Glossary availability cellular manufacturing closed queueing network coefficient of variation (CV) conditional probability CONWIP
|
|
- Bartholomew Holt
- 5 years ago
- Views:
Transcription
1 Glossary availability The long-run average fraction of time that the processor is available for processing jobs, denoted by a (p. 113). cellular manufacturing The concept of organizing the factory into sub-factories with the capability to produce a technology group (p. 177). closed queueing network A network of queues in which no arrivals are possible from outside the network and no jobs within the network can leave (p. 242). coefficient of variation (CV) The standard deviation divided by the mean; usually restricted to positive random variables (p. 13). conditional probability The probability of event A given B is Pr(A B)/Pr(B) if Pr(B) 0(p. 2). Also used for random variables when information of one random variable is known and the distribution of the other random variable is desired (p. 27). CONWIP A production control strategy in which a constant level of work-inprocess is maintained within the facility and thus a form of pull-release control is used for jobs entering the system but not at each workstation (p. 241). correlation coefficient The covariance of two random variables divided by the product of the two standard deviations (p. 30). covariance The expected value of the product of the difference of one random variable and its mean multiplied by the difference of the second random variable and its mean (p. 29). cumulative distribution function (CDF) A function associated with a random variable giving the probability that the random variable is less than or equal to the specified value (p. 5). cycle time The time that a job spends within a system. The average cycle time is denoted by CT (p. 46). G.L. Curry, R.M. Feldman, Manufacturing Systems Modeling and Analysis, 2nd ed., DOI / , c Springer-Verlag Berlin Heidelberg
2 332 Glossary effective arrival rate The rate at which jobs enter the system, often denoted by λ e. Notice that λ often represents the rate that jobs come to the system and λ e represents the rate that jobs are allowed into the system (p. 73). effective processing time The time duration from when a job first has control of a processor or machine until the time at which the job releases the processor or machine so that it is available to begin work on another job; thus, it might include actual processing time plus a setup time or repair time in case of processor failure (p. 113). event A subset from the sample space, or a set of outcomes (p. 1). expected value The expected value of a discrete random variable is the sum over all possible values of the random variable times the probability that the value will occur; with continuous random variables, the integral replaces the sum (p. 10). group technology The analysis of processing operations with the goal of determining the similarity of the processing functions and, hence, the grouping of the associated parts for production purposes (p. 177). independence Random variables are independent if knowledge of the value of one random variable does not provide any information in predicting the value of the other random variables (p. 7). indicator function The indicator function for integers is a matrix with the value of 1 on the diagonal and 0 off the diagonal. If the matrix is square, it is an identity matrix (p. 170). job type Jobs with different routes or different processing characteristics are said to be of different job types (p. 48). joint distribution function The distribution function associated with two or more random variables (p. 24). kanban A production control strategy in which a maximum limit on work-inprocess at each workstation is maintained and thus a form of pull-release control is used at each workstation (p. 281). marginal distribution function The distribution function associated with one random variable, usually derived from a joint distribution function (p. 25). mean The mean of a random variable is its expected value (p. 11). memoryless property The lack of memory property is usually associated with a random variable that denotes the time at which an event occurs and the property implies that the probability of when the event will occur is the same as the conditional probability of when the event occurs given that the event has not yet occurred (p. 17). mixture of random variables The probabilistic selection of one random variable among a group of independent random variables (p. 35).
3 Glossary 333 outcome An element of the sample space (p. 1). offered workload See workload. Poisson process A renewal process formed by the sum of exponential random variables (pp. 16 and 134). probability density function (pdf) A function associated with a continuous random variable such that a probability that the random variable is between to values equals the integral of the function between those values (p. 6). probability mass function (pmf) A function associated with a discrete random variable giving the probability that the random variable equals the independent variable (p. 6). probability space A three-tuple (Ω,F,Pr) where Ω is a sample space, F is a collection of events from the sample space, and Pr is a probability measure that assigns a number to each event contained in F (p. 1). pull A general control strategy applied to a system that has a limit applied to its work-in-process. After the maximum number of jobs are within the system, further jobs are allowed into the system only when they are pulled into the system by other jobs departing from the system (pp. 241 and 267). push The standard operating assumption for open queueing networks in which jobs enter the system whenever they arrive to the system or according to a schedule independent of the system status (pp. 241 and 267). random variable A function that assigns a real number to each outcome in the sample space (p. 4). renewal process A process formed by the sum of nonnegative random variables that are independent and identically distributed (p. 134). routes The sequence of processing steps for a job (p. 48). routing matrix A matrix of probabilities, P =(p ij ), where p i, j is the probability that an arbitrary job leaving Workstation i will be routed directly to Workstation j (p. 139). sample space A set consisting of all possible outcomes (p. 1). squared coefficient of variation (SCV) The variance divided by the square of the mean value (usually restricted to positive random variables) (p. 13). standard deviation The square root of the variance (p. 11). step-wise routing matrix A routing matrix indicating the probability of moving from processing step to processing step instead of from workstation to workstation (p. 169). switching rule The probabilities that indicate the probabilistic branching for jobs as they depart from one workstation and get routed to another (p. 139).
4 334 Glossary throughput rate The number of completed jobs leaving the system per unit of time. The throughput rate averaged over many jobs is denoted by th (p. 47). variance The variance of a random variable is the expected value of the squared difference between the random variable and its mean. Equivalently, it is the second moment minus the square of the mean (p. 11). work-in-process The number of jobs within a system that are either undergoing processing or waiting in a queue for processing. The average work-in-process is denoted by WIP (p. 46). workload The total amount of work that is required of a workstation per unit of time and is determined by the sum of the total arrival rate (per time unit) for each product type multiplied by its associated mean processing time (in time units consistent with the arrival rate) (p. 159). workstation A collection of one or more identical machines or resources (p. 47). workstation mapping function Gives the workstation assigned to each step of the production plan (p. 168).
5 Index algorithm marginal distribution analysis exponential, 249 non-exponential, 267 mean value analysis Excel, 272 exponential, 247 multi-product, 257, 260, 263 non-exponential, 253 arrival process closed networks, 246, 256 merging streams, 134 multiple product, 160 random branching, 219 SCV for merging streams, 141 total arrival rate, 140 asymptotic approximation, 134 availability, 113, 328 balance equations, 73 batch models batch move, 198 batch network example, 222 batch type service, 209 departure SCV, 220 setup reduction, 206 workstations after batch service, 213 Bernoulli, 14 Bernoulli decomposition, 136 binomial, 14 Bortkiewicz, L.V., 16 breakdowns, 113 cellular manufacturing, 177 central limit theorem, 22 Chebyshev, P.L., 10 closed queueing network, 241, 255 coefficient of variation, 13 conditional expectation, 33 conditional probability definition, 2 probability density function, 27 probability mass function, 26 confidence interval, 100 convolution, 8, 9 CONWIP, 241 correlation coefficient, 29 covariance, 29 Coxian distribution, 89, 282, 327 cumulative distribution function definition, 5 joint, 24 properties, 5 cycle time, 46 de Moivre, A., 21 decomposition, 128, 282 departure process, 125 batch moves, 204 batch service, 211, 220 batch setups, 209 deterministic routings, 175 splitting streams, 135, 214 deterministic routing, 174 diagrams, 73 distributions Bernoulli, 14 binomial, 14 continuous uniform, 16 Coxian, 89 discrete uniform, 13 Erlang, 18 exponential, 17 memoryless property, 17,
6 336 Index gamma, 19 generalized Erlang (GE), 89, 285 geometric, 15 log-normal, 22 mixture of generalized Erlangs (MGE), 286 normal, 21 Poisson, 15 Weibull, 20 Weibull parameters, 36 effective arrival rate, 73 effective processing time, 113 entity, 323 Erlang, 18 Erlang models, 85, 87 event-driven, 323 Excel equation generation, 150 gamma function, 36 goal seek, 37 inverse distributions, 322 matrix inverse, 97 mean value analysis, 272 simulation, 62, 98, 150 t-statistic, 100 Weibull parameters, 36 expected value definition, 10 property, 11 exponential, 17 exponential random variate, 322 factory models deterministic, 54 deterministic routing, 174 multiple product networks, 159 processing step paradigm, 167 serial workstations, 125 single product networks, 138 single workstation, 69 various forms of batching, 197 factory performance general networks, 138 failures, 114, 328 finite queues, 285 flow shop, 48 future event, 323 gamma distribution, 19 gamma function, 19, 36 gamma random variate, 322 Gauss, K., 21 general distribution models, 93, 95 general service models, 91, 253 generalized Erlang (GE), 89, 285 generator, 286, 290 geometric, 15 glossary, 331 Gosset, W.S., 16 group technology, 177 i.i.d., 33 independence, 7, 28 job shop, 48 job type, 48 joint cumulative distribution function, 24 probability density function, 25 probability mass function, 24 just-in-time, 241 kanban, 241, 267, 281 Kendall notation, 76 log-normal, 22, 322 marginal probability density function, 25 probability mass function, 25 marginal distribution analysis exponential, 249 non-exponential, 267 Markovian routing, 136 matrix inverse, 97 mean, 11 mean value analysis, 242 Excel, 272 exponential, 245, 247 multi-product, 257, 260, 263, 267 multi-servers, 249, 267 non-exponential, 253 memoryless property, 17, 85 merging streams, 133 mixture of generalized Erlangs (MGE), 286 mixtures of random variables, 35 multiple product networks, 159 multiple servers, 249, 267 multiple streams, 139 multivariate distributions, 24 network, 125, 222 network approximations, 138 non-identical servers, 81 nonserial network models, 133, 139 normal, 21 normal random variate, 322 offered workload, 159
7 Index 337 open systems multiple streams, 139 single product, 145 operator-machine interactions, 116 performance measures cycle time, 46 throughput rate, 47 work-in-process, 46 phase-type models, 89 Poisson, 15 Pollaczek and Khintchine formula, 91 probability, 1 conditional, 2 measure, 1 properties, 1 space, 1 probability density function conditional, 27 definition, 6 joint pdf, 25 marginal pdf, 25 probability mass function conditional, 26 definition, 6 joint, 24 marginal, 25 processing step, 48 processing step paradigm, 167 processing time variability, 111 pull, 241, 267 push, 241, 267 queueing models Erlang-2/M/1/3, 87 G/G/1 approximation, 93 G/G/c approximation, 95 GE-2/Erlang-2/1/3, 89 limited buffer, 285 M/Erlang-2/1/3, 86 M/G/1, 91 M/M/1, 77, 78 cycle time, 80 M/M/1/n, 69 non-identical servers, 81 Pollaczek and Khintchine formula, 91 queueing network models closed, 241 open, 125, 133 queueing notation, 76 random numbers, 321 random sized batches, random variables convolution, 8 correlation coefficient, 29 definition, 4 fixed sum, 32 independent, 7, 28 mixture, 35 nonnegative, 9 random sum, 34 random variate, 322 exponential, 322 gamma, 322 log-normal, 322 normal, 322 Weibull, 322 re-entrant flow, 48 relative arrival rates, 245 reliability, 114, 328 renewal process, 134 repairs, 113, 114, 328 routing, 48 routing matrix, 139 sample space, 1 scale parameter, 19, 20 serial network model, 128, 213, 293 setups, 206 shape parameter, 19, 20 simulation, 62, 98, 150 single server, 90 skewness, 23 solutions to linear systems, 97 splitting streams, 135 squared coefficient of variation, 13 departure SCV, 127 service SCV, 163 standard deviation, 10 standard normal, 322 steady-state, 69, 73 sums of random variables fixed, 32 random, 34 switching probabilities, 164 switching rule, 139 throughput rate, 47 two-node systems, 284 uniform, continuous, 16 uniform, discrete, 13 utilization, 84 multiple products, 162 single product, 92 variance coefficient of variation, 13
8 338 Index definition, 11 property, 12 Venn diagrams, 2 Weibull distribution, 20, 36 Weibull random variate, 322 Weibull, W., 20 WIP formula, 52 limits constant, 241 kanban, 281 production control pull, 241 push, 241 work-in-process, 46 workload, 159, 162 workstations, 46, 47
Queueing Theory and Simulation. Introduction
Queueing Theory and Simulation Based on the slides of Dr. Dharma P. Agrawal, University of Cincinnati and Dr. Hiroyuki Ohsaki Graduate School of Information Science & Technology, Osaka University, Japan
More informationChapter 2 Queueing Theory and Simulation
Chapter 2 Queueing Theory and Simulation Based on the slides of Dr. Dharma P. Agrawal, University of Cincinnati and Dr. Hiroyuki Ohsaki Graduate School of Information Science & Technology, Osaka University,
More informationEEC 686/785 Modeling & Performance Evaluation of Computer Systems. Lecture 19
EEC 686/785 Modeling & Performance Evaluation of Computer Systems Lecture 19 Department of Electrical and Computer Engineering Cleveland State University wenbing@ieee.org (based on Dr. Raj Jain s lecture
More informationINDEX. production, see Applications, manufacturing
INDEX Absorbing barriers, 103 Ample service, see Service, ample Analyticity, of generating functions, 100, 127 Anderson Darling (AD) test, 411 Aperiodic state, 37 Applications, 2, 3 aircraft, 3 airline
More informationOutline. Simulation of a Single-Server Queueing System. EEC 686/785 Modeling & Performance Evaluation of Computer Systems.
EEC 686/785 Modeling & Performance Evaluation of Computer Systems Lecture 19 Outline Simulation of a Single-Server Queueing System Review of midterm # Department of Electrical and Computer Engineering
More information57:022 Principles of Design II Final Exam Solutions - Spring 1997
57:022 Principles of Design II Final Exam Solutions - Spring 1997 Part: I II III IV V VI Total Possible Pts: 52 10 12 16 13 12 115 PART ONE Indicate "+" if True and "o" if False: + a. If a component's
More informationA PARAMETRIC DECOMPOSITION BASED APPROACH FOR MULTI-CLASS CLOSED QUEUING NETWORKS WITH SYNCHRONIZATION STATIONS
A PARAMETRIC DECOMPOSITION BASED APPROACH FOR MULTI-CLASS CLOSED QUEUING NETWORKS WITH SYNCHRONIZATION STATIONS Kumar Satyam and Ananth Krishnamurthy Department of Decision Sciences and Engineering Systems,
More informationContents Preface The Exponential Distribution and the Poisson Process Introduction to Renewal Theory
Contents Preface... v 1 The Exponential Distribution and the Poisson Process... 1 1.1 Introduction... 1 1.2 The Density, the Distribution, the Tail, and the Hazard Functions... 2 1.2.1 The Hazard Function
More informationName of the Student:
SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 6453 MATERIAL NAME : Part A questions REGULATION : R2013 UPDATED ON : November 2017 (Upto N/D 2017 QP) (Scan the above QR code for the direct
More informationEEC 686/785 Modeling & Performance Evaluation of Computer Systems. Lecture 18
EEC 686/785 Modeling & Performance Evaluation of Computer Systems Lecture 18 Department of Electrical and Computer Engineering Cleveland State University wenbing@ieee.org (based on Dr. Raj Jain s lecture
More informationData analysis and stochastic modeling
Data analysis and stochastic modeling Lecture 7 An introduction to queueing theory Guillaume Gravier guillaume.gravier@irisa.fr with a lot of help from Paul Jensen s course http://www.me.utexas.edu/ jensen/ormm/instruction/powerpoint/or_models_09/14_queuing.ppt
More informationLecturer: Olga Galinina
Renewal models Lecturer: Olga Galinina E-mail: olga.galinina@tut.fi Outline Reminder. Exponential models definition of renewal processes exponential interval distribution Erlang distribution hyperexponential
More informationChapter Learning Objectives. Probability Distributions and Probability Density Functions. Continuous Random Variables
Chapter 4: Continuous Random Variables and Probability s 4-1 Continuous Random Variables 4-2 Probability s and Probability Density Functions 4-3 Cumulative Functions 4-4 Mean and Variance of a Continuous
More informationQueues and Queueing Networks
Queues and Queueing Networks Sanjay K. Bose Dept. of EEE, IITG Copyright 2015, Sanjay K. Bose 1 Introduction to Queueing Models and Queueing Analysis Copyright 2015, Sanjay K. Bose 2 Model of a Queue Arrivals
More informationContents LIST OF TABLES... LIST OF FIGURES... xvii. LIST OF LISTINGS... xxi PREFACE. ...xxiii
LIST OF TABLES... xv LIST OF FIGURES... xvii LIST OF LISTINGS... xxi PREFACE...xxiii CHAPTER 1. PERFORMANCE EVALUATION... 1 1.1. Performance evaluation... 1 1.2. Performance versus resources provisioning...
More informationCPSC 531: System Modeling and Simulation. Carey Williamson Department of Computer Science University of Calgary Fall 2017
CPSC 531: System Modeling and Simulation Carey Williamson Department of Computer Science University of Calgary Fall 2017 Motivating Quote for Queueing Models Good things come to those who wait - poet/writer
More informationQueueing Theory. VK Room: M Last updated: October 17, 2013.
Queueing Theory VK Room: M1.30 knightva@cf.ac.uk www.vincent-knight.com Last updated: October 17, 2013. 1 / 63 Overview Description of Queueing Processes The Single Server Markovian Queue Multi Server
More informationChapter 6 Queueing Models. Banks, Carson, Nelson & Nicol Discrete-Event System Simulation
Chapter 6 Queueing Models Banks, Carson, Nelson & Nicol Discrete-Event System Simulation Purpose Simulation is often used in the analysis of queueing models. A simple but typical queueing model: Queueing
More informationSystem Simulation Part II: Mathematical and Statistical Models Chapter 5: Statistical Models
System Simulation Part II: Mathematical and Statistical Models Chapter 5: Statistical Models Fatih Cavdur fatihcavdur@uludag.edu.tr March 20, 2012 Introduction Introduction The world of the model-builder
More informationIntroduction to Queueing Theory
Introduction to Queueing Theory Raj Jain Washington University in Saint Louis Saint Louis, MO 63130 Jain@cse.wustl.edu Audio/Video recordings of this lecture are available at: http://www.cse.wustl.edu/~jain/cse567-11/
More informationSlides 9: Queuing Models
Slides 9: Queuing Models Purpose Simulation is often used in the analysis of queuing models. A simple but typical queuing model is: Queuing models provide the analyst with a powerful tool for designing
More information2DI90 Probability & Statistics. 2DI90 Chapter 4 of MR
2DI90 Probability & Statistics 2DI90 Chapter 4 of MR Recap - Random Variables ( 2.8 MR)! Example: X is the random variable corresponding to the temperature of the room at time t. x is the measured temperature
More informationQueueing Theory I Summary! Little s Law! Queueing System Notation! Stationary Analysis of Elementary Queueing Systems " M/M/1 " M/M/m " M/M/1/K "
Queueing Theory I Summary Little s Law Queueing System Notation Stationary Analysis of Elementary Queueing Systems " M/M/1 " M/M/m " M/M/1/K " Little s Law a(t): the process that counts the number of arrivals
More informationProbability Models in Electrical and Computer Engineering Mathematical models as tools in analysis and design Deterministic models Probability models
Probability Models in Electrical and Computer Engineering Mathematical models as tools in analysis and design Deterministic models Probability models Statistical regularity Properties of relative frequency
More informationChapter 5. Statistical Models in Simulations 5.1. Prof. Dr. Mesut Güneş Ch. 5 Statistical Models in Simulations
Chapter 5 Statistical Models in Simulations 5.1 Contents Basic Probability Theory Concepts Discrete Distributions Continuous Distributions Poisson Process Empirical Distributions Useful Statistical Models
More informationQueueing Theory II. Summary. ! M/M/1 Output process. ! Networks of Queue! Method of Stages. ! General Distributions
Queueing Theory II Summary! M/M/1 Output process! Networks of Queue! Method of Stages " Erlang Distribution " Hyperexponential Distribution! General Distributions " Embedded Markov Chains M/M/1 Output
More informationPart I Stochastic variables and Markov chains
Part I Stochastic variables and Markov chains Random variables describe the behaviour of a phenomenon independent of any specific sample space Distribution function (cdf, cumulative distribution function)
More informationSTAT 302 Introduction to Probability Learning Outcomes. Textbook: A First Course in Probability by Sheldon Ross, 8 th ed.
STAT 302 Introduction to Probability Learning Outcomes Textbook: A First Course in Probability by Sheldon Ross, 8 th ed. Chapter 1: Combinatorial Analysis Demonstrate the ability to solve combinatorial
More information10.2 For the system in 10.1, find the following statistics for population 1 and 2. For populations 2, find: Lq, Ls, L, Wq, Ws, W, Wq 0 and SL.
Bibliography Asmussen, S. (2003). Applied probability and queues (2nd ed). New York: Springer. Baccelli, F., & Bremaud, P. (2003). Elements of queueing theory: Palm martingale calculus and stochastic recurrences
More informationPerformance Evaluation of Queuing Systems
Performance Evaluation of Queuing Systems Introduction to Queuing Systems System Performance Measures & Little s Law Equilibrium Solution of Birth-Death Processes Analysis of Single-Station Queuing Systems
More informationSystem Simulation Part II: Mathematical and Statistical Models Chapter 5: Statistical Models
System Simulation Part II: Mathematical and Statistical Models Chapter 5: Statistical Models Fatih Cavdur fatihcavdur@uludag.edu.tr March 29, 2014 Introduction Introduction The world of the model-builder
More informationRecap. Probability, stochastic processes, Markov chains. ELEC-C7210 Modeling and analysis of communication networks
Recap Probability, stochastic processes, Markov chains ELEC-C7210 Modeling and analysis of communication networks 1 Recap: Probability theory important distributions Discrete distributions Geometric distribution
More informationSYMBOLS AND ABBREVIATIONS
APPENDIX A SYMBOLS AND ABBREVIATIONS This appendix contains definitions of common symbols and abbreviations used frequently and consistently throughout the text. Symbols that are used only occasionally
More informationEngineering Mathematics : Probability & Queueing Theory SUBJECT CODE : MA 2262 X find the minimum value of c.
SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 2262 MATERIAL NAME : University Questions MATERIAL CODE : SKMA104 UPDATED ON : May June 2013 Name of the Student: Branch: Unit I (Random Variables)
More informationS. T. Enns Paul Rogers. Dept. of Mechanical and Manufacturing Engineering University of Calgary Calgary, AB., T2N-1N4, CANADA
Proceedings of the 2008 Winter Simulation Conference S. J. Mason, R. R. Hill, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler eds. CLARIFYING CONWIP VERSUS PUSH SYSTEM BEHAVIOR USING SIMULATION S. T. Enns
More informationNon Markovian Queues (contd.)
MODULE 7: RENEWAL PROCESSES 29 Lecture 5 Non Markovian Queues (contd) For the case where the service time is constant, V ar(b) = 0, then the P-K formula for M/D/ queue reduces to L s = ρ + ρ 2 2( ρ) where
More informationExercises Stochastic Performance Modelling. Hamilton Institute, Summer 2010
Exercises Stochastic Performance Modelling Hamilton Institute, Summer Instruction Exercise Let X be a non-negative random variable with E[X ]
More informationLecture 7: Simulation of Markov Processes. Pasi Lassila Department of Communications and Networking
Lecture 7: Simulation of Markov Processes Pasi Lassila Department of Communications and Networking Contents Markov processes theory recap Elementary queuing models for data networks Simulation of Markov
More informationQUEUING SYSTEM. Yetunde Folajimi, PhD
QUEUING SYSTEM Yetunde Folajimi, PhD Part 2 Queuing Models Queueing models are constructed so that queue lengths and waiting times can be predicted They help us to understand and quantify the effect of
More informationChapter 5. Chapter 5 sections
1 / 43 sections Discrete univariate distributions: 5.2 Bernoulli and Binomial distributions Just skim 5.3 Hypergeometric distributions 5.4 Poisson distributions Just skim 5.5 Negative Binomial distributions
More informationCPSC 531 Systems Modeling and Simulation FINAL EXAM
CPSC 531 Systems Modeling and Simulation FINAL EXAM Department of Computer Science University of Calgary Professor: Carey Williamson December 21, 2017 This is a CLOSED BOOK exam. Textbooks, notes, laptops,
More informationElementary queueing system
Elementary queueing system Kendall notation Little s Law PASTA theorem Basics of M/M/1 queue M/M/1 with preemptive-resume priority M/M/1 with non-preemptive priority 1 History of queueing theory An old
More informationComputer Science, Informatik 4 Communication and Distributed Systems. Simulation. Discrete-Event System Simulation. Dr.
Simulation Discrete-Event System Simulation Chapter 4 Statistical Models in Simulation Purpose & Overview The world the model-builder sees is probabilistic rather than deterministic. Some statistical model
More informationNorthwestern University Department of Electrical Engineering and Computer Science
Northwestern University Department of Electrical Engineering and Computer Science EECS 454: Modeling and Analysis of Communication Networks Spring 2008 Probability Review As discussed in Lecture 1, probability
More informationSystems Simulation Chapter 6: Queuing Models
Systems Simulation Chapter 6: Queuing Models Fatih Cavdur fatihcavdur@uludag.edu.tr April 2, 2014 Introduction Introduction Simulation is often used in the analysis of queuing models. A simple but typical
More informationChapter 5 continued. Chapter 5 sections
Chapter 5 sections Discrete univariate distributions: 5.2 Bernoulli and Binomial distributions Just skim 5.3 Hypergeometric distributions 5.4 Poisson distributions Just skim 5.5 Negative Binomial distributions
More informationb. ( ) ( ) ( ) ( ) ( ) 5. Independence: Two events (A & B) are independent if one of the conditions listed below is satisfied; ( ) ( ) ( )
1. Set a. b. 2. Definitions a. Random Experiment: An experiment that can result in different outcomes, even though it is performed under the same conditions and in the same manner. b. Sample Space: This
More informationIntroduction to Queueing Theory
Introduction to Queueing Theory Raj Jain Washington University in Saint Louis Jain@eecs.berkeley.edu or Jain@wustl.edu A Mini-Course offered at UC Berkeley, Sept-Oct 2012 These slides and audio/video recordings
More information6 Solving Queueing Models
6 Solving Queueing Models 6.1 Introduction In this note we look at the solution of systems of queues, starting with simple isolated queues. The benefits of using predefined, easily classified queues will
More informationThis lecture is expanded from:
This lecture is expanded from: HIGH VOLUME JOB SHOP SCHEDULING AND MULTICLASS QUEUING NETWORKS WITH INFINITE VIRTUAL BUFFERS INFORMS, MIAMI Nov 2, 2001 Gideon Weiss Haifa University (visiting MS&E, Stanford)
More informationPush and Pull Systems in a Dynamic Environment
Push and Pull Systems in a Dynamic Environment ichael Zazanis Dept. of IEOR University of assachusetts Amherst, A 0003 email: zazanis@ecs.umass.edu Abstract We examine Push and Pull production control
More informationA Semiconductor Wafer
M O T I V A T I O N Semi Conductor Wafer Fabs A Semiconductor Wafer Clean Oxidation PhotoLithography Photoresist Strip Ion Implantation or metal deosition Fabrication of a single oxide layer Etching MS&E324,
More informationOutline. Finite source queue M/M/c//K Queues with impatience (balking, reneging, jockeying, retrial) Transient behavior Advanced Queue.
Outline Finite source queue M/M/c//K Queues with impatience (balking, reneging, jockeying, retrial) Transient behavior Advanced Queue Batch queue Bulk input queue M [X] /M/1 Bulk service queue M/M [Y]
More informationIE 303 Discrete-Event Simulation
IE 303 Discrete-Event Simulation 1 L E C T U R E 5 : P R O B A B I L I T Y R E V I E W Review of the Last Lecture Random Variables Probability Density (Mass) Functions Cumulative Density Function Discrete
More informationIntroduction to Queueing Theory
Introduction to Queueing Theory Raj Jain Washington University in Saint Louis Saint Louis, MO 63130 Jain@cse.wustl.edu Audio/Video recordings of this lecture are available at: 30-1 Overview Queueing Notation
More informationSolutions. Some of the problems that might be encountered in collecting data on check-in times are:
Solutions Chapter 7 E7.1 Some of the problems that might be encountered in collecting data on check-in times are: Need to collect separate data for each airline (time and cost). Need to collect data for
More information1 Basic concepts from probability theory
Basic concepts from probability theory This chapter is devoted to some basic concepts from probability theory.. Random variable Random variables are denoted by capitals, X, Y, etc. The expected value or
More informationDiscrete Random Variables
CPSC 53 Systems Modeling and Simulation Discrete Random Variables Dr. Anirban Mahanti Department of Computer Science University of Calgary mahanti@cpsc.ucalgary.ca Random Variables A random variable is
More informationKendall notation. PASTA theorem Basics of M/M/1 queue
Elementary queueing system Kendall notation Little s Law PASTA theorem Basics of M/M/1 queue 1 History of queueing theory An old research area Started in 1909, by Agner Erlang (to model the Copenhagen
More informationBasic concepts of probability theory
Basic concepts of probability theory Random variable discrete/continuous random variable Transform Z transform, Laplace transform Distribution Geometric, mixed-geometric, Binomial, Poisson, exponential,
More informationQueuing Networks: Burke s Theorem, Kleinrock s Approximation, and Jackson s Theorem. Wade Trappe
Queuing Networks: Burke s Theorem, Kleinrock s Approximation, and Jackson s Theorem Wade Trappe Lecture Overview Network of Queues Introduction Queues in Tandem roduct Form Solutions Burke s Theorem What
More informationCHAPTER 3 ANALYSIS OF RELIABILITY AND PROBABILITY MEASURES
27 CHAPTER 3 ANALYSIS OF RELIABILITY AND PROBABILITY MEASURES 3.1 INTRODUCTION The express purpose of this research is to assimilate reliability and its associated probabilistic variables into the Unit
More informationQueueing systems. Renato Lo Cigno. Simulation and Performance Evaluation Queueing systems - Renato Lo Cigno 1
Queueing systems Renato Lo Cigno Simulation and Performance Evaluation 2014-15 Queueing systems - Renato Lo Cigno 1 Queues A Birth-Death process is well modeled by a queue Indeed queues can be used to
More informationProbability and Statistics Concepts
University of Central Florida Computer Science Division COT 5611 - Operating Systems. Spring 014 - dcm Probability and Statistics Concepts Random Variable: a rule that assigns a numerical value to each
More informationMaximum pressure policies for stochastic processing networks
Maximum pressure policies for stochastic processing networks Jim Dai Joint work with Wuqin Lin at Northwestern Univ. The 2011 Lunteren Conference Jim Dai (Georgia Tech) MPPs January 18, 2011 1 / 55 Outline
More informationLink Models for Circuit Switching
Link Models for Circuit Switching The basis of traffic engineering for telecommunication networks is the Erlang loss function. It basically allows us to determine the amount of telephone traffic that can
More informationIntro to Queueing Theory
1 Intro to Queueing Theory Little s Law M/G/1 queue Conservation Law 1/31/017 M/G/1 queue (Simon S. Lam) 1 Little s Law No assumptions applicable to any system whose arrivals and departures are observable
More informationBulk input queue M [X] /M/1 Bulk service queue M/M [Y] /1 Erlangian queue M/E k /1
Advanced Markovian queues Bulk input queue M [X] /M/ Bulk service queue M/M [Y] / Erlangian queue M/E k / Bulk input queue M [X] /M/ Batch arrival, Poisson process, arrival rate λ number of customers in
More informationSlides 8: Statistical Models in Simulation
Slides 8: Statistical Models in Simulation Purpose and Overview The world the model-builder sees is probabilistic rather than deterministic: Some statistical model might well describe the variations. An
More informationIntroduction to Queuing Theory. Mathematical Modelling
Queuing Theory, COMPSCI 742 S2C, 2014 p. 1/23 Introduction to Queuing Theory and Mathematical Modelling Computer Science 742 S2C, 2014 Nevil Brownlee, with acknowledgements to Peter Fenwick, Ulrich Speidel
More informationComputer Systems Modelling
Computer Systems Modelling Computer Laboratory Computer Science Tripos, Part II Michaelmas Term 2003 R. J. Gibbens Problem sheet William Gates Building JJ Thomson Avenue Cambridge CB3 0FD http://www.cl.cam.ac.uk/
More informationQueueing Review. Christos Alexopoulos and Dave Goldsman 10/6/16. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA
1 / 24 Queueing Review (mostly from BCNN) Christos Alexopoulos and Dave Goldsman Georgia Institute of Technology, Atlanta, GA, USA 10/6/16 2 / 24 Outline 1 Introduction 2 Queueing Notation 3 Transient
More informationFundamentals of Applied Probability and Random Processes
Fundamentals of Applied Probability and Random Processes,nd 2 na Edition Oliver C. Ibe University of Massachusetts, LoweLL, Massachusetts ip^ W >!^ AMSTERDAM BOSTON HEIDELBERG LONDON NEW YORK OXFORD PARIS
More informationRandom variable X is a mapping that maps each outcome s in the sample space to a unique real number x, x. X s. Real Line
Random Variable Random variable is a mapping that maps each outcome s in the sample space to a unique real number,. s s : outcome Sample Space Real Line Eamples Toss a coin. Define the random variable
More informationChapter 10. Queuing Systems. D (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines.
Chapter 10 Queuing Systems D. 10. 1. (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines. D. 10.. (Queuing System) A ueuing system consists of 1. a user source.
More informationStochastic Models in Computer Science A Tutorial
Stochastic Models in Computer Science A Tutorial Dr. Snehanshu Saha Department of Computer Science PESIT BSC, Bengaluru WCI 2015 - August 10 to August 13 1 Introduction 2 Random Variable 3 Introduction
More informationCHAPTER 4. Networks of queues. 1. Open networks Suppose that we have a network of queues as given in Figure 4.1. Arrivals
CHAPTER 4 Networks of queues. Open networks Suppose that we have a network of queues as given in Figure 4.. Arrivals Figure 4.. An open network can occur from outside of the network to any subset of nodes.
More informationTABLE OF CONTENTS CHAPTER 1 COMBINATORIAL PROBABILITY 1
TABLE OF CONTENTS CHAPTER 1 COMBINATORIAL PROBABILITY 1 1.1 The Probability Model...1 1.2 Finite Discrete Models with Equally Likely Outcomes...5 1.2.1 Tree Diagrams...6 1.2.2 The Multiplication Principle...8
More informationProbability Methods in Civil Engineering Prof. Rajib Maity Department of Civil Engineering Indian Institute of Technology, Kharagpur
Probability Methods in Civil Engineering Prof. Rajib Maity Department of Civil Engineering Indian Institute of Technology, Kharagpur Lecture No. # 12 Probability Distribution of Continuous RVs (Contd.)
More informationManufacturing System Flow Analysis
Manufacturing System Flow Analysis Ronald G. Askin Systems & Industrial Engineering The University of Arizona Tucson, AZ 85721 ron@sie.arizona.edu October 12, 2005 How Many IEs Does It Take to Change a
More informationRandom variables. DS GA 1002 Probability and Statistics for Data Science.
Random variables DS GA 1002 Probability and Statistics for Data Science http://www.cims.nyu.edu/~cfgranda/pages/dsga1002_fall17 Carlos Fernandez-Granda Motivation Random variables model numerical quantities
More informationCOPYRIGHTED MATERIAL CONTENTS. Preface Preface to the First Edition
Preface Preface to the First Edition xi xiii 1 Basic Probability Theory 1 1.1 Introduction 1 1.2 Sample Spaces and Events 3 1.3 The Axioms of Probability 7 1.4 Finite Sample Spaces and Combinatorics 15
More informationTOWARDS BETTER MULTI-CLASS PARAMETRIC-DECOMPOSITION APPROXIMATIONS FOR OPEN QUEUEING NETWORKS
TOWARDS BETTER MULTI-CLASS PARAMETRIC-DECOMPOSITION APPROXIMATIONS FOR OPEN QUEUEING NETWORKS by Ward Whitt AT&T Bell Laboratories Murray Hill, NJ 07974-0636 March 31, 199 Revision: November 9, 199 ABSTRACT
More informationCDA5530: Performance Models of Computers and Networks. Chapter 4: Elementary Queuing Theory
CDA5530: Performance Models of Computers and Networks Chapter 4: Elementary Queuing Theory Definition Queuing system: a buffer (waiting room), service facility (one or more servers) a scheduling policy
More informationTHE HEAVY-TRAFFIC BOTTLENECK PHENOMENON IN OPEN QUEUEING NETWORKS. S. Suresh and W. Whitt AT&T Bell Laboratories Murray Hill, New Jersey 07974
THE HEAVY-TRAFFIC BOTTLENECK PHENOMENON IN OPEN QUEUEING NETWORKS by S. Suresh and W. Whitt AT&T Bell Laboratories Murray Hill, New Jersey 07974 ABSTRACT This note describes a simulation experiment involving
More informationStochastic process. X, a series of random variables indexed by t
Stochastic process X, a series of random variables indexed by t X={X(t), t 0} is a continuous time stochastic process X={X(t), t=0,1, } is a discrete time stochastic process X(t) is the state at time t,
More informationA Method for Sweet Point Operation of Re-entrant Lines
A Method for Sweet Point Operation of Re-entrant Lines Semyon M. Meerkov, Chao-Bo Yan, Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 4819-2122, USA (e-mail:
More informationAdvanced Computer Networks Lecture 3. Models of Queuing
Advanced Computer Networks Lecture 3. Models of Queuing Husheng Li Min Kao Department of Electrical Engineering and Computer Science University of Tennessee, Knoxville Spring, 2016 1/13 Terminology of
More informationEE/CpE 345. Modeling and Simulation. Fall Class 5 September 30, 2002
EE/CpE 345 Modeling and Simulation Class 5 September 30, 2002 Statistical Models in Simulation Real World phenomena of interest Sample phenomena select distribution Probabilistic, not deterministic Model
More informationPROBABILITY & QUEUING THEORY Important Problems. a) Find K. b) Evaluate P ( X < > < <. 1 >, find the minimum value of C. 2 ( )
PROBABILITY & QUEUING THEORY Important Problems Unit I (Random Variables) Problems on Discrete & Continuous R.Vs ) A random variable X has the following probability function: X 0 2 3 4 5 6 7 P(X) 0 K 2K
More informationChapter 8 Queuing Theory Roanna Gee. W = average number of time a customer spends in the system.
8. Preliminaries L, L Q, W, W Q L = average number of customers in the system. L Q = average number of customers waiting in queue. W = average number of time a customer spends in the system. W Q = average
More informationUniform random numbers generators
Uniform random numbers generators Lecturer: Dmitri A. Moltchanov E-mail: moltchan@cs.tut.fi http://www.cs.tut.fi/kurssit/tlt-2707/ OUTLINE: The need for random numbers; Basic steps in generation; Uniformly
More informationStochastic Renewal Processes in Structural Reliability Analysis:
Stochastic Renewal Processes in Structural Reliability Analysis: An Overview of Models and Applications Professor and Industrial Research Chair Department of Civil and Environmental Engineering University
More informationMassachusetts Institute of Technology
Problem. (0 points) Massachusetts Institute of Technology Final Solutions: December 15, 009 (a) (5 points) We re given that the joint PDF is constant in the shaded region, and since the PDF must integrate
More informationMarkov Chains. X(t) is a Markov Process if, for arbitrary times t 1 < t 2 <... < t k < t k+1. If X(t) is discrete-valued. If X(t) is continuous-valued
Markov Chains X(t) is a Markov Process if, for arbitrary times t 1 < t 2
More informationRandom Variables. Definition: A random variable (r.v.) X on the probability space (Ω, F, P) is a mapping
Random Variables Example: We roll a fair die 6 times. Suppose we are interested in the number of 5 s in the 6 rolls. Let X = number of 5 s. Then X could be 0, 1, 2, 3, 4, 5, 6. X = 0 corresponds to the
More informationQueueing Review. Christos Alexopoulos and Dave Goldsman 10/25/17. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA
1 / 26 Queueing Review (mostly from BCNN) Christos Alexopoulos and Dave Goldsman Georgia Institute of Technology, Atlanta, GA, USA 10/25/17 2 / 26 Outline 1 Introduction 2 Queueing Notation 3 Transient
More informationClass 11 Non-Parametric Models of a Service System; GI/GI/1, GI/GI/n: Exact & Approximate Analysis.
Service Engineering Class 11 Non-Parametric Models of a Service System; GI/GI/1, GI/GI/n: Exact & Approximate Analysis. G/G/1 Queue: Virtual Waiting Time (Unfinished Work). GI/GI/1: Lindley s Equations
More informationChapter 6 Expectation and Conditional Expectation. Lectures Definition 6.1. Two random variables defined on a probability space are said to be
Chapter 6 Expectation and Conditional Expectation Lectures 24-30 In this chapter, we introduce expected value or the mean of a random variable. First we define expectation for discrete random variables
More informationDiscrete-Event System Simulation
Discrete-Event System Simulation FOURTH EDITION Jerry Banks Independent Consultant John S. Carson II Brooks Automation Barry L. Nelson Northwestern University David M. Nicol University of Illinois, Urbana-Champaign
More information