Poisson Queueing Theory: A First Look
Imagine a coffee shop. Customers arrive at random times — sometimes three come in a minute, sometimes none for five minutes. The barista serves them one at a time, and each service takes a random duration. You want to answer questions like: How long will the next customer wait? How many customers will be in line on average? That is queueing theory.
Poisson queueing theory is the simplest, most powerful model for such systems. It rests on two key ideas: arrivals happen according to a Poisson process, and service times follow an exponential distribution. Together, they make the mathematics clean and the predictions sharp.
Intuition: What makes arrivals "Poisson"?
Think of a Poisson process as completely random arrivals — no memory, no pattern. If you watch the coffee shop door, the chance that a customer arrives in the next second is always the same, regardless of how long it has been since the last customer. This is called the memoryless property.
Concretely, if the average arrival rate is λ customers per hour, then:
- The number of customers arriving in any fixed time interval (say, 10 minutes) follows a Poisson distribution.
- The time between consecutive arrivals follows an exponential distribution with mean 1/λ.
The exponential distribution is the only continuous distribution that is memoryless. That is why it pairs naturally with the Poisson process.
The precise statement
A queueing system is described by Kendall's notation: A/B/c, where A is the arrival process, B is the service-time distribution, and c is the number of servers. The classic Poisson queue is M/M/1:
- M = Markovian (Poisson) arrivals
- M = Markovian (exponential) service times
- 1 = one server
Arrival rate=λ,Service rate=μ
The system is stable only if λ<μ — otherwise the queue grows without bound.
Key results for M/M/1
Let ρ=λ/μ be the traffic intensity (the fraction of time the server is busy). Then:
| Quantity | Formula | Meaning |
|---|
| Probability system is empty | P0=1−ρ | Fraction of time no customers |
| Average number in system | L=1−ρρ | Customers in queue + being served |
| Average number in queue | Lq=1−ρρ2 | Customers waiting only |