtains
co
{(1 -P)7raO} O.
7io ha
a=o
From(29) and (19) itfollowsthat
7raO< (1 -p) (a = O,1, 2,. .
and so each termin thelast-written

infiniteseriesmustbe non-negative,and is therefore
equal
to zero.
Now 7riois notzero,andno hacan be zeroforotherwise
(from(34)) 7riawouldbe zero. Thus
7aO = 1-p foreach a, and (31) thenrequiresthat
IJi (z) = H(z) . . . . . . (35)
foreveryvalueof i. Thiscompletes theproofof thetheorem.
4. Thebehaviour of thesystem whenp > 1.-Tn ?3 f have shownthatthe 7r-matrix vanishes
identically whenthetraffic intensityp is greaterthanor equal to unity,and it mightat firstbe
supposedthatnothingof interest remainsto be said aboutthe Markovchainassociatedwith
thecongestion processin this(the"unstable")case. It is, however,possibleto drawa curious
distinction between thebehaviour ofthesystem whenp = 1 andwhenp > 1. Theideasinvolved
arethoseofFeller'stheory ofrecurrent and so itwillbe necessary
events, to givea briefsummary
of thebasisof his classificationof statesinto"transient"and "recurrent" types. Beforedoing
so it will be convenient to the readeralreadyfamiliarwithFeller'sworkif I givea formal
statement in his terminology
of themainresultofthissectionof thepaper.
Theorem 4.-The Markovchainassociatedwiththecongestion processis irreducible
and thestatesare aperiodic. The further classification
ofthestatesdependson thevalue
of thetraffic p (measuredin erlangs). Whenp is less thanunityall statesare
intensity,
ergodic;whenp is greater thanunityall statesare transient;in thecriticalcase whenp
is equal to unitythestatesare all recurrent-and-null.
* Heretheargument
is verysimilarto thatusedbyFoster(1951)and in factthenon-vanishing
of the
n-matrix
couldhavebeendeducedat oncefrom(33) and his Theorem2.
in theTheory
of Queues lNo. 2,
Theirreducibility of thechainmeansessentially that,givenanyorderedpairof states(which
neednotbe distinct), thereis alwaysa positiveprobability thatthesystem willmovefromthe
firstto thesecondstatein somefinite number ofsteps,and itimpliesthateverystateofthesystem
is of thesame"type"(see Feller'sbook,p. 322). It willtherefore be sufficient
to explainthe
situation (and to provethetheorem) in relationto thezero-statecharacterized bya zeroqueue-
size and a freecounter.
The aperiodicity of thechainhas alreadybeennoted; in orderto explainthebasis of the
further it is necessaryto introducetheprobability
classification fnij thatthe system (initially
in statei) willmoveintostatej forthefirsttimewiththenthstep(in similarly fntithe
defining
initialresidencein thestatei is to be disregarded).Despiteits obviousintuitive relationship
withthecomponents of thep-matrix it is usefulto havea purelyarithmeticaldefinitionoffnij,
and a recursive one is providedbythepairof statements
fii-_fli =pii and fnl+ =- Piaf nai . . . (36)
a =rj
wherethesummation is to be performed
overeveryvaluesavej ofthedummy a. It is then
suffix
a simplematter
to showthat
0 < 6 1,. . . . . (37)
and that
00
F,j E f n,j1< I (38)
n=1
so that,in particular, 0 < Fzi < 1. WhenFii = 1, Fellerdescribestheith stateas recurrent;

whenFii < 1, itis transient.It can also be said thatthereturn to a recurrent stateis "certain"
and thatthereturn to a transient stateis "uncertain",thequantity Fii beinginterpreted as the
probability of a return,sooneror later,to theithstate.
In an irreduciblechainall statesbehavesimilarly in-thisrespect,and ifin additionthechain
is aperiodic(as here),thestates,ifrecurrent, are eitherall ergodicor all null. In thefirstcase
the7r-matrix consistsof a setof identicalrowseachwithrow-sum unity,and no rij can vanish.
In thesecondcase the7r-matrix vanishesidentically.The 7r-matrix also vanishesidentically for
an irreducible chainin whichthestatesare transient, and so theresultsobtainedin ?3 areinsuffi-
cientto distinguishbetween thenull-recurrent behaviour whenp = 1 and thetransient behaviour
whenp > 1. Theydo, however, makeit plainthatthechainis ergodicif,and onlyif,thetraffic
intensityp is lessthanunity. To complete theproofofTheorem4 it is therefore onlynecessary
to showthatthechainis recurrent whenp < 1, and thatit is transient whenp > 1.
The practicalinterpretation of the distinction betweenthe behaviourof the systemwhen
p = 1 and whenp > 1 has to be formulated witha littlecare. (Theuse oftheword"practical"
in thiscontextrequiressomeapology; clearlyone wouldneverin practicerealizetheprecise
balanceimpliedby thestatement thatp = 1.) Supposefirstthatthetraffic intensityhas the
criticalvalueof one erlangand supposethata customer has just departedand has leftbehind
himq0customers waitingor beingserved. When1, 2, 3, . . . further customers havedeparted
let the numbersof customerssimilarly.
leftbehind be q1, q2, q3 and so on. Then the resultsof
?3 showedthat
lim prob qn > Q}= 1 . . . (39)
n-boo
however
largethe (fixed)numberQ maybe,and it willnowbe shownthat
lim prob{{q,, q2, , qn, > 0} = 0, . . . . (40)
n-> oo
so thattheprobabilitythatthecounter willremainpermanently busyis vanishingly

small. When
thetraffic
intensityis greater thanone erlang(39) is stilltrue,butthevalueof thelimitin (40)
is thenpositive
(though stilllessthanunity),
so thatthereis an appreciablechancethatthecounter
willneverbecomefree.
Theequivalentstatements in theF-notationare
Fio = 1 for every i, when p =1 . . . . (41)
and
O < Fio < I for every i, when p>I . . . (42)
and the proofsof (41) and (42) will be givenin a moment.* The resultsneeded to completethe
proofof Theorem4 followfrom(41) and (42) on puttingi = 0, and on notingthat all statesin
the chain are necessarilyof the same type.
Feller's theorygives a completeand elegantaccount of the statesin a Markov chain and it
enables one to surveyexhaustivelyall the possible types of behaviour. It does not, however,
provideone witha diagnosticprocedure,and when one is faced withthe problemof identifying
the haturesof the statesin some specificchain,it is usually necessaryto employsome more or
less ad hoc method. I shall now describe a systematictechnique for distinguishingbetween
transientand recurrentstateswhichis relatedto a methodof matrix-modification suggestedin a
similarcontextby Bartlett(1950); it seemslikelyto be of fairlygeneralapplication.
I shall presentthe method in a formwhich can be applied to any Markov chain with an
enumerableinfinity of states,and it will be necessaryto introducea new item of notation. I
shall writecpyijfor the n-steptransition-probabilityin the modifiedMarkov chain in whichthe
zero-state has been made "completelyabsorbing",all transitionsout of the zero-state being
forbidden. When n = 1 the 9-matrixthereforediffersfromthep-matrixonly in the elementsin
the top row, and it is, in fact,
, 0 1 2 3
0 1
I Pio Pii P12 P13
2 P20 P21 P22 P23
3 30 P31 P32 P33

The special role of the zero-statein the followingdiscussionis not essentialto the argument;
anystateon whiohinterestis centredcan be giventhislabel, and itsnaturestudied. It is important
to notice that in the modifiedchain the zero-stateis aperiodic (because ypoo
is positive),and so
fromFeller's generaltheory
7* so lim cpio
n->oo
existsforeveryi. It will furtherbe noticedthat 7*oo = 1.
The method depends on two simple theorems,each of which has an obvious intuitive
"meaning".
Theorem5.-In any enumerableMarkov chain the zero-statewill be recurrentif and
onlyifFio = I foreveryvalue of i whichis different
fromzero and such thatPoi is positive.
This resultis implicitin Feller's work (see, forexample,p. 325 of his book), and an arithmetical
proofis easily givenon notingsuccessivelythat
n+1 n
E ft oo = foo + - Y Poaftao,
m=1 m=1 a*O
Foo = foo+ Poa Fao

a*O
and
I -Foo = Y Poa ( -Fao). . . (43)
a(*O
Each termin the last series is non-negative(from(38)) and so Foo will be equal to unityif and
onlyif
Poa (1 - Fao) = 0
foreach a > 1.
* The proofof (41) terminates thissectionwillbe concernedwith
withequation(45), and thereafter
theproofof (42).
Theorem
6.-In anyenumerable
Markovchain
Fio = (i> 1),
wherethesymbolon therightis an ultimate
transition-probability Markov
forthemodified
chainin whichthezero-state
is "completelyabsorbing".
The twotheorems together enableone to determine
the(recurrent natureofa given
or transient)
a singlecolumnofthe7t-matrix
statebyevaluating fortheappropriately
modifiedchain.Theorem
6 is an immediate
consequence of theidentity
n
I ft`O = 9'io (i > 1), . . . . . (44)
m= I
whichis triviallytruewhenn = 1. Assumingthetruthof (44) forsomeparticular
value of
n > 1, itstruthin generalcan be established
byobserving
that
n+1 n
Z fm iO = fio + v Z Piaftao
m=1 mn=1 a*O
= ?iO 0noo+ Y ?ia ?nao = '?n+ iO

a*O
wheni > 1.
Theorems5 and 6 willnowbe usedto showthattheMarkovchainassociatedwiththecon-
gestionprocessis recurrent
whenp < 1. As has alreadybeenexplained, it willbe sufficient
for
thispurposeto showthatFoo= 1,andsinceeveryelement inthetoprowofthep-matrix is positive
therequiredequalitywillholdifand onlyif 7i9o = 1 foreveryi > 1.
The diagonalelements of the 9p-matrixare all positiveand so each limitT*ij existsin the
ordinarysense. It willbe usefulto displaytheformofthe p-matrix,
/0 1 2 3 4
0 1
1 ko k, k2 k3 k4
2 . ko k, k2 k3
3 . . ko k, k2
4 . . ko k,
and a littleconsideration
of thiswillmakeit clearthat9'%jO is a monotone-increasing
functionof
n foreachi. Moreover, thezero-stateis accessiblewithpositiveprobability fromeveryother
statein somefinite numberof steps,and so ?n"o iS positiveifn is sufficiently
large; thisshows
thatTc*iois positiveforeveryvalueof i (in particular,
Tc*oo= 1). Now the7*-matrix is idem-
potent,and so (foreveryi)'
7 iO = 7* iO+ z Tia 7*aO,
a*O
fromwhichit followsthattheTc*-matrix
is identically in theextreme
zerosavefortheelements
left-handcolumn (all of whichare positive). So far no appeal has been made to the value of the
trafficintensity,
p.
It is nowto be observed
thattherow-means
ofthe9-matrix
are
00
y- 1Po,= 0
J=0
and
00
v j ij = i(-p) > 1),
o
,-o
intheTheory
ofQueues 165
so thatFoster'ssufficient
conditionfornon-dissipation
is satisfied
if p < 1. Withthislimitation
on thetraffic
intensity, therow-sums
therefore, of the7*-matrix willbe equal to unityand so*
(byan appealto Theorems 5 and 6)
Fio = w*jO= 1 foreveryi (p < 1). (45)
Thiscompletes theproofof(41),andshows,in particular,

thatthechainis recurrent
whenp < 1.
Finallyitis necessary
to establish
thetruthof(42),fromwhichitwillfollowthatthechainis
transient
whenp > 1. Becauseof Theorem5 it willbe enoughto provethat
O < Fio = c*io< 1 foreveryi > 1 (p > 1), . . . . (46)
and it is clearthatFoster'scriterion
willbe of no assistance
herebecauseit does notprovidea
necessaryconditionfor non-dissipation. In orderto obtaintheresult(46) a ratherdifferent
technique is required.
Let a new("condensed")Markovchainbe defined withtheone-steptransition-probabilities
ioj --oj, 4ij-= (i > 1), . . . . . (47)

so thatthe+-matrix
has theformt
/0 1 2 3
0 1
1 9l110 111 9112 1l13
2 9220 9221 9222 9223
3 Cp330 9331 *9332 9333
The first
taskis to showthat
< 4)io
9tPnio (n 1, 2, 3,. . .) * (48)
truewheni = 0. Whenn = 1, thetruthof (48) is
foreveryvalueof i. The resultis trivially
a simpleconsequence of themonotone-increasingcharacterof y'ljo (forincreasing
n); suppose
therefore
that(48) is trueforsomeparticular valueof n > 1. Then,ifi > 1,
9pn+l+o< pn+iO= '9iiapno

a=O
< = 4)n+1iOs
Y- tIiaQJ%O
a=O
and thiscompletes
theinductive
proofof theinequality.
NextI shallprovethat
00
Z Za pnia = Zi [K(z)/z]n . . . . . (49).
a=O
when I z I < 1 and i > n, whereK(z) is the power-seriesdefinedin (25). The resultis trivially
* This could have been inferred fromgeneraltheorems about "cascade processes"givenby Foster
(1951); see, in particular,
theremarkassociatedwithhis equation(10').
t It is easy to show by inductionthat cpnj = pn,, (all i > n), and so 4,j = pii (i > 1).
intheTheory
of Queues [No.2,
valueof n > 1. Then
thatit is trueforsomeparticular
truewhenn = 1; supposetherefore
00 00 00
ZaZpn4-1. = Izp (pn# E za-P
a=O =O a=O
E Z# I?n ij E Zs-' ks
,#=1 s=O
=z Z#qpn,#
[K(Z)/Z] = Zi [K(Z)lz]n+1
,6=0
if i > n + 1 (becausethenpnio= 0). Thiscompletes proofof (49), fromwhich,

theinductive
on writingn = i, one obtains
00 00
E Za cpia Y_ Za 4ia = [K(Z)] (i > 1, I z I < 1). . . . (50)
a=O a=O
is definsd
If thesequence{_7n} recursively
bythestatements
o1= lo=Plo = ko and N + = K(i)n) . . . . (51)
so that0 < iN < 1 foreveryn, then
4Jni = (0') * * * . (52)
foreveryn and i. Thisis trivialwheni = 0; it followseasilyfrom(50) whenn 1 and i > 1;

and if(52) holdsforsomeparticularvalueof n > 1 then
00 00
)nAlO = y
'h,a qnaO = - (Nn)a ?q= [K(Nn)]=
0 (In+])i (i >1),
a=O a=O
stepwhichshowsthat(52) is trueforeveryn.
an inductive
FromtheresuLtsof thelastthreeparagraphs it followsthat
no < ' nio = (,'nYt * * (53)
and fromtheaperiodicity in thecondensed
of thezero-state chain(%00is positive!)it is known
that4n%otendsto a limitas n tendsto infinity.It followsthatthesequence{,Jn} mustconverge
to a limitn (say)satisfying
0 < ?< 1 and K(n~)= .
processes.*It is
familiarfromthetheoryof branching
One can now adapt an argument
knownthat
0 < ko = K(O) < 1,
and that
K'(1 - 0) = p > 1,
and so theequationK(x) = x has precisely one rooti in theinterval 0 < x < 1 in additionto
the root at x = 1. It followsthateitherr or X = 1, and it is not difficult
= to show thatthe
secondalternative is impossible.For
= K(O) < K(,) =
andtheassumptionthatIln < , forsomeparticularvalueofn implies(becauseofthemonotone-

ofK(x) on thepositiverealaxis)that
character
increasing
Tn + 1=K(_7n)K() < M
Thus,byan inductive
argument,
TN <
? forall n, andso n < < 1. Thisexcludesthepossibility
that I = 1, and so = .
* See,rorexample,
pp.223-7ofFeller'sbook.
thelastresultwith(53), it followsthat
On combining
O < Fio = r*io < it < 1 i>1)
whichwas to be proved.
5. Someclosingremarks.-InthispaperI havehad verylittleto say aboutthemuchmore
difficultproblems associatedwiththe"compound"queueformed in frontof N counters,where
N > 1. A greatmanywriters (fromErlangonwards)havediscussed questionsofthiskind,and
particular reference shouldbe madeto theseriesofpapersbyPollaczek(ofwhichthatpublished
in theAnnalesde l'Institut HenriPoincare(1946c)is especiallyuseful;it includesa summary of
Pollaczek'searlierwork). Theruleof queue-discipline associated with(3) wouldinmostapplica-
tionsrepresent a veryinefficient
procedure, butpresumably itis notaltogether to some
irrelevant
of thetelephone trafficapplications wherethequeue-control maybe effected by an automatic
switching in theliterature.It also providesan
device; it has receiveda good deal of attention
interesting linkwiththetheory ofthesimplequeuefedbya "regenerating" input.
If the service-times are distributedin the negative-exponentialdistribution(5) and if the
intervals betweenarrivalsare statisticallyindependent,any one such"arrival-interval" u being
distributed according to an arbitrarylaw
dA(u) (O< u<
u o)
withmeanvaluea, thenan analysisparallelto thatgivenin thepresent paperis possible. This

is a consequence of thefactthattheepochsof arrivalare nowpointsof regeneration, so that
ifq is thenumberof customers at theservice-point who takeprecedence overa newly-arriving
customer, and if q' is the numberof customers who similarly takeprecedence overthenext
arriving customer, thenq -* q' is a one-steptransition in an enumerable Markovchainwhich
describes thehistory ofthesystem at thisnewset-of regeneration points.
I havenotattempted to construct theergodictheoryfortheMarkovchainassociatedwith
a regenerating input,and I do notproposemakingmorethana fewverygeneralremarks about
ithere. In thefirst place,thecompoundqueuehaving(3) as itsruleofqueue-discipline presents
a problemwhichis readilysolublewhentheoverallinputis Poissonianand theservice-times
have* a negative-exponential distribution,becausetheneach sub-queuecan be considered inde-
pendently, theappropriate fraction of theinputbeingof theregenerating typewithan arrival-
timedistribution oftheform(7) (theparameter k beingequatedto thenumber ofcounters, N).
If theassumption of a negative-exponential distribution of service-timesis dropped, thenthe
problem becomesinstantly verymuchmoredifficult, and itis possibleto givea rather interesting
reasonforthis. Withperfectly generalinputandservice-time theonlyregeneration
distributions
pointsfortheprocessare:
(i) epochsat whichan arrivaland a departure occursimultaneously;
(ii) epochsat whicha newcustomer arrivesand findsthecounterfree.
Nowepochsoftype(i) areinfinitely rare(unlessinput-andservice-time arebothperfectly regular)
and whileepochsof type(ii)willoccurfromtimeto time,it is no longerpossibleto bridgethe
gap between one regeneration pointand thenextin anysimpleway(thisis, ofcourse,essential
ifthematrixof one-step is to be constructed).
Queueswithan (apparently) verygeneralformof inputhavebeenconsidered by G. E. Bell
and his fellow-workers, butlittleof theirextremely interestingworkhas so farbeenpublished.
Bell (1949)has givena generalsummary ofpartofit (including someoftheconclusions arrived
at byG. Templewiththeaid ofa specially developed technique),and hispaperhas beensupple-
mentedbya number of departmental reportsbythestaff oftheMinistry of CivilAviation(one
of these,by M. H. Johnson, has alreadybeenreferred to here). I am mostgrateful to Mr.
Johnson forallowingmeto see theseprivateaccouints oftheirwork; it wouldnotbe properfor
meto attempt to summarize it,butI verymuchhopethatthepersonsconcerned willdo so them-
selvesin the subsequent.discussion. One pointcould perhapsappropriately be mentioned at
thisstage,however, forit refers to a matter discussedat lengthin.Bell's 1949paper. Thiscon-
cernstheassumption of a fixedservice-(or holding-)time in conjunctionwitha variety of rather
generalassumptions about theinput. I strongly suspectthatwiththeseassumptions someof
VOL. XIm. NO. 2. N
theresultsgivenbyBellcan be onlyapproximations to thetruth,thoughtheywillbe exactifthe
inputis Poissonian.The difficulty can be statedin termsof regeneration-points (as above),or
alternativelymyobjectioncan be illustrated by explaining whyI now maintain(afterhaving
beenmistaken aboutthisforsometime)thatthearguments givenherein ?2 can notbe extended
to coverbotha generalinputand a generalservice-time. If thesearguments are re-examined it
willbe seenthata criticalstepis theobservation that-
(a) thequeue-size following thedeparture ofa customer,
(b) thenumber ofpersonsarriving duringthenextcompleted service-time,
are statistically
independent.Thiswillbe trueiftheinputis Poissonian, butwithmoregeneral
typesof inputone wouldexpecta statistical dependence between(a) and (b) whichwouldhave
tobe takenintoaccount. I expectto betoldthatnothing morethanan approximation is required
in theaircraft problem, butI thinknonethelessthatthedifficulty I havesketched is a realone,
and worthy of study.
Beforeleavingthequestionofa moregeneralinputI shouldliketo drawattention to a paper
by Kolmogorov(1931),whoconsidered themany-counter problemwitha negative-exponential
service-time and a variablePoissonianinput. In thisand in similarproblemstreatedin an
important memoirbyPalm(1943)thewholecharacter ofthesystem is allowedto varywiththe
time; forexample, thetraffic
intensity maybe suddenly raisedorsubjected toa periodicvariation.
Yetanother typeofinput-process resultsfromtheassumption thatthepopulation ofcustomers
is finite
and equalin number to M, say. If theycall forservicein a randommanner theinput-
process(whileq customers arewaiting or beingserved)willbe Poissonian, butwilldependon the
valueofq, theexpected number ofarrivals perunittimebeing(1 - q/M)/a. Whenever a customer
arrivesor departsthetraffic intensitychangesdiscontinuously, and theinputceasesaltogether
forso longas q has itsmaximum valueM. The situations ofthissortwhichoccurin telephony
are fullydiscussedin thebooksbyFry(1928)and Brockmeyer et al. (1948). A relatedproblem
occursin connection withtherepairto industrial machinery;forthissee Khintchine (1933),
Wright etal. (1936),Palm(1947),Feller(1950)andAshcroft (1950).
The differentpeopleassociatedwitha queueingsystem willassessitsmeritsand demerits in
differentways. The customer willbe mostconcerned withthewaiting-time, themanagement
maypay particular attentionto thequeue-size, and thepersonoperating theservice-mechanism
maybe mostinterested inthelengths ofslackandbusyperiods. It hasbeenseenthatinstatistical
equilibrium one shouldexpectthecounter to be unoccupied foran averagefraction (1 - p) ofa
giventime-interval (wherep is thetrafficintensityinerlangs),butitis possibleto saya gooddeal
morethanthis. If thecounteris freeat t = 0 and a customer arrivesat thatinstant, and ifthe
counterremainsoccupieduntilt = T (whena customer departsand thereis no one to takehis
place),I shallcall theinterval(0, T) a busyperiod. Busyperiodsalternate withslackperiods,*
andwithaPoissonian inputitcanreadily be seenthata slackperiodstarting at t 0= willterminate
at theepocht = T', wheretherandomvariableT' has thenegative-exponential distribution
e-T'IadT'Ia (O < T'< oo). (54)
ofthelengthofa busyperiodis rather
The distribution morecomplicated, however.
An analysisof thebehaviourof a simplequeue fromthisstandpoint was givenin a very
paperby Borel in 1942. He assumeda Poissonianinputand a fixedservice-time,
interesting
andhe obtaineda mostelegantexplicitformula forthedistribution ofthelength ofa busyperiod
in termsQfthenumberof participating customers.Thereis no difficulty in extending
his dis-
cussionto covera generalservice-time as soon as it is realizedthattheproblemis
distribution
closelyrelatedto a famousone in thetheoryof stochastic
population growth.
Let thecustomer whosearrivalinitiates
thebusyperiodbe calledthe"ancestor";he consti-
tutesthezero-order "generation".Duringhisservice-time letnl further customersarrive;'they
constitutethe first-order
generation.Duringtheirtotalservice-time let n2 further
customers
arriveto formthesecond-order generation,and so on. The busyperiodterminates whenthe
"family"becomesextinct;tWLe lengthofa busyperiodas measured byBorelis thetotalnumber
* A rather distinction
similar between occursin Ashcroft's
"clear"and"repair"periods discussion
(1950)ofthemachine-servicing
problem.
1951] KENDALL-Some Problemsin theTheoryof Queue.s 169
ofpersonsin thefamily (includingtheancestor),and itslength in timeis equal totheaggregate of

all theirrespectiveservice-times.
It willbe seenthatwiththeassumption of a Poissonianinputtheseveralpersonsin the rth
generation producetheir"children"independently. The problemis thusabstractly identical
withtheproblemof theextinction of surnames firstquantitativelydiscussedbyFrancisGalton
and theRev. H. W. Watsonin 1873. The firstexacttreatment was givenby Steffensen (1930,
1933) afterthe problemhad been proposedindependently by Erlang(not,so far as I am
aware,inconnection withcongestionproblems) and therehave beena numberof morerecent
discussions.*
In thepopulation problemthecharacter ofthesolutionchangesradically whenthereplacement
rateincreasesthrough thecriticalvalue of unity. In Borel'sproblemthereplacement rateis
equal to theexpected number ofarrivalsina singleservicetime,and so itcoincides withthetraffic
intensity, p,whenthisis measured inerlangs. Thisthrows an interesting lighton theroleplayed
bythecriticalvaluep = 1 in thecongestion theory,and it was ofcoursethepopulation analogy
whichsuggested the"condensation" technique whichI introduced in ?4 in orderto establishthe
transience of theMarkovchainwhenp > 1.
Borel'sdiscussion ofthenumber ofcustomers servedduringa busyperiodcorresponds to the
discussions byHarris(1948)and Good (1948)of thetotalnumberofpersonsin all generations.
Ofequal interest is thelengthin timeof a busyperiod. The determination ofitsdistribution is
a moresophisticated problemthanthatdealtwithin ??3and 4, and I shallonlygivea rough
sketchof a solution.
Let t be thetotalservice-timefortherlhgeneration and let T be thetotalservice-timeforall
generations up to and includingthisone. Let
9r(S, s) = E[e-ST-] (55)
so that
sth (S, s) = t(S + s) . . . . (56)
(Here 5(s) is theLaplacetransform oftheservice-time itwas defined

distribution; in (17).)
A recurrence formula forthefunctions Prcan be obtainedbyobservingthatif t, and T1are
thetimessimilarly then
associatedwiththe(r + l)st generation,
e-STi-st, =
e-ST-(S+s)tl=
t1 beinga random distribution

variablewhoseconditional (fora givenvalueoft) hastheLaplace
transform
E[e-stl I t] = exp {[0(s) - ]t/a}.
It followsthat
-
'Pr+ (S, S) = pr{S I (S+} * (57)
(56) and an inductive

and withtheaid of theinitialcondition argument formula
thisrecurrence
can be giventhemoreconvenient form
Cpr+?(S,s) + 1 a } (58)
On proceeding to thelimitone obtainsthefunctional

formally equation
9cp= ts + 1 9t . . . . . . (59)
fortheLaplacetransform,
cp(S) E[e-ST], . . . . (60)
oftheoveralllengthT ofthebusyperiod.
of thedistribution
* See, forexample,Bartlett
(1949),Kendall(1949),Feller(1950)and Harris(1951)forcontemporary
reviewsof thisproblemand forfutther references
to theliterature.
170 KENDALL-Some Problemsin the Theoryof Queues [No. 2,
When the service-time distributionthe functionalequation for cp

has a negative-exponential
assumesthesimpleform
pcp2-(1 +p +bS)cp+=O I = . (61)
so that
cp(S)= 2 (2
I + p + bS +V\/{(1+ p + bS)2-4p}(
of(62) requirestheBesselfunction
TheLaplace-inversion integral,*
1
e-st i(t) = (R(s) > 1) (63)
Jo' t =s + VI(s2-1I)
one obtains
fromwhich,aftera fewtransformations,
e-('+ (b
0)TIb1 TIVp ) (O < T < oo) **..(64)
of thelengthof a busyperiod. It is to be expectedthatthiswill be valid when

as thedistribution
p < 1, and that the indefiniteprolongationof the busy period will be an event of positive
probabilitywhen p > 1.
of cp(O)with
Continuingthisline of thought,one is led in the generalcase to theidentification
the probability,P, thatthe busyperiod will terminatein a finitetime,so thatP should be a root
of theequation
P (I a) (65)
which (because of (27)) is equivalentto

P= K(P).
In the special case when the service-time form(5), this

distributionhas the negative-exponential
equation forP becomes
(I -P)(l - pP) = 0,
and this suggeststhatthe probabilityof terminationin a finitetimeshould thenbe equal to I if

p < 1, and to 1/pif p > 1.
As mightbe expected,it is easier to give a precisetreatmentof theproblemwhenit is expressed
withreferenceto a discretetime-variable.t If one asks forthe probabilitythatthe busyperiod
will terminateaftera finitenumberof generations,then an answercan be given at once,either
frombranching-process theoryor fromthe resultsestablishedat the end of ?4. I showed there
that
lim %l=i if p > 1, . (66)
where i is the unique root of the equation

K(i)= (67)
in theinterval0 < i < 1. Now 4"1ois the probabilitythatthe busyperiod will come to an end
withthe (n - I)st generation,if not sooner,: so that i is indeedthelimitingprobabilityrequired.
The busy-perioddistribution(64) (for the negative-exponential case) is chieflyof interestin
the regionof large values of T/b,and thenif p is not too small one can use the asymptotic
approximation,
prob{T/b> } 2/' p34 e (68)
* Doetsch(1947),p. 92, no. 64. In (63) thesquare-root is to be chosento makethemodulusof the

denominator greaterthanunity.
t This,of course,amountsto a return to Borel'soriginalformulation of theproblem.
I It will be recalledthat 'py is the probabilityof a generation of i customers j
producing
together
"children"to formthenextgeneration of customers.
withtheaid ofwhichitis possibletocalculateapproximate pointsoftheT-distribution.

percentage
Whenp = 1,theright-hand sideof(68)reducesto I /V(m). Forsmallvaluesofptheapproxima-
tionis useless; whenp = 0 thebusy-period and service-time coincide.
distributions
Traffic p
Intensity, of
ValueexceededbyT/b withprobability
(erlangs) 0.1 0.01 0.001
0 2x3 4x6 6x9

1 32 3,200 320,000
It wouldtaketoo longto mentionbynamethemanyfriends whohavehelpedme duringthe

courseof thiswork. I should,however, like to thankMr. F. J. Anscombeand
particularly
correspondence
three-cornered
Dr. J.Howlettfora verystimulating whichfirst myinterest
started
in theseproblemssomefouryearsago. I am also verygrateful to Mr. F. G. Fosterforintro-
ducingmeto thegeneralergodictheory of Markovchainswithan enumerable of states.
infinity
References
(a) General.-The followingpapersare referredto in thetextbut theyare not directlyrelevant
to congestiontheory.
BARTLETT, M. S. (1949),"Someevolutionary stochastic processes",J.R.Statist.Soc. (B), 11,211.
- (1950),"Recurrence times",Nature(London),165,727.
- and KENDALL, D. G. (1951),"On theuse of thecharacteristic functional in the analysisof some
stochastic processesoccurring in physics and biology",Proc.Cambridge Phil.Soc.,47, 65.
DOEBLIN, W. (1939), "Sur deux problemes de M. Kolmogoroff concernant les chainesdenombrables",
Bull.Soc. Math.de France,66, 1.
DOETSCH,G. (1947),TabellenzurLaplace-Transformation undAnleitung zumGebrauch.Berlin: Springer.
DOOB, J.L. (1942),"Topicsin thetheory of Markoff chains",Trans.American Math.Soc., 52, 37.
(1945),"Markoff chains-denumerable case", ibid.,58, 455.
ERLANG, A. K. (1929),Problem15 in Matematisk Tidsskrift,B, p. 36. (This is Erlang'sversionof the
problemoftheextinction ofsurnaTnes.)
FELLER, W. (1949b),"Fluctuation theoryof recurrent events",Trans.American Math.Soc., 67, 98.
FOSTER,F. G. (1951),"Markoff chainswithan enumerable numberof statesand a class of cascadepro-
cesses",Proc.Cambridge Phil.Soc., 47, 77.
GOOD, I. J.(1948),"The number ofindividuals in a cascadeprocess",ibid.,45, 360.
HARRIS, T. E. (1948),"Branching processes", Ann.Math.Statist.,19,474.
- (1951),"Some mathematical modelsforbranching processes",Proc. SecondBerkeleySymposium
on Math.Statigtics andProbability.
IRWIN, J.0. (1937),"Thefrequency-distribution ofthedifference between twoindependent variatesfollowing
thesamePoissondistribution", J.R.Statist.Soc., 100,415.
KENDALL, D. G. (1948),"On theroleof variablegeneration timein thedevelopment of a stochastic birth
process",Biometrika, 35, 316.
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(1950),"Randomfluctuations in theaoe-distributionofa population whosedevelopment is controlled
bythesimplebirth-and-death process",ibid.(B), 12,278.
- (1951),"On non-dissipative Markoff chainswithan enumerable of states",Proc.Cambridge
infinity
Phil.Soc.,47, 633.
KOLMOGOROV, A. (1936), "Anfangsgriinde der Theorieder Markoffschen Kettenmitunendlichvielen
m6glichen Zustanden",Matem.Sbornik.(N.S.), 1, 607.
(1937),Bull.Univ.d'Etata Moscou(A), 1, 1(Russian). (According to Feller,thiscontains a complete
exposition oftheresultsstatedin thepreceding paper.)
RAMAKRISHNAN, A. (1951),"Some simplestochastic processes",J.R.Statist.Soc. (B), 13, 131.
SKELLAM, J.G. (1946),"Thefrequency ofthedifference
distribution between twoPoissonvariatesbelonging
to differentpopulations", ibid.,109,296.
STEFFENSEN, J.F. (1930),"Om Sandsynligheden forat Afkommet uddor",Matematisk Tidsskrift,B, 19.
- (1933),"Deux problemesdu calculdes probabilites", Ann.Inst.H. Poincare, 3, 319.
YOSIDA,K., and KATUKANI, S. (1940),"Markoff processwithan enumerable infinitenumberof possible
states",Japanese J.ofMaths.,16,47.
(b) The Theoryof Queues.-In preparingthislist I have aimed at completenessbut thereare
probablymanyomissions. (Papers concernedonly withthe probabilityof loss in "busy-signal"
telephone systemshave been deliberatelyomitted.) The most comprehensivereviews of the
172 KENDALL-Some Problemsin theTheoryof Queues [No. 2,
subjectare those by Brockmeyeret al. (1948), Fry (1928) and Pollaczek (1946c). A briefintro-
ductionfromthemodernpoint of view has been givenby Feller (1949a), and a number of special
problemsare discussedin his book (1950).
ADAMS, W. F. (1936),"Road traffic consideredas a randomseries",Journ.Inst.CivilEng.,November,

1936.
ASHCROFT,H. (1950),"The productivity of severalmachinesunderthecareof one operator",J.R.Statist.
Soc. (B), 12, 145.
BELL,G. E. (1949),"Operational researchintoair traffic control",Journ. RoyalAero.Soc., October,1949,
965.
BOREL, E. (1942),"Surl'emploidutheoreme de Bernouilli pourfaciliter le calculd'uneinfinitede coefficients.
Application au probleme de l'attente a un guichet", Comptes RendusAcad.Sci. Paris,214,452.
BOWEN, E. G., and PEARCEY, T. (1948),"Delaysin air traffic flow",Journ. RoyalAero.Soc., April,1948.
BROCKMEYER, E., HALSTR0M, H. L., and JENSEN,A. (1948),TheLifeand WorksofA. K. Erlang. Copen-
hagen:Copenhagen TelephoneCompany.
CROMMELiN, C. D. (1932),"Delay probability formulae whentheholdingtimesare constant", Post Office
Electrical Engineers'Journ., 25,41.
(1933),"Delayprobability formulae", ibid.,26, 266.
ERLANG, A. K. All Erlang'spapers(translated intoEnglish)willbe foundin thememoirbyBrockmeyer
et al.
FELLER,W. (1949a),"On thetheoryof stochasticprocesses,withparticularreference to applications",
Proc.FirstBerkeley Symposium on Math.Statistics andProbability, 403.
- (1950),An Introduction to Probability Theoryand its Applications, I. New York: Wiley,London:
Chapman& Hall.
FRY,.T. C. (1928),Probability and itsEngineering Uses. New York: van Nostrand.
GARWOOD, F. (1940),"An application ofthetheoryofprobability to theoperationofvehicular-controlled
traffic signals",J.R.Statist.Soc. Supp.,7, 65.
JENSEN,A. (1948),"An elucidation of A. K. Erlang'sstatistical worksthroughthetheoryof stochastic
processes". (Thisformsa partofthememoirbyBrockmeyer et al.)
(1950),Moe's Principle.Copenhagen;The Copenhagen TelephoneCompany.
JOHANNSEN, F. (1907),"Waitingtimesand number ofcalls". (Reprinted inPostOffice Engineers'
Electrical
Journ.(London),October,1910,and January, 1911).
(1908),"Busy". (Reprinted in Ingeniorvidenskabelige Skrifter(A), 1932,no. 32.)
KHINTCHINE, A. (1932),"Mathematisches uberdie Erwartung vor einem ffmntlichen Schalter",Matem.
Sbornik, 39, 73. (Russian;Germansummary.)
(1933),"Uberdiemittlere DauerdesStillstandes vonMaschinen", ibid.,40, 119. (Russian;German
summary.)
KOLMOGOROV, A. (1931),"Sur le probleme d attente", ibid.,38, 101. (French.)
MOLINA, B. E. C. (1927),"Application of thetheory of probability to telephone-trunking problems',Bell
SystemTech.Journ., 6, 461.
PALM, C. (1937), "Nagra undersokningar over vantetider vid telefonanlaggningar", Tekn.Mcdd. fran
Kungl.Tclegrafstypelsen, 1937,nos. 7-9.
(1943),"Intensit'tsschwankungen imFernsprechverkehr", EricssonTechnics, 1943, no.44(pp.1-189).
- (1947),"The distributioh of repairmen in servicing automaticmachines",Industritidningen Norden,
75, 75-80,90-94,and 119-123. (Swedish:an accountis givenin Feller'sbook.)
PEARCEY, T. (1948)."Delaysin landingof air traffic", Journ. RoyalAero.Soc., December,1948.
POLLACZEK, F. (1930a),"UbereineAufgabederWahrscheinlichkeitstheorie', Math.Zeit.,32, 64 and 729.
- (1930b),Telegraphen undFernsprechtechnik, 19, 71.
- (1931)Elekt.Nach,ichtentechnik, 8, 256 and 279.
- (1932),ibid.,9, 434.
- (1934a),ibid.,11,396.
(1934b),"Uberdas Warteproblem", Math.Zeit.,38, 492.
- (1946a),"Sur un problemedu calculdes probabilites qui se rapportea la t6lephonie", Jounr. Math.
pureset appl.(9), 25, 307.
- (1946b),"La loi d'attente des appelst6lephoniques", Comptes RendusAcad.Sci. Paris,222,353.
- (1946c),"Sur l'application de la theoriedes fonctions au calculde certainesprobabilites continues
utifls6es dansla theoriedes resauxt6l6phoniques", AnnInst.H. Poincare,10, 1.
TANNER, J.C. (1951),"The delayto pedestrians crossing a road",Biometrika, 38, 383.
VAULOT, E. (1924),Rev.Gen.de l'Electricite, 16,411.
(1927),ibid.,22, 1164.
- (1946),"Delais d'attente des appelstelephoniques traitesau hasard",ComptesRendusAcad. Sci.
Paris,222,268.
VOLBERG, 0. (1939a),"Probl,mede la queuestationnaire et non-stationnaire", Comptes Rendus(Doklady)
Acad.Sci. U.R.S.S.,24, 657. (French.)
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thepreceding paper.)
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problemraisedbymultiple machineunits",Mech.Engineering, 58, 510.
1951] Discussionto Mr. Kendall'sPaper 173
whichwere
(added inproof).-The followingis a list of thereferences
(c) Additionalreferences
sent to me afterthe meetingin answerto my requestin ?1, togetherwithdetails of one or two
paperswhichhave appeared whilethepresentpaper was in thepress.
systems
BAILEY,N. T. J. (1952),"A studyof queuesand appointment inhospitalout-patient
departments,
withspecialreference to waiting-times",J. R. Statist.Soc. (A) (in thepress).
BENSON, F., and Cox, D. R. (1951),"Theproductivity ofmachines requiring attentionat randomintervals",
J.R.Statist.Soc. (B), 13,65.
BERNSTmN, P. (1941),"How manyautomatics shoulda manrun?"FactoryMaintenance andManagement,
99, 85.
BOUCHMAN, E. N. (1942),"Problemsof congestionin telephony", Akad.Nauk S.S.S.R. ZhurnalPrikl.
Mat. Mech.,6, 247. (Russian;Englishsummary.)
(1947),"The problemof waitingtime",ibid.,11,475. (Russian;Englishsummary.)(See remarks
byW. Fellerin Math.Reviews, 9, 194.)
DOMB,C. (1950),"The statistics ofcorrelatedevents,I", Phil.Mag. (7), 41,969.
FIELD, J.W. (1946),"Machineutilization and economicalassignment", FactotyMaintenance and Manage-
ment,104,288.
GREENSHIELDS, B. D, SCHAPIRO, D., and ERICKSEN, E. L. (1947),Traffic Performance at UrbanStreetInter-
sections,YaleBureauofHighwayTraffic Tech.Report, no. 1 (1-152).
GRoss,M. (1949),"Leistungsvorrechnung bei Mehrmaschinenbedienung", 4, 113.
Textil-Praxis,
JACOBAEUS, C. (1950),"A studyon congestion in linksystems", EricssonTechnics, 1950,no. 48 (pp. 1-68).
JONES,D. (1946),"A simplewayto figure machinedowntime",FactoryMaintenance and Management,
104,118.
KRONIG,R. (1943),"On timelossesin machinery undergoing interruptions", Physica,10,215.
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PALM,C. (1937oc), "Etudedes delaisd'attente", EricssonTechnics, 1937,no. 2. (Thisis a translation into
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des resauxtele-
de la theoriede l'encombrement
POLLACZEK,F. (1942),"Sur quelqueslois asymptotiques
phoniques", Ann. Univ.Lyon (A) (3), 5, 21.
d'operateurs
(1949a),"Application int6grocombinatoires de
multiples
dans la theoriedes integrales
Dirichlet", Ann. Inst. H. Poincare, 11, 113.
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traffic",
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ofcongestion
DISCUSSION ON MR. KENDALL'S PAPER
Mr. D. V. LINDLEY: It is a veryreal pleasureto propose thisvote of thanksfora paper which
reallyis excellent. We have a lot to learn fromit, not only in statisticalmatters,but also on
the subject of how to write a paper.
I should like to raise two points both concerningthe steady state solution, assumingit to
exist. The firstconcernsthecharacterof theprocessas exemplified by whatBartlettand Kendall
have called "regenerationpoints". In thispaper thereis unfortunately no mathematicaldefinition
of thisterm,but in the paper wherethefirstmention,in translation,occurs,the authorsdefineit
as a point towhere,forall t > to
- Distr. {X(t) I X(to)} = Distr. {X(t) I X(X) forall <6 to}.
This is confirmedin the presentpaper.
If thesystemis measuredby theinstantaneousqueue size q(t), thereseem to me to be no points
for which the above equation holds except those whereq(to) = 0. The statementat the.end
of the firstsectionis thereforewrong,unless I have misunderstoodthe concept,and the epochs
at whichcustomersleave are not "regenerationpoints". To see thatthesepointsare in no way
special it sufficesto considerinsteadof the epochs at whichcustomersleave, the epochs at which
customershave been waitingto, for some fixedto. One can carrythroughan analysis exactly
parallelto thatin equations(8)-(14) of thepaper,thoughthealgebrais considerablymorecomplex.
This shows,more than any argumentabout the meaningof regenerationpoints,thatthe epochs
used in this paper are in no way special. In fact,at these epochs one knows q(to), and that it
has just been diminishedby one' This additional informationis vital.
174 Discussionto Mr. Kendall'sPaper [No. 2,
If theseremarks are correctthereasonsgivenforthefailureoftheauthor'stechnique in the

many-counter ptoblemcannotapply. The real reasonwhythisproblemis so difficult is that
one cannotfollowthrough successivecustomersbecausetheyenterthequeuein one orderand
leaveinanother. Theprocesscan,intheory, be solvedbecauseitis Markovian
provided sufficient
dataareincluded. The necessary equationscan therefore
differential-difference be written down,
but I see littlehope of solvingthem.
My secondpointconcerns a methodofinvestigatingthemoregeneralsingle-counter problem
withgeneralservice-time and inputdistributions;
wheretheintervalsbetweensuccessive arrivals
have any (suitablyrespectable) not necessarily
distribution, negativeexponential,and are inde-
pendent. The methodis to considersuccessive customers.Let customer A arrive,waittimew1
and thenbe servedfortimes. Let customer A + 1 arrivetimet laterand waittimew2. Then
ifw1 + s > t
Wl + s5 W2 + t,
or,,writing
s= u+ t,
W2= W1+u if w +u>
? 0,
w2=0 ifw1 + u < 0.
Assuming a steadystateto exist,thisenablesan equationforthedistribution
ofwaiting-timeto
be written down. In factit is moreconvenient anothervariable,w*,equal to w
to introduce
if w > 0, and equal to minusthetimetheserverwas unemployed ifw 0. Then
w2= w1*+ u ifwi* > 0,
=
u if Wi* < 0.
Ifg(a) is thefrequency of u andf(a) thatof w*(whichin generalwillexist,thoughthat

function
forwwillnot)then
00
f(a) =f f(t) g(a-t) dt + (1 - p) g(a).

0
This is a familiarequationforf(t). It is of thesametypeas theequationof therandomwalk,

theequationoflinearsequential testsofhypotheses, and is relatedto theequationofpredictionin
Wiener'stheory.Equationsof thistypehavebeenstudieda greatdeal,and wheretheinputis
Poissontheexactsolutioncan be found(cf. equation(16)). The equationonlyinvolvesthe
distribution ofs - t and nottheindividual ofs and t. It is also easyto show,by
distributions
multiplying bya and integrating,thata necessary condition fora stablesolutionis thatE(u) be
negative.
Thisapproachis worthmoreinvestigation, particularlyas in consideringit in thisformone
is in effectconsideringa hostof otherinteresting problems.It can also be extendedto cover
otherqueue-disciplines.
Thetreatment ofFeller'sbeautifultheory to establish
theexistence ofthesteadystatesolution
iNmostingenious and mostilluminating.
Note addedinproof.-Since themeeting I haveusedtheabovemethodto generalize Kendall's
resultconcerningtheexistenceof a steadystatesolutionand have shownthat,providedE(u)
exists,a necessary
and sufficient
condition fora steadystateis thatE(u) < 0. (For a complete
account,seeD. V. Lindley(1952), Proc. Camb. Phil. Soc., 48, 277).
Mr. F. G. FOSTER: Mr. Kendall'streatment of a queueingsystem fromthepointof viewof
a stochastic
processwhichis bothstationary and non-Markovian in character
is mostinteresting,
and I was impressed bytheingeniouswayin which,nevertheless, he was able to applyto it the
theory of Markovchainswithan infinity ofstates.
However, oneshouldbe carefulto distinguishbetweentheasymptotic probabilitydistribution,
discussedin thepaper,fortheMarkovchainassociatedwiththeprocess, and thatfortheprocess
itselfevolvingin continuoustime. Theyare notthesame. Thiswillreadilybe seenifinstead
ofconsidering as in thepaperthequeue-sizeimmediately aftera departure,weconsideritimme-
diatelybeforea departure.If in thefirstcase theasymptoticdistributionforqueue-sizesis
hothi, h2, *
thenclearlyin thesecondcase itis
0, ho, hi,
A simpleheuristic
argument showsthattheasymptotic ifitexists,forthewhole
distribution,
processwillbe in fact
,(ho + hi), (hi + h2),
i ho,
A rigorous butit is worthconsideration.It is rathernicely
proofof thismightbe difficult,
illustratedby the simplequeueingsystemwhichhas both negative-exponential arrival-time-
intervalsandservice-times,
withmeansrespectively of a, b (a beingthegreater).Thisis thecase
discussedby Mr. Kendall,wheretheprocessas.a wholeis Markovian;it is therefore easyto
calculatetheasymptotic distribution,Confiningour attention to thoseepochsat whichjumps
takeplace,we see that,at anytime,thequeue-size, n, has probabilities,
a b
a+b'
a aa+b'
whenn is greater
or equal to 1,of becomingat thenextjumprespectively n - 1,n + 1,withthe
zeroqueue-size
havingprobability oneofbecoming 1atthenextjump. Itisfairly clear,intuitively,
thattheasymptoticdistribution forthewholeprocesswillbe thatforthesimpleMarkovchain
describingthesystemat thissequenceofepochs,marking andarrivals. This
all thedepartures
Markovchainhas thematrix
O 1 0 0 0
OI 0 1 0 0
A= 0 .IL 0 ?x 0
o o 0 ?x
with;/[L = b/a= p < 1,and we have only to solve thematrixequation

xA = x
wherex = (xO, xl, x2, . . .) is a row-vector.Successive
calculationyieldstheuniquesolution,
which,whensuitablynormalized, is foundto be
1(1 -
p), (1 p) (I + p), p(1 -) () + p)p, 4(1 p) (1 + p) p2 .
This shouldbe comparedwithMr. Kendall'sresultforhis associatedMarkovchain

1 - p, (1 - p)p, (1 - p)p2 .
I shouldliketomakea remark ofperhaps

morepurely mathematicalinterest
regarding Theorem
3, whichis concerned withshowing
essentially that-whenthetraffic p is lessthan1, the
intensity
Markovchainassociated distribution.
withtheprocesshas an equilibrium Thiscouldbededuced
as a specialcase ofthefollowingtheorem:
Any irreducibleMarkov chain, withmatrix(pij), is non-dissipative if thereexist a non-
negativefinction p(j), definedfor integralvalues of j, an integerr and positiveconstantsc, d
such that
00
z 2p(j)pi, < c fori < r
1=0
< p()d fori > r.
Thismaybe of more in
interest connectionwiththe remarks in ?5 regardingtheconstructiortof
a theoryfora. queueingsystemwitha generaltypeof regenerating input. Appealto it could
againbe madeto establish whenp < 1. Theproofofthetheorem
non-dissipation is elementary.
lt willbe includedin an accountof relatedresultswhichit is hopedto publishin due course.
I nowturnto thegraphsandtablewhichI prepared, at Mr.Kendall'ssuggestion, to illustrate
someofthepointsinthepaper. Thelargergraphs(Fig. 1) areactualrealizations oftwoqueueing
systems, constructed
artificially withtheaid ofa tableofrandomnumbers, bya methodsimilar
to thatemployed byKendallin hispaper,"An artificial realizationof a simplebirth-and-death
process,"publishedlastyearin thisJournal.
PI
;i,,
E F
0) in
o 0E
4-J ~~~~~~~~4-,
1
o
0
LO ~~~~~~~L
0 LA 0 'A
n
X . 0e
SystemA SystemB
Frequencies Cumulated Cumulated Frequencies
Queue , K Expected Expected A
size Observed Expected Frequencies Frequencies Expected Observed
(%) ( 0)
0 34 33.3 33.3 33-3 33*3 31
1 30 31-6 64-9 55 6 22-2 17
2 20 18-3 83-2 704 14-8 21
3 11 9.0 92*1 80-2 9*9 10
4 4 4-2 96-3 86-8 6-6 8
5 1 2-0 98-3 91-2 4-4 3
6 0.9 99-2 94-1 2-9 2
7 0 4 99-6 96-1 2*0 2
8 0-2 99-8 97:4 1-3 1
9 0.1 99*9 98-3 0 9 2
10 98-8 06 2
11 992 04 1
Mean
queuesjze 1-2 1-3 2*0 2-2
Thetableshowsthefrequenciesofdifferent forsystems
queue-sizes afterepochs
A, B, observed
ofdepartures,
and comparesthesewiththeirexpected
values. The twocentralcolumnscompare
thecumulated expectedfrequencies
(expressed
as percentages)
forthetwosystems.
The system A was givena constantservice-timeof one unit; theservicetimesforB werea

samplefroma negative-exponential witha mean-valueof one unit.
distribution
Thesame sampleofarrival-times, froma negativeexponentialdistribution witha mean-value
of 3/2,was fedintobothsystems.
ThusinbothA,B wehavea traffic of2/3,butthegraphsillustrate
intensity thegreater fluctua-
tionsin queue-sizeto be expected
in systemB. In fact,a theoreticalcalculationyieldstheresult
thattheapproximate meanqueue-sizesforthetwosystems are 1 3, 2-2 respectively. Roughly
speaking,we mayaccountforthemoreregularbehaviour ofA byobserving thatthequeuecan
hereonlyaccumulateforpreciselyone unit,whilein B it can accumulate indefinitely.There
was,in fact,a ratherlongperiodof accumulation at thebeginning oftheB-processwhichtook
sometimeto clear.
/0- System A---

B
w 5-
0 50
n
(w) of 100customers
FIG. 2.-The graphscomparethesequenceof waiting-times (n = 0 to 99),
havingidentical forthetwosystems,
arrival-times, A, B.
178 Discussionto Mr. Kendall'sPaper [No, 2,
System B is a Markovprocess,whileA is of thestationary, non-Markovian type.

Thesegraphsgivethecomplete pictureofthedevelopment ofthetwoprocessesin continuous
time,and all information could theoretically be obtainedby makingmeasurements on them.
However,thewaiting-times (i.e., thelengthof timeeach customer waitsbeforebeingserved)
cannotbe veryconvenieptly readoff,and I havecomparedthemin a separatediagram(Fig. 2).
Thesetwographsof thewaitingtimesare Markovprocesseswithdiscrete time(serialnumbers
of customers) and a continuum of states(waiting-times).The differencein the efficiency of
thetwosystems is evenmorenoticeable themeanwaiting-times
here. Theoretically forthetwo
systems arein theratio1:2.
On theotherhand,thefraction of thetotaltime(1 - p = 1/3)duringwhichthecounteris
emptyshouldbe thesameforboth,and measurement provesthisto be approximatelyso.
In thetablethefrequencies ofthedifferent observed
queue-sizes, aftereachofthefirst hundred
departures,are calculated. It willbe observedhowmuchmoretheyare spreadin system B.
In conclusion, mayI expressmyappreciation oftheclarityofMr.Kendall'sexposition, which
has madehispapera pleasureto read. It has beenformea stimulating introductionto a very
field,and I gladlysecondthevoteof thanks.
interesting
Mr. M. H. JOHNSON: In theOperational ResearchSectionof theMinistry of CivilAviation

ourmainconcernwithqueueingtheory has beenin itsapplication to actualproblems in aircraft
handling and telecommunications.
Fry'sexpositionof the singlechannelcase is based on threerestricting assumptions:(a)
Arrivals are"Poisson",(b) Servicetimesareconstant or havea negativeexponentialdistribution,
(c) Statistical
equilibrium exists.
Noneoftheseassumptions is strictlyjustified anditis important
in.practice, to knowhowfar
an actualsystem can departfromthembeforeseriousdiscrepancies arise.
Professor G. Templeattempted to generalize thearrivalpattern, and Mr. Kendallhas ques-
tionedtherigourof his method. I thinkthatwhilethecriticism is sound,theanswersare at
least.very closeapproximations.However,an applicationof thismethodto an arrivalpattern
basedon a regularschedulewithnormally distributed arrivalerrorsbyBell(1949)is nowknown
to be invalid. Thispattern has sincebeenstudiedbothhereandin theUnitedStatesanalytically
fora trafficloadingofoneerlangandbysimulation techniques overa widerangeand thegeneral
properties ofthesystem arenowunderstood.
In practicalcases servicetimedistributions havebeenfoundto be of twomaintypes. For
landingaircraft theymaybe regarded as PearsonTypeIII, andfortelecommunications messages
as negative exponential withrathersharptruncation at bothends. My owninvestigations were
pursuedin ignorance ofKhintchine's results, andI thinkthatMr.Kendallhas performed a great
servicein makingthelatterreadilyavailableto us.
I foundan expression equivalent to (14) in Mr. Kendall'spaper,fromwhichI was able to
decidethatformostof our applications a constantor negative exponentialassumption is near
enough. In individual casesit is easyto decidewhichis appropriate.
Few ofthesystems metwithin practicemaintain levelformorethana hundred
a giventraffic
holdingtimes. It is therefore essentialto knowsomething aboutnon-equilibrium conditions.
Simulator techniques haveprovidedus withmanyof therequiredanswers, buttheproblemcan
also be approached analytically.
For a constant servicetimeone can writetherecurrence relations givenbyFry(1928)in the
form
[A(p)] {0P} = {1P}, * * * * * . (1)
where
[A(p)]- aO aO 0 0 0 . .
a, a, aO 0 0 . . .
a2 a2 a0 aO 0. . .
1951] Discussionto Mr. Kendall's Paper 179
and
{nP} nPo-
nP,
nP2
ai is theprobabilityofi arrivalsina holdingtimewhentheloadingis p,andnPj is theprobability

of a queue of length j, n holdingtimesaftersomegivenstarting instant.
It is easytojustify
thestep
[A(p)]n{0P} = {nP}. . . . . (2)
As Mr.Kendallhas shown,
Lim [A(p)]"= Po Po Po . * if O < p <,
n-+oo
P1 P1 P1 ..
'P2 P2 P2'.
wherethePj are Fry'sequilibrium solutionsiftheai are thePoissonvalues.

all theanswersto thenon-equilibrium
(2) containspotentially case,and althoughit is intract-
matrixformthevaluesare suchthatarbitrarily
able in theinfinite curtailingthematrices (say to
order16) enablesnumericaj resultsof amplysufficientaccuracyto be obtained.
Much"powering up'*of thesematrices has beencarriedout on our behalfby theNational
PhysicalLaboratory, the Royal AircraftEstablishment, and theDepartment of Scientific and
IndustrialResearchto supplya fundof basic data by meansof whichindividualcases maybe
considered.The wholeprocessof thebuildingup or dispersalof congestion at varioustraffic
levelscan be examinedin detail. I hopeto publishthisworkat a laterdate.
Mr. J. C. TANNER:I shouldliketo referto somequeueingand delayproblemsconsidered

recentlyat theRoad ResearchLaboratory.Theseare of twotypes,thoseconcerning delaysto
pedestrianswishing to crossa road,and thoseconcerning delaysto vehiclescaused,forexample,
bytrafficlights. Delaysto vehiclesaremuchmoreimportant froma practicalpointofview,but
theirtheoreticalanalysisis verymuchmorecomplicated.I considerfirsta pedestrian delay
problem.
We havea streamof unidirectional traffic
whichis free-flowing,i.e., has a Poissonarrival
untilitreachesa pointP, wheresingle-channel
distribution, flowis enforced, perhapsbya central
refuge. At thispointtheminimum headwayor separation between vehiclesis a timeP. Pedes-
triansarriveat P at random,and wishto crossthetraffic stream;theywilldo so as soonas the
nextvehicleis at leasta timea,,greater
than ,,away. The pedestrians are assumednotto hold
up eitherthevehiclesor one another. We requireto findthedistribution oftheirdelay.
Themethod weadoptis toconsider thelengthsof thealternating"free"and"blocked"periods
wvhen pedestrianscan and cannotstartto cross. Thisleadsto thefollowing moment generating
functionforthedelay:
Mw(t) =E(ewr)
= (1-(q) (q -r)(vq -q +)
=e(afl)q [- vq + q - r + vq e(a -m) (r-q)]'
perunittimeand v is defined
whereq is theaveragenumberof vehiclesarriving by
v=efl(v-l)+=
themoment
v is actually ofthelengthofa "blocked"period,andis a special
function
generating
case ofthequantitvcpdefined
byequation(59) on p. 169of Mr. Kendall'spaper.
Fromthisexpressionthe meandelaymaybe foundas

- _ e(a-fJ)q -(x - (3) q (1 - q) -1 + P2qq)2
q(1-q) + 2(1-_
Pois-
of note,whenthevehicleflowis completely
A specialcase of thisproblemis worthy
sonian,i.e., (3= 0. We thenhave
- ea -aq-1
w=
q
This case has beenconsidered obtainedforthenumberof
in moredetailand distributions
pedestrianswaitingand thesize of groupscrossing.The distribution function of the delay
hasan interestingformhere; itis notdifficult P(w) ofa delaygreater
to showthattheprobability
thanwsatisfiestherelation
P'(w) = -aqe-aq P(w-).
(0,oc),
Fromthiswe findthatthereis a chancee-aq ofa zerodelay,and thatin theintervals
(Q, 2ac),. . . , the frequencyfunctionis successivelyconstant,and then a linear, quadratic,
. . . function of w. The onlydiscontinuities are at w = 0 and w= a.
I turnnowto questionsof vehicledelayand willmention twoconnected signals.
withtraffic
As faras we know,neither has beensolved,and we shouldbe grateful foranyideason thistype
of problem.
The operationof fixed-time signalscan be reducedto the following
traffic process:
We havealternate "green"and "red" periodswhichhavefixedthoughnotnecessarily equal
lengths,duringwhichvehiclesin a single-channelqueuewithconstant holdingtimeand random
arrivalscan and cannotpassthelights.
The distributionofdelaycausedbythesimpler situationwherethereis justone "red"period
surrounded "green"periodscan be found,butthegeneralproblemis stillunsolved.
by infinite
The secondproblemconcernsvehicle-actuated signals; theiroperationcan be ratherover-
simplifiedas follows:
Vehiclescrossingthedetector pad havea minimum separation(, and each one passingthe
intersection fora periodoc. However,if thereis a vehiclewaitingto
blocksit to cross-traffic
crossand thereis no gap greaterthanoain thestreamof vehiclesentering theintersection,the
waitingvehicleis automaticallygivenrightofwayaftera certainperiody. Garwoodhas given
thedistributionofdelayto an isolatedcrossingvehiclewhen(3= 0, butthegeneralcaseis ofgreat
interestin consideringoptimumsettings of signalcontrollers.
Mr. J. HOWLETr:My contribution is humbleand lowbrowcomparedwithmuchof the

paperand discussion.It concerns a problemwhichstartedMr. Kendall'sinterest in thesubject
someyearsago whenI was in an operational groupof thethenL.M.S. Railway. We
research
wereaskedto studythearrivalsof taxisat largestations, withtheobjectof finding somebasis
fordecidingthelengthof curbat whichthevehiclesdrawup to unloadtheirpassengers.If
thecurbis too short,as at Euston,thetaxiswilldrawup in severalranks,to theinconvenience
ofthepassengers;ifitis too longtherewillbe a wasteofvaluableandexpensive stationfrontage.
I had nevertackleda problemof thiskind,so I startedfromfirst principles.To enableme to
makeanyprogress at all I assumedthata newlyarriving vehiclecouldalwaysfindsomewhere
in thestationyardto unload,so thattheproblemwas in effect notone ofqueueing. I wasable
to getquitea largenumberof observations of taxiarrivalsat Eustonand Nottingham which
showedthatoveranyreasonably shortperiod(say 15-30minutes) theyobeythePoissonLaw
withquitereasonableaccuracy;themeanratevariesduringtheday. Also I had observations
ofthetimestakento unloadthevehicles. Byelementary methodsI foundthatifthemeanrate
ofarrivalis mvehicles perunittimeandifthemeantimeofstanding at thecurbis T units(distri-
butionunspecified),thenthenumber ofvehiclesstandingat thecurbsimultaneously hasa Poisson
distributionofmeanmT.
The resultis gratifyingly simpleand was of greatuse in decidingfeaturesof stationdesign
apartfromtheprovisionof taxicurbs. Unfortunately I cannotsay anything aboutpractical
realizations;forI lefttherailwayserviceshortly thisworkand havebeendoing
afterfinishing
quitedifferent worksince. I showedthatthetheoretical resultworkedquitewellin practice.
For examplewiththetraffic valuesofm and T-usual at Euston,itfollowsthat
conditions-i.e.,
thechancesare about100-1againstfinding 12 or moretaxisin thestationyardsimultaneously.
In a largenumber ofobservations themaximum number recordedwas 11,andthisin onlysome-
thinglike 1 percent.oftheobservations.
Finally,I shouldliketo saythatI feltcertainthatthewholetheorymusthavebeenworked

out alreadyby others,probablyby thetelephone undertakings;and I foundof coursethatit
was contained in Erlang'swork. I also discussedthewholesubjectwithmyfriendMr. Kendall
(discussions withthe
whichI recallwithverygreatpleasure),whotookit up veryenergetically,
ultimateresultof tonight'spaper. 1 feelpleasedand flattered to have playedsomepartin
stimulatinghimto producethisfascinating study.
Written sentin subsequently:

contribution,
It maybe of interestto recordsomeof theobservations of taxiarrivals. Theyprovidean
of thePoissondistribution
illustration
easily-comprehensible consideredas thedescription
of a
randomprocess,ratherthanas thelimitofthebinomial.
The followingtablerefersto observationsover15-minute periodsat Eustonin 1947; each
periodis regardedas dividedinto60 intervals
of 15 secondseach.
VehicleArrivalsat Euston:
PeriodA 09.45-10.00 81 arrivals,m = 81/60= 1a35
B 10.15-10.30 60 ,, m = 60/60= 1I00
C 13.30-13.45 36 ,, m = 36/60= 0.60
ofj arrivalsin a singleinterval
pj = probability
Nj = Npj = numberof intervalswithj arrivals. N = 60
Nj (calculated) Npj = Ne-m mi/j!
Period A Period B Period C

j pj Nj pj Nj pj N1
Calc. Obs. Calc. Obs. Calc. Obs.
0 0-259 16 18 0-368 22 21 0 549 33 34
1 349 21 18 368 22 27 330 20 17
2 236 14 14 184 11 6 099 6 8
3 106 6 7 061 4 3 020 1 1
4 036 2 3 015 1 3 003 0 0
5 010 1 0 003 0 0 001 0 0
6 002 0 0 001 0 0 000 0 0
7 000 0 0 000 0 0 000 0 0
Mr. K. D. TOCHER:No one couldaccuseMr. Kendallof beingafraidof plunging us into

mathematics, to thediscussionhavefollowedhis example. PerhapsI maybe
and contributors
forgiven if I mentionsomeworkdoneat theNationalPhysicalLaboratory fortheMinistry of
CivilAviationin whichthecentralproblemwas how to avoidmathematics, whichwouldhave
becomeso intractable as to defyany attackat all.
The problemconcerned traffic
congestion at an airportcausedby aircraft movingalongthe
taxiways fromtherunwaysto theunloadingbaysand back again. Howevergraceful aircraft
mayappearin theair,on thegroundtheyare veryclumsyand needcarefulmanoeuvring across
thejunctionsof taxiways.Thusifan aircraft alreadyoccupiessucha junction,an arriving air-
craftis delayedand a queueto use thejunctiondevelops. Similarly, forsafety,
thenumberof
aircrafton thestripin frontof theloadingand unloadingbaysat anytimeis restricted to two;
thisis an exampleof a queuewitha multipleservicechannel.
Thethirdtypeofcongestion arisesas theaircraftarriveat therunway.Theyareprovisionally
assignedto one of thevariousunloadingbaysaccordingto theirairportsof origin,butif that
bayis fulltheyare divertedto a secondbayand so on tillan emptybayis discovered.If these
diversions didnotoccuritwouldbe possibleto calculate,fromtheaircraft companies'schedules,
thedensity oftraffic
movingfromeachrunway to eachofthebays. One ofthesubsidiary prob-
lemsis tofindtheactualtraffic on eachofther.outes
densities in termsoftheprovisional
densities
thenumber ofbaysand theirholdingtimes.
Themainproblemis to measuretheamountofcongestion on theairportwithspecified
traffic
densities,and to determinethebestmethodof arranging thetrafficroutesto minimizethecon-
gestion. In practicethe congestion will increasetill the peak of the "rushhour" and then
diminish again. The congestionshouldbe measuredat thepeak,butthiswouldneedthenon-
steady solution of a complex queueing problem with non-steadytrafficconditions. This is
avoidedbyconsidering undertherush-hour
thesteadystatecongestion traffic
conditions.This
willover-estimate theactualcongestion, butwillstillgivevalidcomparisons betweendifferent

methods oforganizing-the traffic.
We need,first ofall,somemeasureofcongestion.Fromthepointofviewofthemanagement,
thenumber ofaircraft heldup at a randominstant wouldbe suitable. Fromthepointof view
ofthepassenger, however, theexperiences ofhisaircraft on itslandjourneyaremostimportant.
We requirethedistribution of hold-upson a randomly chosenaircraft;failingthis,themean
number ofhold-upson a landjourneycouldbe used.
Now letus look at someofthedifficulties confronting us whenwe attempt to calculatethese
measures ofcongestion.Theair-port fromourpresent pointofviewbecomesa system ofinter-
linkedqueues. As soonas an aircraft hassuccessfullycrossedonejunctionitbecomesa customer
for'another queue,thefellowcustomers at thislatterjunctionhavingarrivedtherebya variety
of different routes. Thustheinputsof thevariousqueueingpointsare compounded fromthe
outputsor partsoftheoutputsofa setofneighbouring points. In LondonAirport, whichgave
rise to thisinvestigation, therewereabout25 junctionsservingaircraft on about 30 different
routes. As manyas fourdifferent streams oftraffic
couldpassthrough thesamejunction. This
involves a fourfold convolution.
The nextdifficulty concernsthecorrelation betweeneventsat different times. In general,
theprobability ofan aircraft nowat thepointA on itswayto a junctionB beingheldup when
it reachesB willdependon thesize ofthepresent queueat B. In otherwords,theprobabilities
ofa giyenaircraft beingheldup at thesuccessive junctionson itspathare,in general,notinde-
pendent.
A generalattackon theproblem woulddemanda treatment ofthesystem as a whole,deriving
theprobability thatanygivenset of queueswillexistat a randominstantin time. The travel
timesof aircraft between junctionswillaffect theseprobabilities,and it can be visualizedthat
thisproblemwouldlead to a setofintegro-difference equationsofveryhighorder.
Whatassumptions can we makethatwillcircumvent all thesedifficulties?We haveseenthat
thedensity oftraffic demanding serviceat eachjunctioncan be calculated, and theproblemcon-
sistsofdetermining theformofinterval distributionthetrafficwillbe forcedto takebythedelays
introduced at thejunctions. Considera junctionA. SupposethejunctionsservingA have
randominputs:whatare theconditions forrandominputto A? The discussion has madeit
quiteclearthatan exponential distribution ofholdingtimeat eachjunctionwillensurethis. If
all junctions havesucha holding-time distributionand aircraftarriveat randomon therunways
and departat randomfromthebays,thentheinputto eachjunctionis random.
Thisassumption clearsup all our difficultiesbybreaking thesystem up intoa set of simple
unitswhichcan be treatedseparately.Moreover,eventsat different instantsin timebecome
independent, and thecalculation of thedistribution ofhold-upsofan aircraft on itsjourneybe-
comesa simpleapplicationof themultinomial distribution.
Usingtheseassumptions calculations weremadefora varietyof hypothetical trafficcondi-
tionsat LondonAirportwithseveraldifferent traffic
schemes. It was possibleto establishthat
one of thesewas markedly superiorto theothers,thusverifying a conjecture on thepartof the
planningstaff oftheMinistry.
Undertheseassumptions it is possibleto finda methodof designing thebesttraffic arrange-
ments. On constructing thisforthepracticalcase,it was foundto be almostidenticalwiththe
originalsuggestion.
The crudeness of themethodsforceduponus to solvethisproblemremind us that,although
Mr. Kendall'sbrilliantly written paperhas shownthelargerangeofsolublequeueingproblems,
therangeofthosethatcannotyetbe solvedis evenlarger.
Dr. I. J.GOOD: Mostofmycomments willbe concernedwiththefinalpartof Mr.Kendall's

interestingpaper.
Withregardto formula(64), thelengthof a busyperiodcan be described as thetimetaken
fora queueof unitlengthto disappear. Theformula can be generalized to givetheprobability
densityofthetimetakenfora queueoflengthq to disappear(whentheservice-time probability
densityis a negative
exponentialand the'inputis Poissonian). It is simplya-questionofraising
theLaplacetransform, cp,to theqthpower. Theresulting probability densityinvolvesIq instead
of11,andis
q e-(I+,o)7lb Iq (b Tpi)
The observationwhichI enjoyedmostwas thattheprobability of thenumbei

distribution
'servedin a busyperiodcan be deducedfromthetheoryof branching
of customers (cascadeor
multiplicative)
processes, providedthattheinputis Poissonian. As a matterof factit is also
possibleto deducethedistributionoftheduration ofa busyperiodfromthesametheory.
For letvrbe theprobabilitythata customerwillhaveto waitr elements
oftimeafterarriving
at thecounter,wherethenumberof elementsof timein a timeunitis N (large). Let V(z) =
v0 + vIz + v2z2+ . . .. . Duringeach elementof timethereis a probability 1 - 1/aN that
no newcustomer joinsthequeue,and a probability1/aNthatonenewcustomer joinsthequeue.
Theprobability thatmorethanonecustomer joinsthequeuein oneelement oftimeis negligible.
as formingthetwophases of a specieswithalternating
We can regardcustomersand time-elements
generations.(In a sensemanis sucha species.)
The probability function
generating of one customer
(P.G.F.) forthechildren(customers) is
v(I - I + aN). The P.G.F. for the children(time-elements) of one time-elementis
1-W1 + al V(z). The distribution of thenumberof customers in a busyperiodand of the

duration oftheperiodcan nowbe deducedfromthetheorem thattheP.G.F. ofthetotalnumber
ofdescendants ofan individual itself)forwhichthe'P.G.F.ofthenumber
(including ofchildrenis
F(z) is.y = y(z), wherey satisfies
thefunctional equationy = zF(y). [See referencesone inch
aboveformula (55). Incidentallythereferenceto Harrisshould,I think,be replacedbyone to
R. Otter,AnnalsMath.Stat.,20 (June,1949),206-24.] For example,theP.G.F. ofthenumber
of timeelementsin a busy period is V(y(z)) wherey/z= 1- aN + aN V(y).
This resultis equivalentto equation(59). [Put z = e-SIN, g(S) = V(y), V(z) X3(S), so
that V(y) = (- Nlogy). We get
ag
-Nlogy =N log I1a + N)NlogI1-N) S + aI1
Therefore
p= V(y)=- 3(-Nlogy)- (S + 1- )]
it is also possibleto treattheproblemas a gambler's
service-time
For a negative-exponential
ruinproblemin whichdrawscan occuras wellas winsand losses. Thisis a specialcase of the
randomwalkproblem. The lengthofthequeuecan be identified withthecapital- of a gambler
and his opponentmaybe assumedto be infinitely rich. Thisadditivestochastic process,then,
is a specialcase of a multiplicative
process.
The entiretheoryof queuescould be extendedto thecase of different typesof customers,
each typehavinga different distribution
service-time and a different inputdistribution.For
thisgeneralized problemthedistribution of thenumberof customers servedin a busyperiod
and of thedurationof theperiodcouldbe obtainedfrombranching theory withseveralsexes,
all female. Thosewho prefergenerating functions to moreadvancedmethodsmaysee Journ.
Roy.Stat.Soc., 11 (1949),271-3,and theErrataboundin vol. 12, no. 1. It is reasonableto
assumeindependent foreach different
Poissondistributions typeof individual.
Mr. Kendallpointedoutthatlongqueueshavea discouraging effect.It is also possiblethat
a queue,rather thanno queue,has an encouraging becauseofthetendency
effect tojoin queues
without knowing w~hattheyarefor.
Mr. MORONEY: Quiteincidentally whichI willmention

I cameacrossa problemin queueing,
as showinganotherslantto thisquestionof queues. The problemrelatedto thepositionin an
industry whereone operative severalunitsofmachinery
is supervising simultaneously-actually,
an operative windingyarn. Quitea lot ofproblemsarisein a problemof thattypewherethe
machinesmaybe regarded as the"customers."*Wehaveseveralcomponents arisingas causes
ofdelay. Firstofall, onegetsthecase wherea packetoftheyarnis completely woundand the
unithas to awaittheloadingof a newpacket. Secondly, theyarnmaybreakduringwinding.
Thirdly, the operativeleavestheunitat certaintimes. Here,then,is an economicproblem.
Whatis theoptimum numberof spindlesperoperative?Whatproperallowanceshoulda rate
fixermakeforloss ofwinding timewhichis inevitable?Whatis theeconomicbalancebetween
loss of operatortimeand loss of spindlewindingtime?
Thefollowing was received

contribution inwriting:
in a number
Mr.H. HERNE: The BritishIronand SteelResearchAssociationis interested of
VOL. Xm. NO. 2. O
184 Discussionto Mr. Kendall'sPaper [No.2,
queueingproblems, andwe are indebted to Mr. Kendallforthispaper. It has introduced us to

muchworkwithwhichwe are notfamiliar and we look forward to studying it at leisure.
Mr.Kendallaskedparticularly ifanyonehadinterest inKhintchine'sformula givenas equation
(14) in thepaper. We certainly havein theproblemof thequeueingof shipsbringing foreign
ironoreintoportsin thiscountry.Indeed,Mr. Nickolshas independently developedthesame
formula forthisparticularapplication.
We thinkthatthisformulafordealingwithvarying servicetimesis usefulfortworeasons.
Firstly,theshipswe areconcerned withhavea considerable rangeofsizes,andtheunloading, or
service,timeof each is closelyrelatedto its size. It wouldbe veryinaccurate to consideronly
a fixedservicetimein thisparticular example. Secondly, theformula is an important stepaway
froman idealizedmathematical systerntowards-amorepracticaland moreflexible system into
which,forexample,actualtimestudiesmaybe introduced.This modification of the purely
randomtheorymakesthemathematical approachfarmoreacceptableto thepracticalengineer.
Becauseof our interest in detailedapplications we havebeentrying to extendthisformula
to multi-channel systems,andespecially thosewhereanarchy prevailsso thatthereis no ordering
of counterssuchas Mr. Kendallmentions in equation(3). Our shipproblemsdeal withvery
largecustomers whosepopulation, whilstlarge,is byno meansinfinite.The sizeand economic
importance of each individualis largeenoughforthemto be orderedto someextent, and our
present concernis to.calculatetheJbehaviour ofsuchmulti-channel systems.
We are interested,too,in otherqueueingproblems, particularly
thoseconnected withtraffic
in steelworks.Cranetraffic is one such,whilstfurnace throughputis another. In additionwe
have problemsof storagesystems whichare allied to thesequeueingproblems, and we are at
present to developan electrical
trying analoguecomputer forthese,whichmaywellhaveappli-
cationto theproblemsof queueing.
Mr.D. G. KENDALL thanked thecontributors tothediscussion

fortheirveryinteresting
remarks
and said thathe wouldpreparea written replyforpublication in theJournal.He subsequently
wroteas follows:
I thinkthatMr. Lindleyis quiterightin claimingthatthedefinition of "regeneration
point"
in thepaperbyBartlett andmyself (1951)doesnotcovermypresent use ofthatterm. The same
criticismcouldbe madeoftheillustrative examples whichwementioned on page68 ofthatpaper.
The following modified definitionseemsmoresatisfactory:
IA setS oftime-instantsis said to be a setofregeneration-points
if,and onlyif,forall
t > to,
distr{X (t) I X (to)} = distr{X (t) I X (T) forall T < to}
whenever tois known to belongto S.

Withthisdefinition thesetSd of epochsof departure has therequiredproperty and thesetof
epochsof arrivalhas not (if theinputis Poissonianand theservice-time distribution is quite
general). Otheradmissible S-setsare thosementioned byMr. Lindley:
(i) Sf consistsof thoseepochsat whichthecounteris free;
(ii) S. consists(fora givenx) of thoseepochsat whichthecounteris occupiedbya cus-
tomerwhohas alreadybeenservedfora periodx (thisbeingtheexpendedportion
ofhistotalservice-time).
Everyepochbelongsto Sf,or to S. forsomex, and so everyepochis a member ofsomesetof
regeneration points. This does not maketheprocessMarkovian;a Markovprocessis now
one forwhichthewholerangeof t-valuesis an S-set. It will be noticedthatthetechnique
employed in thepresent paper(theextraction of an "embedded"Markovchain)dependsforits
successon theexistence ofa sufficiently
extensive S-setforwhichthetransition-probabilities are
readilycalculable. The use of S. forsomefixedvalueof t (otherthanzero)wouldlead to un-
desirablecomplication, becauseit is notso easyto calculatethedistributionof X(t) at an epoch
of S. conditional upontheknowledge of thevalueof X(t) at theimmediately preceding epoch
of S,. (The difficulty is associatedwiththefactthatan unlimited numberof customers could
passthrough thesystem in theinterveningtime-interval.) I do notexpectthismodified definition
to survive forverylong,and I suspectthatwe maysoonwantto extendtheterminology to take
accountof different speciesof sets of regeneration points. (I have recentlyreceiveda letter
fromDr. Palmexpressing thisopinion.) The relationwithFeller'sconceptofa recurrent event
willalso haveto be thought out in moredetail.
Myremarks aboutthemany-counter problemstillstand; iftheinputis ofthe"regenerative"
typeand iftheservice-times havea negative-exponential thentheepochsof arrival
dist-ribution
19511 Discussion to Mr. Kendall's paper 185
forman S-set,butthisceasesto be truewhentheassumption abouttheservice-time is relaxed,

and no usefulS-setthenappearsto be available. One coulddevelopMr. Lindley'sidea a little
further and define (fora Poissonianinputand forgivenx andy) thesetS.,, of epochsat which
(in a 2-counter problem)theexpendedportionsof theservice-times of thetwocustomers being
servedare respectively x and y, buttherewouldbe littlepointin so doingbecausetnerewould
"almostcertainly" be no members of S-, in anyfinite t-interval.
I verymuchadmireMr. Lindley'sintegral equationforthesteady-state solutionto thesingle-
counterproblemwithgeneralinter-arrival and service-time distributions, and hope to see him
developthislineofargument.
Mr. Foster'sremarks help to clearup a numberof pointswhichhad puzzledme,and his
theorem aboutMarkovchainswillbe important ifanyattempt is madeto followup mysuggestion
in paragraph 2 of ?5. His diagramsgiveone verywelcomeinsight intotheworking of a con-
gestionsystem;it is notalwaysappreciated howmuchlabouris involvedin thepreparation of
illustrations
artificial ofthiskind.
I havebeenprivileged to see muchmoreof theworkby Mr. Johnson and his collaborators
thanhe has described in hiscontribution to thediscussion, and I hopethathe willpublisha full
accountofitbeforelong.
Mr. Tannerhas solvedseveralinteresting congestion problems in road-traffictheory, and he
hasraisedothers whichlookrather difficult.MypupilMr.A. J.Maynehasrecently beenstudying
a numberofproblems in thisfieldwhichweresuggested to us byTanner'searlierwork; chiefly
theyareconcerned withtheaccumulation ofpedestrians on islandsisolatedbystreams oftraffic.
Theirgreatdifficulty has mademe feelverystrongly theneedfora terminology whichwould
enableone to describeand classify problems ofthistypein abstractterms. It is forthisreason
thatI findPalm'sconceptof a regeneration pointso helpful;it oftenenablesone to decideat
theoutsetwhatis theminimum ofadditional assumptions whichwillbe required to makea given
problemtractable.
I am particularly pleased, byMr. Howlett'swritten contribution; it has alwaysseemedto me
preferable to introduce thePoissondistribution in relationto thePoissonprocess,and not as
an approximation to thebinomial. Mr. Howlett'snumerical datawillbe welcomed byeveryone
teaching probability theory.
Mr. Tocher'scontribution formsa naturalsequelto Mr. Johnson's remarks, and bringsout
veryclearlythespecialproperties of thenegative-exponential distribution.
I am verypleWased Dr. Good has takenup myobservation thatthereis a connection between
thetheoryof "busyperiods"and thatof branching processes. His idea thatthetime-elements
themselves maybe thought ofas individuals participatinginthereproductive processis as delight-
fulas it is ingenious.
SomeofMr.Moroney's queriescanbe answered byreference tosomeofthepapersonmachine-
utilization in theBibliography to mypaper. For mostofthesereferences I am indebted to Mr.
HenryAshcroft.He tellsme, however, thata numberof thememployfallaciousarguments
and reachfalseconclusions;itwouldseemwiseforanyoneinterested in thistypeofapplication
to keepin touchwithMr. Ashcroft.
Mr. Herneand Mr. Johnson each referto independent discoveries of theimportant formula
(14) whichI haveattributed to Khintchine.It nowseemsclearthatboththisand theassociated
result(16) are due to Pollaczek,whogavemoregeneralresultsof whichtheseare specialcases
(1930a). Acknowledgment to Pollaczekwas made by Khintchine in his paper(1932),and I
apologiseforhavingoverlookedthis; 1 read the formulaebut not theintervening (Russian)
text.
When1 beganto writethispaperI hopeditmight servetointrodUlce to oneanother thepeople
concerned withcongestion theoryin its manyapplications, and it is verygratifying to see that
thisobjecthas beenattained. I shouldliketo sayhowmuchI appreciate theinterestwhichhas
beenshown-sometimes in quiteunanticipated quarters.*
* See for example,Beachcomber,Daily Express(London),March, 1951,and H. F. Ellis, Punch
(London)30 May, 1951.

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Some Problems in the Theory of Queues

Author(s): David G. Kendall

Vol. XIII, No. 2, 1951

SOME PROBLEMS IN THE THEORY OF QUEUES

and successiveu-variables independent.This hypothesis

Thishas an interestinginterpretation(of whichErlangwaswellaware)in termsof k successive

I* Cf.Feller(1949a)(??8 and 9).

It willnowbe assumed(i) thatan equilibrium solutionexists,and (ii) thattheequilibrium values

* In a longperiodof time,T, the numberof arrivalswill be approximately Tla. A fraction

H(z) E[zq] - (1- p)(l -z)

(1 p) ' p F- _(s) (16)

K(z) (z) (18)

willbe evadedbyconcentrating attention on a MarkovchaiAi whichdescribes thebehaviour of

foreveryi andj. It willbe noticedthatthe7r-matrix is alwaysidempotent.

i.e., k, is the probabilitythat therewill be preciselyr new arrivalsduringa singleservice-time.

all converge when Jz I < 1. It followsfromAbel'scontinuity

whenz approachestheunitpointalongtherealaxis fromtheleft. It is to be notedthatthe

byzi (whereI z I < 1) and summing

and so 7io mustvanishif p > 1. Thiscompletes

queue of fewerthanQ waitingcustomers.(Here Q is fixed,butit maybe arbitrarilylarge.)

-1-p) lK(z) (30)

andthesizeofa queueleftbya departing

forsomefixedlargeN, and nowon keepinge and N fixedand letting itfollows

The h's are notall zerobecauseof (32),and e is arbitrarily.

Y 7ia 7aO = 7so,

and so each termin thelast-written

so that,in particular, 0 < Fzi < 1. WhenFii = 1, Fellerdescribestheith stateas recurrent;

so thattheprobabilitythatthecounter willremainpermanently busyis vanishingly

I Pio Pii P12 P13

2 P20 P21 P22 P23

3 30 P31 P32 P33

Foo = foo+ Poa Fao

= ?iO 0noo+ Y ?ia ?nao = '?n+ iO

Fio = w*jO= 1 foreveryi (p < 1). (45)

Thiscompletes theproofof(41),andshows,in particular,

ioj --oj, 4ij-= (i > 1), . . . . . (47)

2 9220 9221 9222 9223

3 Cp330 9331 *9332 9333

9pn+l+o< pn+iO= '9iiapno

if i > n + 1 (becausethenpnio= 0). Thiscompletes proofof (49), fromwhich,

foreveryn and i. Thisis trivialwheni = 0; it followseasilyfrom(50) whenn 1 and i > 1;

andtheassumptionthatIln < , forsomeparticularvalueofn implies(becauseofthemonotone-

withmeanvaluea, thenan analysisparallelto thatgivenin thepresent paperis possible. This

ofpersonsin thefamily (includingtheancestor),and itslength in timeis equal totheaggregate of

(Here 5(s) is theLaplacetransform oftheservice-time itwas defined

t1 beinga random distribution

(56) and an inductive

On proceeding to thelimitone obtainsthefunctional

When the service-time distributionthe functionalequation for cp

of thelengthof a busyperiod. It is to be expectedthatthiswill be valid when

which (because of (27)) is equivalentto

In the special case when the service-time form(5), this

and this suggeststhatthe probabilityof terminationin a finitetimeshould thenbe equal to I if

where i is the unique root of the equation

* Doetsch(1947),p. 92, no. 64. In (63) thesquare-root is to be chosento makethemodulusof the

withtheaid ofwhichitis possibletocalculateapproximate pointsoftheT-distribution.

0 2x3 4x6 6x9

It wouldtaketoo longto mentionbynamethemanyfriends whohavehelpedme duringthe

ADAMS, W. F. (1936),"Road traffic consideredas a randomseries",Journ.Inst.CivilEng.,November,

If theseremarks are correctthereasonsgivenforthefailureoftheauthor'stechnique in the

Ifg(a) is thefrequency of u andf(a) thatof w*(whichin generalwillexist,thoughthat

f(a) =f f(t) g(a-t) dt + (1 - p) g(a).

This is a familiarequationforf(t). It is of thesametypeas theequationof therandomwalk,