Chapter 4 Switching and Queuing Delay Models 243

Room 0 Room n 1 Room n Room n + 1

t(n+1 n)

t(n n+1)

t(n n+1) t(n+1 n) 1

Figure 4-20: Intuition behind the balance principle for a birth and death process.

1 1 1 1 1 1

0 1 2 n1 n n+1

Figure 4-21: Transition probability diagram for the number of customers in the system.

lim P{N (t ) = n} = pn
t

Note that during any time interval, the total number of transitions from state n to n + 1 can differ
from the total number of transitions from n + 1 to n by at most 1. Thus asymptotically, the
frequency of transitions from n to n + 1 is equal to the frequency of transitions from n + 1 to n.
This is called the balance principle. As an intuition, each state of this system can be imagined as
a room, with doors connecting the adjacent rooms. If you keep walking from one room to the
adjacent one and back, you can cross at most once more in one direction than in the other. In
other words, the difference between how many times you went from n + 1 to n vs. from n to n + 1
at any time can be no more than one.
Given the stationary probabilities and the arrival and service rates, from our rate-equality
principle we have the following detailed balance equations
pn = pn+1 , n = 0, 1, 2, (4.2)
These equations simply state that the rate at which the process leaves state n equals the rate at
which it enters that state. The ratio = / is called the utilization factor of the queuing system,
which is the long-run proportion of the time the server is busy. With this, we can rewrite the
detailed balance equations as
pn+1 = pn = pn1 = = n+1 p0 (4.3)
If < 1 (service rate exceeds arrival rate), the probabilities pn are all positive and add up to unity,
so

n p0 = p0 n =
p0
1= pn = (4.4)
n =0 n =0 n =0 1