◇ Math reference
Why queueing theory
The formulas Kendall uses to model latency, utilisation, and rejection rates. Each section has the statement, the intuition, and a worked example.
You can use Kendall productively without reading any of this — the simulator handles it. This reference exists so the model isn't a black box: if the simulator says your database p99 is going to spike at ρ = 0.92, the math here tells you why.
Tail latency isn't predictable from average load. A server that's 50% utilised on average doesn't spend half its time idle and half its time at exactly 1 in-flight request — real arrivals and service times vary, requests cluster, and the queue's mean length grows nonlinearly as utilisation rises. Queueing theory is the closed-form math of how those queues behave.
Erlang derived the first such formula in 1909 for the Copenhagen telephone exchange: how many trunk lines did a switchboard need so that fewer than one call in a hundred got a busy signal? The answer wasn't “average concurrent calls + a safety factor” — it was an explicit function of arrival rate and service time. A century later, the math is unchanged; the systems are just bigger.
In this reference
- Part 01Kendall notationA/S/c/K/N/D — the standard taxonomy for queueing systems.
- Part 02Little's Law & stabilityL = λ · W, the ρ < 1 stability condition, and why 95% utilisation isn't 5% headroom.
- Part 03M/M/1 and M/M/cSingle- and multi-server queues, Erlang C, and the square-root staffing rule.
- Part 04M/G/1 — Pollaczek–KhinchineWhy service-time variance dominates tail latency, with a worked example.
- Part 05M/M/c/K bounded queuesRate-limited endpoints, fixed-size pools, and blocking probability.
- Part 06Jackson networksComposing M/M/c stations into networks, latency composition, what's not modelled.
Further reading
- Harchol-Balter, M. Performance Modeling and Design of Computer Systems: Queueing Theory in Action. Cambridge University Press, 2013.
- Erlang, A. K. “The Theory of Probabilities and Telephone Conversations.” Nyt Tidsskrift for Matematik B, 1909.
- Kingman, J. F. C. “The single server queue in heavy traffic.” Mathematical Proceedings of the Cambridge Philosophical Society, 1961.
- Kleppmann, M. Designing Data-Intensive Applications. O'Reilly, 2017.