Characterization of the Burst Aggregation Process in Optical Burst Switching.

Size: px
Start display at page:

Download "Characterization of the Burst Aggregation Process in Optical Burst Switching."

Transcription

1 See discussions, stats, and author profiles for this pulication at: Characterization of the Burst Aggregation Process in Optical Burst Switching. CONFERENCE PAPER in LECTURE NOTES IN COMPUTER SCIENCE JANUARY 2006 Impact Factor: 0.51 DOI: / _63 Source: DBLP CITATIONS 11 READS 18 2 AUTHORS, INCLUDING: Xenia Mountrouidou Jacksonville University 14 PUBLICATIONS 61 CITATIONS SEE PROFILE Availale from: Xenia Mountrouidou Retrieved on: 02 January 2016

2 Characterization of the Burst Aggregation Process in Optical Burst Switching Xenia Mountrouidou and Harry G. Perros Computer Science Department, North Carolina State University, Raleigh, NC 27695, USA {pmountr, Astract. We descrie an analytic approach for the calculation of the departure process from a urst ggregation algorithm that uses oth a timer and maximum/minimum urst size. The arrival process of packets is assumed to e Poisson or ursty modelled y an Interrupted Poisson Process (IPP). The analytic results are approximate and validation against simulation data showed that they have good accuracy. 1 Introduction An important design aspect of an OBS network is the urst aggregation process performed at the edge nodes. This process concentrates upper layer packets which are then transmitted optically over the OBS network. In view of this, the urst aggregation strategy defines the urst arrival process to the OBS network. This process depends on the parameters of the aggregation process, and so far it has not een adequately studied. However, it is important that the urst arrival process to an OBS network is well characterized if we are to understand etter the performance of OBS networks. The main parameters of a urst assemly algorithm are a timer and the maximum and minimum urst size. When the timer expires, the edge node assemles a urst that consists of packets in the edge s packet queue that have the same destination. This procedure takes place in the electrical domain, and the resulting ursts are transmitted in the optical domain. If the arrival rate at an edge node is very high, then each time the timer expires, there may e a large numer of packets waiting in the packet queue. This would lead to large data ursts if all packets are assemled into a single urst. Large ursts decrease the performance in the OBS network, since they occupy the resources for long intervals. As a result, they lock other ursts thus leading to a high urst loss proaility [1]. In order to avoid this prolem, a maximum urst size is used to ound the size of a urst. Another drawack of the urst assemly algorithm, if it is driven entirely y a timer, is that ursts can e very small if the arrival rate to the edge node is very low. This results to high overheads, since the OBS network has to set up a path for each urst. The solution to this prolem is to use a lower ound for the urst size. If this lower limit is not reached, when the timer expires, then the urst is not transmitted.

3 2 Various algorithms have een proposed to aggregate packets into ursts. Most of these assemly algorithms use either an assemly timer or a maximum and minimum urst length or oth as a way of creating ursts. Let T e the length of the timer, B max the maximum urst length and B min the minimum urst length. We can classify the assemly algorithms into the following three categories: Time-ased aggregation algorithms: In this case a fixed-threshold T is used to create a urst. In some implementations, a minimum length B min is required [2]. If the urst is shorter than B min then padding is used to increase the length to B min. The shortcoming of the time-ased assemly algorithm is that, under heavy traffic load, the numer of packets that are gathered until the timer expires may e high, thus resulting to large ursts. Burst-length ased aggregation algorithms: In this case, the urst is sent out as soon as the urst length exceeds a given maximum urst length B max. Thus, the packets are uffered until the total size reaches the maximum threshold. The main disadvantage of this algorithm is that it does not constraint the waiting time of the packets in the packet queue. Therefore, when the traffic is low, waiting time may e large. Time and urst-length ased urst aggregation algorithms: The disadvantages of the aggregation algorithms ased on a timer or a maximum urst length can e overcome using a comination of a timer and maximum and minimum urst lengths. In this case, the packets are uffered until the timer expires. Then, we compare the total size of the packets in the queue with the upper and lower limits, B max and B min. If the size is less than B min, then we keep the packets in the packet queue until the next aggregation period, i.e. until the next time when the timer expires. If the size is greater than B min ut less than B max we aggregate all the packets in one urst. If the size is greater than B max, we make one urst of maximum size and then we repeat this process with the remaining its. We note that an adaptation scheme has to e created which will assemle packets into ursts at the transmitter s side, and correctly recover these packets at the receiver s side. There are several examples of adaptation schemes, such as the schemes used for the formation of AAL 5 PDU and AAL 2 CPS packets in ATM networks. In OBS depending upon the adaptation scheme, a packet may straddle over two successive ursts. Alternatively, a urst may e allowed to exceed a maximum urst size, so that the last packet is included in its entirety. In this paper we assume that the maximum urst size is strictly enforced, and therefore a packet may straddle over two successive ursts. The urst aggregation process has een studied in [3], [4], [5], [6] and [2]. Papers [4], [5], [6] and [2] study the effect of urst aggregation algorithms on the self-similarity characteristics of the input traffic. [3] gives an analytical method to calculate the aggregated urst size for various algorithms, and assuming Poisson arrivals of packets to the edge node. The authors did not consider the aggregation algorithm that uses oth a timer and a maximum/minimum urst size analyzed in this paper. In this paper we otain analytically the distriution of the numer

4 3 of ursts created y the aggregation algorithm which uses oth a timer and a maximum/minimum urst size. We first assume that the arrival of packets to the edge node is Poisson, and then we extend the analysis to the case where packets arrive according to an Interrupted Poisson Process (IPP). This process models ursty traffic such as video, voice or data. The rest of this paper is organized as follows. In Section 2 we otain analytically the distriution of the numer of ursts created at each aggregation period assuming Poisson arrivals. In Section 3 we extend these results to IPP arrivals. The results otained in this paper are approximate and in Section 4 we compare our analytical results with simulation data. Finally, Section 5 gives the conclusions. 2 The case of Poisson Arrivals We consider an edge node which receives packets in the electronic domain and transmits them to destination edge nodes optically over an OBS network. The arriving packets are queued to different packet queues, each associated with a different destination edge node. We only consider a single packet queue in which packets are queued for a specific destination. We assume that the arrival process of packets to the queue is Poisson with a rate of λ. Packet size is exponentially distriuted with a mean of 1/ ytes. We recall that the length of the aggregation period, i.e. the time after which the timer expires, is T. Since packets arrive in a Poisson fashion, the proaility that n packets arrive within T is: P [X = n] = e λt (λt ) n n!. Therefore, the pdf of the numer of ytes B that arrive during the i th aggregation period ((i 1)T, it ] is: f B (x) = P [X = n]f Sn (x), (1) n=1 where f Sn (x) is the proaility that the total numer of ytes associated with n packets is x. This is otained y convoluting n i.i.d. exponentially distriuted variales, which in fact is the pdf of an n-stage Erlang distriution [7], given y: f Sn (x) = (x)n 1 e x (n 1)!. Thus, the pdf of the numer of ytes that arrive during the i th aggregation period is: f B (x) = e λt (λt ) n (x) n 1 e x n=1 n!(n 1)! The cumulative distriution function (cdf) of the numer of ytes in the packet queue at the end of the period T is: F B (x) = 0 f B (x) where f B (x) is given y (2). Using F B (x) we can calculate the proaility of the numer of ursts that are formed at the end of each period T. For instance, the (2)

5 4 numer of ytes x has to e within the interval [0, B min 1] in order to have zero ursts, it has to e within [B min, B min +B max 1] in order to have one urst, and in general it has to e within the interval [B min +(k 1)B max, B min +kb max 1] in order to have k ursts. That is: P [k = 0 ursts] = Bmin 1 0 Bmin+kB max 1 f B (x) (3) P [k ursts] = f B (x), k >= 1 (4) B min+(k 1)B max Expression 2 is quite difficult to work with, and whenever possile it is approximated y a simple mixture of exponential distriution as descried elow. As will e seen in order to do this, we need the first three moments of the numer of ytes in the packet queue at the end of each aggregation period. We note that the numer of ytes that arrive during period T is a random sum of exponentially distriuted variales. Therefore, the moment generating function (MGF) of the numer of ytes is [8]: M B (t) = M N (ln(m S (t))) (5) where M B (t) is the MGF of the numer of ytes during interval ((i 1)T, it ], M N (t) is the MGF of the numer of packets N, and M S (t) the MGF of the packet size S. Thus, we have: M N (t) = e λt (eln(m S (t)) 1), M S (t) = and therefore: M B (t) = e λt ( t t 1) (6) At the end of each aggregation period there may e a residual numer of ytes r which are not transmitted in a urst ecause of the condition that a urst has to e at least greater than B min. We have found empirically that if B min <<< B max, then the residual numer of ytes is typically zero. On the other hand, if B min is close to B max, then we have oserved that the residual numer of ytes is uniformly distriuted within [0, B min ). For instance, if B min = 16 Kytes and B max = 112 Kytes, then there is a high proaility that the last urst will e larger than 16 Kytes, which means that the residual numer of ytes will e zero. However, if we set B min = 85Kytes then there is a high proaility that the last urst will not e greater than B min, which means that it will not e transmitted out. This remainder can e safely assumed that it is uniformly distriuted within [0, B min ). In view of the aove empirical oservations, we distinguished two cases. If B min <<< B max, then we assume that there is zero left over ytes from the previous aggregation period, in which case the pdf of f B (x) and its MGF M B (t) are given y expressions (4) and (8). If B min is close to B max, then the pdf f X (x) of the numer of ytes at the end of an aggregation period is given y the convolution of f B (x) and f r (x). We have: f X (x) = f B (x) f r (x). Therefore, the MGF of f X (x), M X (t) is given y ([9]): M X (t) = M B (t)m r (t) or M X (t) = { e λt ( t 1) etb min 1 e λt ( tb min if t > 0 t 1) if t = 0 (7)

6 5 We can now calculate the moments of the distriution of the numer of ytes availale in an aggregation period for oth models. In the first model, where we do not include the residual numer of ytes, we have: m 3 = M (3) B m 1 = M B(0) = λt, (8) m 2 = M B(0) = λt (2 + λt ) (9) 2 λt (0) = [(2 + λt )(3 + λt ) + λt ] (10) 3 In the second model, where we include the residual of the numer of ytes, we have: m 1 = M X(0) = λt + B min, (11) 2 m 2 = M X(0) = λt 2 (2 + λt ) + B2 min + λt B min (12) 3 m 3 = M (3) λt X (0) = 3 [(2+λT )(3+λT )+λt ]+B3 min + 3λT B [ min 1 ] 4 2 (2+λT )+B min 3 (13) From the first three moments of these different models, we see that the numer of ytes that arrive within a period T and the residual from the previous period are independent. This is ecause of the way we calculated the total numer of ytes availale at the end of period T. Using the three moments, we can now approximate the pdf f B (x) or f X (x) of the total numer of ursts in the packet queue at the end of a period T y a twostage Coxian, C 2 [10]. For this we set the first three moments, m 1, m 2, m 3 equal to the first three moments of C 2 with parameters (µ 1, µ 2, α). The three moment fit, can e used if 3m 2 2 > 2m 1 m 3 and c 2 > 1, where c 2 is the squared coefficient of variation. Alternatively a two moment fit can e used if the condition 3m 2 2 > 2m 1 m 3 does not hold or 0.5 < c 2 < 1. The pdf of a C 2 is given y the expression: ( f Y (y) = (1 α)µ 1 e µ1y µ1 µ 2 + α e µ1y + µ 1µ 2 e µ2y) (14) µ 2 µ 1 µ 1 µ 2 where in the case of the three-moment fit: µ 1 = L+(L2 4K) 1/2 2, µ 2 = L µ 1 and α = ((µ 1 m 1 ) 1), K = 6m1 3(m2/m1) ((6m, L = 1/m 2 2 )/(4m1) m3 1 + m2k 2m 1 and in the case of the two-moment fit: µ 1 = 2 µ 1, µ 2 = 1 µ 1c and α = 1 2 2c. Using the C 2 2 pdf we can easily calculate the cumulative distriution F X (x) and from there the proaility of creating k ursts at the end of each period T (see equations 3, 4). When c 2 < 0.5, we can fit an Erlang distriution or a generalized Erlang distriution (see [10]). However we oserved empirically, that the numer of ytes in the packet queue at the end of an aggregation period has a small variaility.

7 6 In view of this, we have found that it is sufficient to evaluate f B (x), given y equation 2, for only a small range of values of n. That is, we limit the sum to: f B (x) = avgnump acks+10σ n=avgnump acks 10σ e λt (λt ) n (x) n 1 e x n!(n 1)! (15) where avgnump acks = λt, is the average numer of packets that arrive during a period T, and σ = λt is the variance of the numer of packets that arrive during T. From 15 we can then numerically compute the cumulative distriution of the pdf f B (x) or f X (x) and susequently the proaility of having k ursts, where k 0 (see equations 3, 4). Due to the limited variaility of the numer of ytes in T, we have also found that the following approximation gives good results: P [k ursts] = where k = m 1 /B max. 3 The case of IPP Arrivals m 1/B max, P [(k 1) ursts] = 1 P [k ursts] (16) m 1 /B max The IPP is a modified Poisson process. It is similar to a Markov Modulated Poisson Process with two states (MMPP2). The main difference etween IPP and MMPP2 is that the arrival rate in the second state of the MMPP2 is zero, which means there are no arrivals in this state [11]. An IPP is an ON/OFF process, where the ON and OFF periods are exponentially distriuted with rates σ 1 and σ 2 respectively. We also define the vector π: π = (π 1, π 2 ) = 1 σ 1+σ 2 (σ 2, σ 1 ) which gives the average duration of the ON and OFF periods. During the ON period there are Poisson arrivals with rate λ, and during the OFF period there are no arrivals. This is a very useful model for data/voice and video transfers over the Internet, where ursty arrivals of packets occur for a period of time followed y an idle interval. We assume that the packet sizes are exponentially distriuted with an average size 1/ ytes. The IPP process is also characterized y the squared coefficient of variation, c 2 IP P, of the packet interarrival time, that measures the urstiness of the arrival process, given y the expression: c 2 IP P = 1 + 2λσ1 (σ 1+σ 2). From this equation we can oserve that the 2 value of c 2 IP P is affected y the duration of the ON and OFF periods. We also define the quantity: average transmission rate = transmissionspeed σ2 σ 1+σ 2 The average transmission rate depends on the transmission speed, it is in fact the transmission speed within the ON period. In our implementation, we set average packet size 1/λ = transmissionspeed = 1/ 10Gps, where 1/ = 500 ytes. Thus, 1/λ is the time needed to transmit one packet during the ON period. Given the c 2 IP P and the 1 average transmission rate we calculate the ON and OFF periods : σ 1 and 1 σ 2 respectively. In this section we calculate the pdf of the numer of ursts during an aggregation period assuming that packets arrive in IPP fashion. We follow the same

8 7 approach as in the case of Poisson arrivals. We first calculate the MGF of the numer of ytes that arrive during a period T. Similarly to the Poisson arrival case, we have a random sum of packets whose size is exponentially distriuted, and therefore we use equation 5: M B (t) = M N (ln(m S (t))) where M B (t) is the MGF of the numer of ytes during interval ((i 1)T, it ], M N (t) is the MGF of the numer of packets N, and M S (t) the MGF of the packet size. The MGF of the numer of packets that arrive during a period T is otained as follows. Let: P ij = P ro{n t = n, J t = j N 0 = 0, J 0 = i} e the proaility that N t arrivals occur during (0, t] given that at time 0 there were 0 arrivals and the IPP was in state J 0 = i and at time t the IPP was in state J t = j. The z-transform of P ij [11] is: P (z, t) = e (Q (1 z)λ)t where Q is the infenitesimal generator of the IPP and Λ the matrix of arrival rates, i.e. Q = ( ) σ1 σ 1, Λ = σ 2 σ 2 ( ) λ Now we can use this z-transform to form the generating function of the numer of packets. We know that the MGF of a discrete random variale x, is its z- transform when z = e s. Therefore, M X (s, t) = P (e s, t), where P (z, t) the z-transform of function P (n, t). Thus, the MGF of the numer of packets that arrive during (0, t] is: M N (s, t) = e (Q (1 es)λ)t. Sustituting s with ln(m S ( s)), where M S (s) = +s, is the Laplace transform of the exponentially distriuted packet size, we otain: M B (s, t) = e (Q (1 s )Λ)t (17) We can now calculate the first two moments m 1,IP P and m 2,IP P of the numer of ytes that arrive during a period T, y setting t = T. We have: m 1,IP P = e T µ(s) = e T M (T )e (18) [ ] where: M (T ) = s M B(s, T ) and e is a column vector of 1 s and s=0 et a row vector of 1 s. In order to differentiate the MGF we use the eigenvalue decomposition of the matrix exponential given in 17. The eigenvalue decomposition always exists for this MGF. We have: e At = P e Dt P 1 where A = (Q (1 s )Λ)t D is the diagonal matrix of the eigenvalues of A, P is the matrix composed of eigenvectors and P 1 the inverse matrix of P. After differentiating and using the chain rule we get: M (T ) = eat s = P s edt P 1 1 DT P DT D + P e + T P e s s P 1 (19) Sustituting the aove in equation 18 we have: m 1,IP P = π 1 λt (20) The aove expression is intuitively ovious, as it is the mean duration of the ON period π 1 multiplied y the mean numer of ytes that arrive during this period

9 8 λt. The second moment is given y: m 2,IP P = e T µ 2 (s) = e T M (2) (T )e (21) [ ] where the second derivative M (2) (T ) = 2 s M B(s, T ) is otained y applying s=0 the chain rule to equation 19. We have: M (2) (T ) = 2 P s edt P 1 + 2T P D edt s s P P 1 P edt s s ) 2P 1 DT D P 1 +2T P e + P e DT 2 P 1 s s s + T 2 P e DT ( D s +T P e DT 2 D s P 1 Now we can use the two moments to approximate the pdf f B (x) of the numer of ytes that arrive during a period T, with a C 2 distriution as in the previous section. If c 2 < 0.5 then we used the generalized Erlang k approximation, where: 1 k c2 1 k 1 In the generalized Erlang k with proaility a, after the first exponential phase the service continues for the rest of the k 1 stages or it ends with proaility 1 a. Proaility a is given y [10]: 1 a = 2kc2 + k 2 k kc 2 2(c 2 + 1)(k 1) (22) and service rate: µ = 1+(k 1)a m 1 The proaility of having k ursts at the end of an aggregation period T is: P [k ursts] = kbmax 1 (k 1)B max f Y (y), k >= 1 where f Y (y) is the pdf of the C 2 or the generalized Erlang pdf as aove. Notice that B min = 0 in this model, since there are no residual ytes included. The case of B min > 0 can e modelled as in the previous section. Finally, we note that the numer of ytes that arrive during each interval T is approximated y the numer of ytes that arrive in (0, t]. In reality, the IPP state at the eginning of each interval T is the state at the end of the previous period T. In our model, we approximate this y assuming that the IPP is at state i at the eginning of the interval T and then uncondition on this event. 4 Numerical Results In this section we compare our approximate analytic results to simulation data for oth Poisson and IPP arrivals. A simulation program was writen in C to simulate the ehavior of the urst aggregation algorithm under study, with Poisson and IPP arrivals. 95% confidence intervals were computed using the method of atch means. The numer of atches was fixed to 30 and each atch consisted of 100,000 aggregation periods T. The confidence intervals were extremely small and they are not discernile in the figures.

10 9 Fig. 1. Proaility distriution of the numer of ursts. Poisson Arrivals, no residual, B min = Poisson Arrivals Figures 1, 2 and 3 give approximation and simulation results of the proaility distriution of the numer of ursts for the case where c 2 > 0.5. In this case the proaility distriution is computed using the fitted C 2 distriution. Figures 1 (a) and 1 () give results for T = and T = respectively. B min = 0, which means that the proaility of having zero ursts is 0, B max = 112 Kytes. The arrival rate λ was 2.5 packets/µsec and 0.5 packets/µsec for 1 (a) and 1 () respectively. The average packet size 1/ is otained from the expression: 8(1/) (its) transmission speed (Gps) 1/λ =, where the transmission speed is 10 Gps. We oserve that the results are quite accurate. In the case where B min = 16 Kytes, we have oserved that our approximation is slightly affected y the residual ytes. This is ecause in the case where B min = 16 Kytes we may have residual ytes ut this model does not include them since they are very few and usually 0. This is why we have a variation from the simulation results. Figures 2 (a) and 2 () give the analytical and simulation results of the proaility distriution of the numer of ursts when B min is close to B max. In this case, we include the residual ytes from the previous aggregation period in our calculation. B max = 200 Kytes, B min = 150 Kytes, the average packet size 1/ = 125 Kytes and transmissionspeed = 1 T ps. These parameters could e meaningful in very high speed networks with dedicated connections where large file transfers may occur, such as in a Grid environment. In Figure 2 (a) and in Figure 2 () T = µsec and T = µsec. Our approximation is very accurate in this case, only a slight variation is oserved for a low numer of ursts that could e justified since the assumption that the residual ytes are uniformly distriuted in [0, B min ) is not always accurate. This assumption is more accurate when B min is higher (180 Kytes) and therefore the difference B max B min is smaller, as can e viewed in Figures 3 (a) and 3 (). Figure 4 gives results for a case where c 2 < 0.5. As mentioned aove, we analyze this case, either y computing equation 2 for a limited range of values, or using the approximation given in (18). In this case the approximate results match the simulation data. The latter approach is very fast ut it does not give accurate results in all cases. The former method is much slower, ut gives very accurate results.

11 10 Fig. 2. Proaility distriution of the numer of ursts. Poisson Arrivals, with residual, B min = 150 Kytes Fig. 3. Proaility distriution of the numer of ursts. Poisson Arrivals, with residual, B min = 180 Kytes Figures 4 (a), 4 (), 4 (c) and 4 (d) give the analytic results otained using oth methods and the simulation results for T = 128, 256, 512 and 1024 µsec respectively. No residual is included and B min = 16 Kytes. The transmission speed was 10 Gps, the average packet size, ased on IP packets, was 500 ytes. In the case where T = 128, 256, 512 µsec oth analytic methods give accurate results. When T = 1024 µsec the aggregation period is high and the variaility in the numer of ursts increases. Thus in this case the approximation method is not accurate. If the residual ytes are included then we have oserved that oth our analytic models give almost the same results as the simulation model for a variale aggregation period T. We note that when c 2 < 0.5 the distriution of the availale numer of ytes at the end of each aggregation period is almost constant. This explains why the proaility distriution of the numer of ursts is almost constant. The result can prove useful in traffic engineering as it may simplify the architecture. 4.2 IPP arrivals The results that are given in Figure 5 were otained under the following assumptions: transmission speed = 10 Gps, average transmission rate = 1 Gps,

12 11 Fig. 4. Proaility distriution of the numer of ursts. Poisson Arrivals, no residual, B min = 16 Kytes c 2 IP P = 5, B min = 0, B max = 16 or 112 Kytes. average packet size 1/ = 500 ytes, and arrival rate during ON period: λ = 2.5 packets/µsec. In this case, c 2 > 0.5 and we use the C 2 fit. Figures 5 (a) and 5 () show the proaility of having k ursts B max = 16 Kytes and the aggregation period is T = 16, 32 µsec respectively. In Figures 5 (c) and 5 (d) we increase the B max to 112 Kytes. There is almost no difference etween the simulation results and the numerical results. 5 Conclusions The urst aggregation process defines to a large extent the urst arrival process to the OBS network. This urst arrival process has not as yet een adequately studied. However, it is important that it is well characterized if we are to understand etter the performance of the OBS network. In this paper, we have otained analytically the proaility distriution of the numer of ursts created y an aggregation algorithm that uses a timer and a minimum and maximum urst size. The analytical results are approximate ut they seem to have good accuracy. Acknowledgements We would like to thank Boldea Otilia for her helpful comments in the IPP analysis. References 1. Xu, L., Perros, H.: Performance analysis of an ingress optical urst switching node. (Sumitted.

13 12 Fig. 5. Proaility distriution of the numer of ursts. IPP arrivals, no residual, B min = 0 ytes, Average Arrival Rate = 1 Gps 2. Yu, X., Li, J., Cao, X., Chen, Y., Qiao, C.: Traffic statistics and performance evaluation in optical urst switched networks. Journal of lightwave technology 22(12) (2004) de Vega Rodrigo, M., Gotz, J.: An analytical study of optical urst switching aggregation strategies. In: Broadnets 2004, IEEE (2004) 4. Hu, G., K., D., Gauger, C.: Does urst assemly really reduce the self-similarity. In: In Proc. of the Optical Fier Communication Conference (OFC). (2003) 5. Xiong, Y., Vandenhoute, M., Cankaya, H.: Control architecture in optical urst switched wdm networks, in ieee jsac. Volume 18. (2000) Xue, F., Yoo, S.J.B.: Self-similar traffic shaping at the edge router in optical packet-switched networks. In: In Proc. of IEEE International Conference on Communications. (2002) 7. Viniotis, Y.: Proaility and Random Processes for Electrical Engineers. McGraw- Hill (1997) 8. Yates, R.D., Goodman, D.J.: Proaility and Stochastic Processes. John Wiley and Sons (1999) 9. Kleinrock, L.: Queueing Systems, Volume I: Theory. John Wiley and Sons (1975) 10. Perros, H.G.: Queueing Networks with Blocking, Exact and Approximate Solutions. Oxford University Press (1994) 11. Fischer, W., Meier-Hellstern, K.: The Markov-Modulated Poisson Process (MMPP) cookook. Performance Evaluation 18 (1992)

TKN. Technical University Berlin. Modeling of Burst Assembly Process in Optical Burst-Switched Networks Ahmad Rostami.

TKN. Technical University Berlin. Modeling of Burst Assembly Process in Optical Burst-Switched Networks Ahmad Rostami. TKN Telecommunication Networks Group Technical University Berlin Telecommunication Networks Group Modeling of Burst Assembly Process in Optical Burst-Switched Networks Ahmad Rostami rostami@tkn.tu-berlin.de

More information

An Admission Control Mechanism for Providing Service Differentiation in Optical Burst-Switching Networks

An Admission Control Mechanism for Providing Service Differentiation in Optical Burst-Switching Networks An Admission Control Mechanism for Providing Service Differentiation in Optical Burst-Switching Networks Igor M. Moraes, Daniel de O. Cunha, Marco D. D. Bicudo, Rafael P. Laufer, and Otto Carlos M. B.

More information

Jitter Analysis of an MMPP 2 Tagged Stream in the presence of an MMPP 2 Background Stream

Jitter Analysis of an MMPP 2 Tagged Stream in the presence of an MMPP 2 Background Stream Jitter Analysis of an MMPP 2 Tagged Stream in the presence of an MMPP 2 Background Stream G Geleji IBM Corp Hursley Park, Hursley, UK H Perros Department of Computer Science North Carolina State University

More information

ESTIMATION OF THE BURST LENGTH IN OBS NETWORKS

ESTIMATION OF THE BURST LENGTH IN OBS NETWORKS ESTIMATION OF THE BURST LENGTH IN OBS NETWORKS Pallavi S. Department of CSE, Sathyabama University Chennai, Tamilnadu, India pallavi.das12@gmail.com M. Lakshmi Department of CSE, Sathyabama University

More information

Burst Scheduling Based on Time-slotting and Fragmentation in WDM Optical Burst Switched Networks

Burst Scheduling Based on Time-slotting and Fragmentation in WDM Optical Burst Switched Networks Burst Scheduling Based on Time-slotting and Fragmentation in WDM Optical Burst Switched Networks G. Mohan, M. Ashish, and K. Akash Department of Electrical and Computer Engineering National University

More information

Lecture 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 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 information

A Study of Traffic Statistics of Assembled Burst Traffic in Optical Burst Switched Networks

A Study of Traffic Statistics of Assembled Burst Traffic in Optical Burst Switched Networks A Study of Traffic Statistics of Assembled Burst Traffic in Optical Burst Switched Networs Xiang Yu, Yang Chen and Chunming Qiao Department of Computer Science and Engineering State University of New Yor

More information

A Retrial Queueing model with FDL at OBS core node

A Retrial Queueing model with FDL at OBS core node A Retrial Queueing model with FDL at OBS core node Chuong Dang Thanh a, Duc Pham Trung a, Thang Doan Van b a Faculty of Information Technology, College of Sciences, Hue University, Hue, Viet Nam. E-mail:

More information

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 "

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 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 information

Simple Examples. Let s look at a few simple examples of OI analysis.

Simple Examples. Let s look at a few simple examples of OI analysis. Simple Examples Let s look at a few simple examples of OI analysis. Example 1: Consider a scalar prolem. We have one oservation y which is located at the analysis point. We also have a ackground estimate

More information

1. Define the following terms (1 point each): alternative hypothesis

1. Define the following terms (1 point each): alternative hypothesis 1 1. Define the following terms (1 point each): alternative hypothesis One of three hypotheses indicating that the parameter is not zero; one states the parameter is not equal to zero, one states the parameter

More information

Expansion formula using properties of dot product (analogous to FOIL in algebra): u v 2 u v u v u u 2u v v v u 2 2u v v 2

Expansion formula using properties of dot product (analogous to FOIL in algebra): u v 2 u v u v u u 2u v v v u 2 2u v v 2 Least squares: Mathematical theory Below we provide the "vector space" formulation, and solution, of the least squares prolem. While not strictly necessary until we ring in the machinery of matrix algera,

More information

CONTENTION RESOLUTION IN OPTICAL BURST SWITCHES USING FIBER DELAY LINE BUFFERS

CONTENTION RESOLUTION IN OPTICAL BURST SWITCHES USING FIBER DELAY LINE BUFFERS Journal of Engineering Science and Technology Vol. 12, No. 2 (2017) 530-547 School of Engineering, Taylor s University CONTENTION RESOLUTION IN OPTICAL BURST SWITCHES USING FIBER DELAY LINE BUFFERS SHIVANGI

More information

Sensitivity of Blocking Probability in the Generalized Engset Model for OBS (Extended Version) Technical Report

Sensitivity of Blocking Probability in the Generalized Engset Model for OBS (Extended Version) Technical Report Sensitivity of Blocking Probability in the Generalized Engset Model for OBS (Extended Version) Technical Report Jianan Zhang, Yu Peng, Eric W. M. Wong, Senior Member, IEEE, Moshe Zukerman, Fellow, IEEE

More information

Stochastic process. X, a series of random variables indexed by t

Stochastic 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 information

M/G/1 and M/G/1/K systems

M/G/1 and M/G/1/K systems M/G/1 and M/G/1/K systems Dmitri A. Moltchanov dmitri.moltchanov@tut.fi http://www.cs.tut.fi/kurssit/elt-53606/ OUTLINE: Description of M/G/1 system; Methods of analysis; Residual life approach; Imbedded

More information

GI/M/1 and GI/M/m queuing systems

GI/M/1 and GI/M/m queuing systems GI/M/1 and GI/M/m queuing systems Dmitri A. Moltchanov moltchan@cs.tut.fi http://www.cs.tut.fi/kurssit/tlt-2716/ OUTLINE: GI/M/1 queuing system; Methods of analysis; Imbedded Markov chain approach; Waiting

More information

Queuing 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 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 information

Glossary availability cellular manufacturing closed queueing network coefficient of variation (CV) conditional probability CONWIP

Glossary availability cellular manufacturing closed queueing network coefficient of variation (CV) conditional probability CONWIP 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

More information

queue KTH, Royal Institute of Technology, Department of Microelectronics and Information Technology

queue KTH, Royal Institute of Technology, Department of Microelectronics and Information Technology Analysis of the Packet oss Process in an MMPP+M/M/1/K queue György Dán, Viktória Fodor KTH, Royal Institute of Technology, Department of Microelectronics and Information Technology {gyuri,viktoria}@imit.kth.se

More information

INSTITUT FÜR INFORMATIK

INSTITUT FÜR INFORMATIK INSTITUT FÜR INFORMATIK der Technischen Universität München Lehrstuhl VIII Rechnerstruktur/-architektur Prof. Dr. E. Jessen Planning of Measurements Michael Greiner ABCDE FGHIJ KLMNO Oktoer 1997 Pichtenheft

More information

Chapter 2 Queueing Theory and Simulation

Chapter 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 information

Solutions to COMP9334 Week 8 Sample Problems

Solutions to COMP9334 Week 8 Sample Problems Solutions to COMP9334 Week 8 Sample Problems Problem 1: Customers arrive at a grocery store s checkout counter according to a Poisson process with rate 1 per minute. Each customer carries a number of items

More information

Computer Systems Modelling

Computer 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 information

Estimating a Finite Population Mean under Random Non-Response in Two Stage Cluster Sampling with Replacement

Estimating a Finite Population Mean under Random Non-Response in Two Stage Cluster Sampling with Replacement Open Journal of Statistics, 07, 7, 834-848 http://www.scirp.org/journal/ojs ISS Online: 6-798 ISS Print: 6-78X Estimating a Finite Population ean under Random on-response in Two Stage Cluster Sampling

More information

Chapter 2 Random Processes

Chapter 2 Random Processes Chapter 2 Random Processes 21 Introduction We saw in Section 111 on page 10 that many systems are best studied using the concept of random variables where the outcome of a random experiment was associated

More information

Queueing Theory and Simulation. Introduction

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 information

Link Models for Circuit Switching

Link 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 information

Lecturer: Olga Galinina

Lecturer: Olga Galinina Lecturer: Olga Galinina E-mail: olga.galinina@tut.fi Outline Motivation Modulated models; Continuous Markov models Markov modulated models; Batch Markovian arrival process; Markovian arrival process; Markov

More information

Reduced complexity in M/Ph/c/N queues

Reduced complexity in M/Ph/c/N queues Reduced complexity in M/Ph/c/N queues Alexandre Brandwajn Baskin School of Engineering University of California Santa Cruz USA alex@soe.ucsc.edu Thomas Begin LIP UMR CNRS - ENS Lyon - UCB Lyon - INRIA

More information

Achieving Proportional Loss Differentiation Using Probabilistic Preemptive Burst Segmentation in Optical Burst Switching WDM Networks

Achieving Proportional Loss Differentiation Using Probabilistic Preemptive Burst Segmentation in Optical Burst Switching WDM Networks Achieving Proportional Loss Differentiation Using Probabilistic Preemptive Burst Segmentation in Optical Burst Switching WDM Networks Chee-Wei Tan 2, Mohan Gurusamy 1 and John Chi-Shing Lui 2 1 Electrical

More information

Northwestern University Department of Electrical Engineering and Computer Science

Northwestern 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 information

Assured Horizon A new Combined Framework for Burst Assembly and Reservation in Optical Burst Switched Networks

Assured Horizon A new Combined Framework for Burst Assembly and Reservation in Optical Burst Switched Networks Assured Horizon A new Combined Framework for Burst Assembly and Reservation in Optical Burst Switched Networks Klaus Dolzer University of Stuttgart, Institute of Communication Networks and Computer Engineering,

More information

FinQuiz Notes

FinQuiz Notes Reading 9 A time series is any series of data that varies over time e.g. the quarterly sales for a company during the past five years or daily returns of a security. When assumptions of the regression

More information

Queueing systems. Renato Lo Cigno. Simulation and Performance Evaluation Queueing systems - Renato Lo Cigno 1

Queueing 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 information

Recap. 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 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 information

Lecturer: Olga Galinina

Lecturer: 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 information

A New Technique for Link Utilization Estimation

A New Technique for Link Utilization Estimation A New Technique for Link Utilization Estimation in Packet Data Networks using SNMP Variables S. Amarnath and Anurag Kumar* Dept. of Electrical Communication Engineering Indian Institute of Science, Bangalore

More information

CS418 Operating Systems

CS418 Operating Systems CS418 Operating Systems Lecture 14 Queuing Analysis Textbook: Operating Systems by William Stallings 1 1. Why Queuing Analysis? If the system environment changes (like the number of users is doubled),

More information

Modelling the Arrival Process for Packet Audio

Modelling the Arrival Process for Packet Audio Modelling the Arrival Process for Packet Audio Ingemar Kaj and Ian Marsh 2 Dept. of Mathematics, Uppsala University, Sweden ikaj@math.uu.se 2 SICS AB, Stockholm, Sweden ianm@sics.se Abstract. Packets in

More information

Part I Stochastic variables and Markov chains

Part 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 information

Non-Linear Regression Samuel L. Baker

Non-Linear Regression Samuel L. Baker NON-LINEAR REGRESSION 1 Non-Linear Regression 2006-2008 Samuel L. Baker The linear least squares method that you have een using fits a straight line or a flat plane to a unch of data points. Sometimes

More information

P (L d k = n). P (L(t) = n),

P (L d k = n). P (L(t) = n), 4 M/G/1 queue In the M/G/1 queue customers arrive according to a Poisson process with rate λ and they are treated in order of arrival The service times are independent and identically distributed with

More information

Luis Manuel Santana Gallego 100 Investigation and simulation of the clock skew in modern integrated circuits. Clock Skew Model

Luis Manuel Santana Gallego 100 Investigation and simulation of the clock skew in modern integrated circuits. Clock Skew Model Luis Manuel Santana Gallego 100 Appendix 3 Clock Skew Model Xiaohong Jiang and Susumu Horiguchi [JIA-01] 1. Introduction The evolution of VLSI chips toward larger die sizes and faster clock speeds makes

More information

CONGESTION events in communication networks

CONGESTION events in communication networks Predicting Properties of Congestion Events for a Queueing System with fbm Traffic Yasong Jin, Soshant Bali Tyrone Duncan, Fellow, IEEE, Victor S. Frost, Fellow, IEEE Corresponding Author: frost@eecs.ku.edu

More information

Review. DS GA 1002 Statistical and Mathematical Models. Carlos Fernandez-Granda

Review. DS GA 1002 Statistical and Mathematical Models.   Carlos Fernandez-Granda Review DS GA 1002 Statistical and Mathematical Models http://www.cims.nyu.edu/~cfgranda/pages/dsga1002_fall16 Carlos Fernandez-Granda Probability and statistics Probability: Framework for dealing with

More information

Queueing 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. ! 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 information

Comments on A Time Delay Controller for Systems with Uncertain Dynamics

Comments on A Time Delay Controller for Systems with Uncertain Dynamics Comments on A Time Delay Controller for Systems with Uncertain Dynamics Qing-Chang Zhong Dept. of Electrical & Electronic Engineering Imperial College of Science, Technology, and Medicine Exhiition Rd.,

More information

6 Solving Queueing Models

6 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 information

Probability 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 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 information

Optimal Routing in Chord

Optimal Routing in Chord Optimal Routing in Chord Prasanna Ganesan Gurmeet Singh Manku Astract We propose optimal routing algorithms for Chord [1], a popular topology for routing in peer-to-peer networks. Chord is an undirected

More information

Depth versus Breadth in Convolutional Polar Codes

Depth versus Breadth in Convolutional Polar Codes Depth versus Breadth in Convolutional Polar Codes Maxime Tremlay, Benjamin Bourassa and David Poulin,2 Département de physique & Institut quantique, Université de Sherrooke, Sherrooke, Quéec, Canada JK

More information

Analysis of Software Artifacts

Analysis of Software Artifacts Analysis of Software Artifacts System Performance I Shu-Ngai Yeung (with edits by Jeannette Wing) Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213 2001 by Carnegie Mellon University

More information

Robot Position from Wheel Odometry

Robot Position from Wheel Odometry Root Position from Wheel Odometry Christopher Marshall 26 Fe 2008 Astract This document develops equations of motion for root position as a function of the distance traveled y each wheel as a function

More information

Figure 10.1: Recording when the event E occurs

Figure 10.1: Recording when the event E occurs 10 Poisson Processes Let T R be an interval. A family of random variables {X(t) ; t T} is called a continuous time stochastic process. We often consider T = [0, 1] and T = [0, ). As X(t) is a random variable

More information

16:330:543 Communication Networks I Midterm Exam November 7, 2005

16:330:543 Communication Networks I Midterm Exam November 7, 2005 l l l l l l l l 1 3 np n = ρ 1 ρ = λ µ λ. n= T = E[N] = 1 λ µ λ = 1 µ 1. 16:33:543 Communication Networks I Midterm Exam November 7, 5 You have 16 minutes to complete this four problem exam. If you know

More information

Enhanced mathematical model for both throughput and blocking probability of optical burst switched networks

Enhanced mathematical model for both throughput and blocking probability of optical burst switched networks 48 8, 085003 August 2009 Enhanced mathematical model for both throughput and blocking probability of optical burst switched networks Mohamed H. S. Morsy Mohamad Y. S. Sowailem Hossam M. H. Shalaby University

More information

HITTING TIME IN AN ERLANG LOSS SYSTEM

HITTING TIME IN AN ERLANG LOSS SYSTEM Probability in the Engineering and Informational Sciences, 16, 2002, 167 184+ Printed in the U+S+A+ HITTING TIME IN AN ERLANG LOSS SYSTEM SHELDON M. ROSS Department of Industrial Engineering and Operations

More information

IEOR 6711, HMWK 5, Professor Sigman

IEOR 6711, HMWK 5, Professor Sigman IEOR 6711, HMWK 5, Professor Sigman 1. Semi-Markov processes: Consider an irreducible positive recurrent discrete-time Markov chain {X n } with transition matrix P (P i,j ), i, j S, and finite state space.

More information

EVALUATIONS OF EXPECTED GENERALIZED ORDER STATISTICS IN VARIOUS SCALE UNITS

EVALUATIONS OF EXPECTED GENERALIZED ORDER STATISTICS IN VARIOUS SCALE UNITS APPLICATIONES MATHEMATICAE 9,3 (), pp. 85 95 Erhard Cramer (Oldenurg) Udo Kamps (Oldenurg) Tomasz Rychlik (Toruń) EVALUATIONS OF EXPECTED GENERALIZED ORDER STATISTICS IN VARIOUS SCALE UNITS Astract. We

More information

The Mean Version One way to write the One True Regression Line is: Equation 1 - The One True Line

The Mean Version One way to write the One True Regression Line is: Equation 1 - The One True Line Chapter 27: Inferences for Regression And so, there is one more thing which might vary one more thing aout which we might want to make some inference: the slope of the least squares regression line. The

More information

Elementary queueing system

Elementary 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 information

ADMISSION CONTROL IN THE PRESENCE OF PRIORITIES: A SAMPLE PATH APPROACH

ADMISSION CONTROL IN THE PRESENCE OF PRIORITIES: A SAMPLE PATH APPROACH Chapter 1 ADMISSION CONTROL IN THE PRESENCE OF PRIORITIES: A SAMPLE PATH APPROACH Feng Chen Department of Statistics and Operations Research University of North Carolina at Chapel Hill chenf@email.unc.edu

More information

SYMBOLS AND ABBREVIATIONS

SYMBOLS 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 information

Survey of Source Modeling Techniques for ATM Networks

Survey of Source Modeling Techniques for ATM Networks Survey of Source Modeling Techniques for ATM Networks Sponsor: Sprint Yong-Qing Lu David W. Petr Victor S. Frost Technical Report TISL-10230-1 Telecommunications and Information Sciences Laboratory Department

More information

Capacity management for packet-switched networks with heterogeneous sources. Linda de Jonge. Master Thesis July 29, 2009.

Capacity management for packet-switched networks with heterogeneous sources. Linda de Jonge. Master Thesis July 29, 2009. Capacity management for packet-switched networks with heterogeneous sources Linda de Jonge Master Thesis July 29, 2009 Supervisors Dr. Frank Roijers Prof. dr. ir. Sem Borst Dr. Andreas Löpker Industrial

More information

Birth-Death Processes

Birth-Death Processes Birth-Death Processes Birth-Death Processes: Transient Solution Poisson Process: State Distribution Poisson Process: Inter-arrival Times Dr Conor McArdle EE414 - Birth-Death Processes 1/17 Birth-Death

More information

Probabilistic Modelling of Duration of Load Effects in Timber Structures

Probabilistic Modelling of Duration of Load Effects in Timber Structures Proailistic Modelling of Duration of Load Effects in Timer Structures Jochen Köhler Institute of Structural Engineering, Swiss Federal Institute of Technology, Zurich, Switzerland. Summary In present code

More information

MATHEMATICAL ENGINEERING TECHNICAL REPORTS. Polynomial Time Perfect Sampler for Discretized Dirichlet Distribution

MATHEMATICAL ENGINEERING TECHNICAL REPORTS. Polynomial Time Perfect Sampler for Discretized Dirichlet Distribution MATHEMATICAL ENGINEERING TECHNICAL REPORTS Polynomial Time Perfect Sampler for Discretized Dirichlet Distriution Tomomi MATSUI and Shuji KIJIMA METR 003 7 April 003 DEPARTMENT OF MATHEMATICAL INFORMATICS

More information

MATH 225: Foundations of Higher Matheamatics. Dr. Morton. 3.4: Proof by Cases

MATH 225: Foundations of Higher Matheamatics. Dr. Morton. 3.4: Proof by Cases MATH 225: Foundations of Higher Matheamatics Dr. Morton 3.4: Proof y Cases Chapter 3 handout page 12 prolem 21: Prove that for all real values of y, the following inequality holds: 7 2y + 2 2y 5 7. You

More information

ANOVA 3/12/2012. Two reasons for using ANOVA. Type I Error and Multiple Tests. Review Independent Samples t test

ANOVA 3/12/2012. Two reasons for using ANOVA. Type I Error and Multiple Tests. Review Independent Samples t test // ANOVA Lectures - Readings: GW Review Independent Samples t test Placeo Treatment 7 7 7 Mean... Review Independent Samples t test Placeo Treatment 7 7 7 Mean.. t (). p. C. I.: p t tcrit s pt crit s t

More information

Networking = Plumbing. Queueing Analysis: I. Last Lecture. Lecture Outline. Jeremiah Deng. 29 July 2013

Networking = Plumbing. Queueing Analysis: I. Last Lecture. Lecture Outline. Jeremiah Deng. 29 July 2013 Networking = Plumbing TELE302 Lecture 7 Queueing Analysis: I Jeremiah Deng University of Otago 29 July 2013 Jeremiah Deng (University of Otago) TELE302 Lecture 7 29 July 2013 1 / 33 Lecture Outline Jeremiah

More information

Sensitivity Analysis for Discrete-Time Randomized Service Priority Queues

Sensitivity Analysis for Discrete-Time Randomized Service Priority Queues Sensitivity Analysis for Discrete-Time Randomized Service Priority Queues George Kesidis 1, Takis Konstantopoulos 2, Michael Zazanis 3 1. Elec. & Comp. Eng. Dept, University of Waterloo, Waterloo, ON,

More information

Chapter 2. Poisson Processes. Prof. Shun-Ren Yang Department of Computer Science, National Tsing Hua University, Taiwan

Chapter 2. Poisson Processes. Prof. Shun-Ren Yang Department of Computer Science, National Tsing Hua University, Taiwan Chapter 2. Poisson Processes Prof. Shun-Ren Yang Department of Computer Science, National Tsing Hua University, Taiwan Outline Introduction to Poisson Processes Definition of arrival process Definition

More information

Batch Arrival Queuing Models with Periodic Review

Batch Arrival Queuing Models with Periodic Review Batch Arrival Queuing Models with Periodic Review R. Sivaraman Ph.D. Research Scholar in Mathematics Sri Satya Sai University of Technology and Medical Sciences Bhopal, Madhya Pradesh National Awardee

More information

On the Delay and Energy Performance in Coded Two-Hop Line Networks with Bursty Erasures

On the Delay and Energy Performance in Coded Two-Hop Line Networks with Bursty Erasures 20 8th International Symposium on Wireless Communication Systems, Aachen On the Delay and Enery Performance in Coded Two-Hop Line Networks with Bursty Erasures Daniel E. Lucani Instituto de Telecomunicações,

More information

Computer Networks More general queuing systems

Computer Networks More general queuing systems Computer Networks More general queuing systems Saad Mneimneh Computer Science Hunter College of CUNY New York M/G/ Introduction We now consider a queuing system where the customer service times have a

More information

Minimizing a convex separable exponential function subject to linear equality constraint and bounded variables

Minimizing a convex separable exponential function subject to linear equality constraint and bounded variables Minimizing a convex separale exponential function suect to linear equality constraint and ounded variales Stefan M. Stefanov Department of Mathematics Neofit Rilski South-Western University 2700 Blagoevgrad

More information

Approximate Queueing Model for Multi-rate Multi-user MIMO systems.

Approximate Queueing Model for Multi-rate Multi-user MIMO systems. An Approximate Queueing Model for Multi-rate Multi-user MIMO systems Boris Bellalta,Vanesa Daza, Miquel Oliver Abstract A queueing model for Multi-rate Multi-user MIMO systems is presented. The model is

More information

The variance for partial match retrievals in k-dimensional bucket digital trees

The variance for partial match retrievals in k-dimensional bucket digital trees The variance for partial match retrievals in k-dimensional ucket digital trees Michael FUCHS Department of Applied Mathematics National Chiao Tung University January 12, 21 Astract The variance of partial

More information

A source model for ISDN packet data traffic *

A source model for ISDN packet data traffic * 1 A source model for ISDN packet data traffic * Kavitha Chandra and Charles Thompson Center for Advanced Computation University of Massachusetts Lowell, Lowell MA 01854 * Proceedings of the 28th Annual

More information

NICTA Short Course. Network Analysis. Vijay Sivaraman. Day 1 Queueing Systems and Markov Chains. Network Analysis, 2008s2 1-1

NICTA Short Course. Network Analysis. Vijay Sivaraman. Day 1 Queueing Systems and Markov Chains. Network Analysis, 2008s2 1-1 NICTA Short Course Network Analysis Vijay Sivaraman Day 1 Queueing Systems and Markov Chains Network Analysis, 2008s2 1-1 Outline Why a short course on mathematical analysis? Limited current course offering

More information

TOWARDS BETTER MULTI-CLASS PARAMETRIC-DECOMPOSITION APPROXIMATIONS FOR OPEN QUEUEING NETWORKS

TOWARDS 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 information

A GENERALIZED MARKOVIAN QUEUE TO MODEL AN OPTICAL PACKET SWITCHING MULTIPLEXER

A GENERALIZED MARKOVIAN QUEUE TO MODEL AN OPTICAL PACKET SWITCHING MULTIPLEXER A GENERALIZED MARKOVIAN QUEUE TO MODEL AN OPTICAL PACKET SWITCHING MULTIPLEXER RAM CHAKKA Department of Computer Science Norfolk State University, USA TIEN VAN DO, ZSOLT PÁNDI Department of Telecommunications

More information

Entropy in Communication and Chemical Systems

Entropy in Communication and Chemical Systems Entropy in Communication and Chemical Systems Jean Walrand Department of Electrical Engineering and Computer Sciences University of California Berkeley, CA 94720 http://www.eecs.berkeley.edu/ wlr Abstract

More information

MCS 115 Exam 2 Solutions Apr 26, 2018

MCS 115 Exam 2 Solutions Apr 26, 2018 MCS 11 Exam Solutions Apr 6, 018 1 (10 pts) Suppose you have an infinitely large arrel and a pile of infinitely many ping-pong alls, laeled with the positive integers 1,,3,, much like in the ping-pong

More information

Stochastic Network Calculus

Stochastic Network Calculus Stochastic Network Calculus Assessing the Performance of the Future Internet Markus Fidler joint work with Amr Rizk Institute of Communications Technology Leibniz Universität Hannover April 22, 2010 c

More information

1 Systems of Differential Equations

1 Systems of Differential Equations March, 20 7- Systems of Differential Equations Let U e an open suset of R n, I e an open interval in R and : I R n R n e a function from I R n to R n The equation ẋ = ft, x is called a first order ordinary

More information

Uniform random numbers generators

Uniform 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 information

Kendall notation. PASTA theorem Basics of M/M/1 queue

Kendall 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 information

Two-Stage Improved Group Plans for Burr Type XII Distributions

Two-Stage Improved Group Plans for Burr Type XII Distributions American Journal of Mathematics and Statistics 212, 2(3): 33-39 DOI: 1.5923/j.ajms.21223.4 Two-Stage Improved Group Plans for Burr Type XII Distriutions Muhammad Aslam 1,*, Y. L. Lio 2, Muhammad Azam 1,

More information

Queueing Networks G. Rubino INRIA / IRISA, Rennes, France

Queueing Networks G. Rubino INRIA / IRISA, Rennes, France Queueing Networks G. Rubino INRIA / IRISA, Rennes, France February 2006 Index 1. Open nets: Basic Jackson result 2 2. Open nets: Internet performance evaluation 18 3. Closed nets: Basic Gordon-Newell result

More information

Probability and Stochastic Processes Homework Chapter 12 Solutions

Probability and Stochastic Processes Homework Chapter 12 Solutions Probability and Stochastic Processes Homework Chapter 1 Solutions Problem Solutions : Yates and Goodman, 1.1.1 1.1.4 1.3. 1.4.3 1.5.3 1.5.6 1.6.1 1.9.1 1.9.4 1.10.1 1.10.6 1.11.1 1.11.3 1.11.5 and 1.11.9

More information

Appendix lecture 9: Extra terms.

Appendix lecture 9: Extra terms. Appendi lecture 9: Etra terms The Hyperolic method has een used to prove that d n = log + 2γ + O /2 n This can e used within the Convolution Method to prove Theorem There eists a constant C such that n

More information

Introduction to Markov Chains, Queuing Theory, and Network Performance

Introduction to Markov Chains, Queuing Theory, and Network Performance Introduction to Markov Chains, Queuing Theory, and Network Performance Marceau Coupechoux Telecom ParisTech, departement Informatique et Réseaux marceau.coupechoux@telecom-paristech.fr IT.2403 Modélisation

More information

NEW generation devices, e.g., Wireless Sensor Networks. Battery-Powered Devices in WPCNs. arxiv: v2 [cs.it] 28 Jan 2016

NEW generation devices, e.g., Wireless Sensor Networks. Battery-Powered Devices in WPCNs. arxiv: v2 [cs.it] 28 Jan 2016 1 Battery-Powered Devices in WPCNs Alessandro Biason, Student Memer, IEEE, and Michele Zorzi, Fellow, IEEE arxiv:161.6847v2 [cs.it] 28 Jan 216 Astract Wireless powered communication networks are ecoming

More information

Service Regularity Loss in High-Frequency Feeder Bus Lines: Causes and Self-Driven Remedies

Service Regularity Loss in High-Frequency Feeder Bus Lines: Causes and Self-Driven Remedies González, J., Doursat, R. & Banos, A. (2014) Service regularity loss in high-frequency feeder us lines: Causes and self-driven remedies. Proceedings of the 4th International Conference on Complex Systems

More information

Comparison of Various Scheduling Techniques in OBS Networks

Comparison of Various Scheduling Techniques in OBS Networks International Journal of Electronics and Communication Engineering. ISSN 0974-2166 Volume 5, Number 2 (2012), pp. 143-149 International Research Publication House http://www.irphouse.com Comparison of

More information

CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK

CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK 3. INTRODUCTION: Considerable work has been turned out by Mathematicians and operation researchers in the development of stochastic and simulation

More information

Contents LIST OF TABLES... LIST OF FIGURES... xvii. LIST OF LISTINGS... xxi PREFACE. ...xxiii

Contents 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 information