Queuing system theory
|
|
- Meredith Scott
- 6 years ago
- Views:
Transcription
1 Elements of queung system: Queung system theory Every queung system conssts of three elements: An arrval process: s characterzed by the dstrbuton of tme between the arrval of successve customers, the mean tme between the arrval s ether constant or changng over tme and the customer populaton s ether fnte or nfnte. A servce process: s characterzed by the dstrbuton of tme to servce arrvals and the number of servers. A queung dscplne: descrbes the order n whch arrvals are servced (FIFO, random select, or prorty queue). The queung dscplne also ncludes characterstcs of the system such as a maxmum queue length (when the queue reaches ths maxmum, arrvals turn away or balks) and customer renegng (customers watng n lne become mpatent and leave the system before servce). The most common format for classfcaton queue system s as; A/B/S/K/E Where, (A) specfes the arrval process, (B) specfes the servce process, (S) specfes number of servers, (K) specfes the maxmum number of customers allowed nto the system and (E) s the queue dscplne. Commonly used symbols for ths classfcaton system are: M: Exponental dstrbuted servce or arrval tmes. D: Constant servce or arrval tmes. E K : Erlang-k dstrbuted servce or arrval tmes. G: General servce or arrval tmes. FIFO: Frst-n frst-out queue dscplne. SIRO: Serve n random-order queue dscplne. PRI: Prorty queue dscplne. GD: General queue dscplne. Example: What s meant by M/D/3/5/PRI? Answer: A queue system wth exponental-dstrbuted arrval (M) Constant servce tme (D), Three servers (3) A lmt of 5 customers n the system (5) Customers are servced accordng to some prorty measure (PRI) 46
2 Although there are many ways that performances characterstcs of a congeston system can be measured, the most commonly used measures are: L s : Expected number of customer n the system. L q : Expected number of customer n the queue. W s : Expected tme a customer s n the system, ncludng the tme for servce. W q : Expected tme a customer wats for servce (n queue). P : Probablty of exactly () customers n the system, =,,, P(W q > t): Probablty a customer wats (t) or longer. K: system state; t s represented by the number of customers n the system ncludng both queue and servers. Transton; the system moves to adjacent states. Forward transton move from state K to state K+, and backward transton move from state K to state K-. For M/M/, a sngle server queue system, the states and transton are represented by followng dagram: λp λp λp K- λp K K- K K+ μp μp μp K μp K+ Where λ (customer/unt of tme) s the mean of arrval rate and μ (customer/unt of tme) s the mean of departure rate. The transton rate from state (K) to state (K+) = λ*p K. And the transton rate from state (K+) to state (K)= μ*p K+. Where P K and P K+ are the probablty of state K and state K+ respectvely. Example: In a bank system, the arrval rate (λ= customer/hour) and departure rate (μ=5). Calculate the transton rate (5 6), (5 4) and (6 5) f you know that the probablty P 4, P 5, and P 6 are %, 5%, and 5% respectvely. Answer: Transton rate (5 6)= λ* P 5 =*.5=3. Transton rate (5 4)= μ* P 5 =5*.5=3.75 Transton rate (6 5)= μ* P 6 =5*.5=.5. 47
3 Equlbrum of System: The system s n the equlbrum state f the probablty of fndng the system n a gven state does not change wth tme. In ths case transton (K K+); whch ncreases ths probablty; and transton (K+ K); whch decreases ths probablty; are occurred at the same tme to mantan equlbrum of the system. From the above dagram: λ*p =μ*p, λ*p =μ*p,., and λ*p K =μ*p K+. By repeated elmnaton, P K λ λ = P and ρ =, where ρ s the percent utlzaton of the server or traffc ntensty. μ μ K, When ρ <, the system s stable, and when ρ >, queue ncreases faster than the server could process. The system becomes unstable as the queue grows wthout bounds. Other M/M/ measurements: P can be determned by usng the fact that the sum of the steady state probabltes must be. Therefore, p p p + p + p p n λ + p μ + p n+ λ μ +... = p n n+ [ + ρ + ρ ρ + ρ +...] = λ μ n + p λ μ n+ Ths s the sum of the geometrc seres. Therefore, + ρ n p =, n+ as n ρ ρ Snce ρ <, +... = p = ( ρ ) = ( λ ) μ Probablty of zero n the system, P = -(λ/μ) = - ρ. Probablty of (n) n the system, P n = [-(λ/μ)]*[λ/μ] n n = ρ *(- ρ ). Expected number of customer n the system (L s ) = λ/(μ-λ)= ρ /(- ρ ) Expected number of customer n the queue (L q )= λ /[μ(μ-λ)]=ρ /-ρ Expected tme a customer s n the system (W s )=/(μ-λ). Expected tme a customer wats for servce (n queue) (W q ) = λ/[ μ(μ-λ)] 48
4 Example : A bank has located an Automatc Teller Machne (ATM) n an offce buldng. Ths ATM s used by a bg number bank s customers. It was notced that the mean tme requred to serve a customer s 5 sec and the mean number of customers wshng to use the machne s 6 per hour. Many customers have complaned that they are watng too long n lne before beng served. In order to determne f a second machne s needed or not, the bank would lke to know the probablty that a customer must wat n lne and the mean tme a customer wats n queue for the machne to become avalable. Help the bank decdes. Soluton: For ths system the arrval rate (λ) = 6 customer/hour, and the servce rate (μ) = (6*6)/5=7 customer/hour. ρ = λ / μ = 6 / 7 =.833 whch means that the system s stable (why?) The expected number of customer n the queue: L q = λ /[μ(μ-λ)]=ρ /-ρ =(.833) /(-.833)=4. customers watng n queue. The expected tme a customer wats for servce (n queue): W q =λ/ μ(μ-λ)=6/[7(7-6)]=.694 hour=4.67 mnutes. Thus we found that a bout 83% of customers must wat n lne wth a mean length of about 4-customers and each customer should wat for 4-mnutes. Ths ndcates that there s no need to add another ATM. Example : Another branch of the bank has the same problem. A statstcal study shows that a mean of 5 customers uses the ATM for a perod of 8-hours, and each customer spends 3-mnutes to complete hs/her servce. Determne whether a second machne s needed or not? Soluton: λ = 5 / 8 = 8.75 customers/hour, and μ = 6 / 3 = customers/hour. ρ = λ/μ =8.75/=.9375 the system s stll stable. But snce ρ s so close to, some problems mght appear n the system! The expected number of customer n the queue: L q =(.9375) /(-.9375)=4.65 customers watng n queue. The expected tme a customer wats for servce (n queue): W q =8.75/[(-8.75)]=.75 hour=45 mnutes. Thus we fnd that a bout 93.75% of customers must wat n lne wth a mean length of 4- customers and watng tme 45-mnutes. So the bank offce takes a decson to add another ATM. Example 3: Compute the probablty that three cars wll be watng n lne at traffc lamp, f you noted that 8-cars arrve n the -sec nterval and cars leave n 8-sec green nterval. Soluton: λ=8/=.666 customer/hour, and μ=/8=. customer/hour. ρ =.666/.=.6 ths mples that the system s stable. 3 The probablty of (3) n the system, P 3 = ρ *(- ρ )=.584. In other words, P 3 =5.8%. 49
5 Example 4: The jobs arrve at a copy machne for a perod of 3 mnutes are shown n followng ELD. Calculate the arrval rate (λ), Mean tme spent n system (W s ), and mean jobs n system (L s ) λ=(number of customers arrved)/ (total tme)=5/3=.666 mn. W s =(Σtme of each customer spent n system)/( Number of customers arrved) =(4+7+++)/5 = 44/5 = 8.8 L s =λ/(μ-λ)=λ* W s =.666*8.8=.4666, W s =/(μ-λ). 5
6 Fxed tme-step vs. event-to-event: Smulaton Modelng Approaches In smulaton, any dynamc system contnuous or dscrete there must be a mechansm for the flow of tme. For that, we must:. advance tme. keep track of the total elapsed tme 3. determne the state of the system at the new pont n tme 4. termnate the smulaton when the total elapsed tme equals or exceeds the smulaton perod. In contnuous system, we advance tme n small ncrements (Δt) for as long as needed. In smulaton of dscrete system, however, there are two fundamentally dfferent models for movng a system through tme as t s shown n the followng flowcharts: Start Start Read nput data Intalze (ncludng tme t=) Read nput data Intalze t c = t c +Δt Fnd all events that occur, f any, durng perod (t, t c +Δt) Update the system state, and extract ther effect on system statstcs End of smulaton? Output desred statstcs Yes No Fnd next potental event, and ts tme of occurrence Update the system state, and extract ther effect on system statstcs End of smulaton? Output desred statstcs Yes No Stop a- Fxed tme-step smulaton Stop b- Next-event smulaton 5
7 . Fxed tme-step model: The clock whch s smulated by computer - s updated by a fxed tme Δt, and the system s examned to see f any event has taken place durng ths tme nterval (mnutes, hours, days, or whatever). All events that take place durng ths perod are treated as f they occurred smultaneously at the end of ths nterval.. Event-to-event (or next event) model: The computer advances tme to the occurrence of the next event. It shfts from one event to another. The system state does not change n between. Only those ponts n tme are kept track of when somethng of nterest happens to the system. To llustrate the dfference between the two models, let us assume that we are smulatng the dynamcs f the populaton n a fsh bowl, startng wth, say fsh. If we used fxed tme-step model wth, say Δt= day, then we would scan the fsh bowl once every day (4 hours). On other hand, f we use a next-event model then we wll frst fnd out when the next-event (brth or death) s to take place and then advance the clock exactly to that tme. In general, the next-event model s preferred, (except when we may be forced to use the fxed tme-step model) because we do not waste any computer tme n scannng those ponts n tme when nothng takes place. Ths waste s bound to occur f we pck a reasonably small value for Δt. on the other hand, f Δt s so large that one or more events must take place durng each nterval then our model becomes unrealstc and may not yeld meanngful results. Therefore n most smulaton of dscrete systems the next event model s used. The only drawback of the next event model s that usually ts mplementaton (programmng) turns out to be more complcated than the fxed tme-step model. In practce, all smulaton languages use one of the followng ways (or approaches) to mplement system smulaton models:. Actvty scannng approach: Ths approach s mplemented by descrbng the actvtes that occur durng fxed ntervals of tme. For example, to model the operaton of an nventory system, we could descrbe the sequence of events that occur durng a specfc tme perod: fulfllng customer demand, orderng new stock, and recevng stock that was ordered at earler tme. Then we advance tme to the next perod and repeat. Actvty-scannng smulaton models are generally easy to develop. We ncrement tme by some fxed nterval and descrbe what happens durng ths tme nterval. An mportant ssue n actvty-scannng models s n selectng the sze of the tme nterval. If t s too large, we may lose nformaton due to the fact that many dfferent actvtes occur durng the tme nterval, ths s partcularly mportant f we are nterested n statstcal nformaton about when thngs happen. If t s too small, then nothng may happen for large number of ntervals, causng the smulaton model to be some what neffcent.. Process-drven smulaton: It s mplemented by descrbng the process through whch enttes n the system flow. For example, n a servce system, customers arrve, wat n lne f the server s busy, receve servce, and then leave the system. A process-drven smulaton models the logcal sequence of events for each customer as he/she arrves to system. 3. Event-drven smulaton approach: Wth ths approach, we descrbe the changes that occur n the system at the nstant of tme that each event occurs. Events are sequenced n chronologcal order and may not correspond to a natural flow of enttes. In the servce system example, for nstant, the key events are the 5
8 arrval of customers, the start of servce, and the end of servce. The arrval of the second customer mght proceed the startng tme of the end of servce for the frst customer. The smulaton logc would descrbe what happens when customer one arrves frst, the arrval of customer two second, the start of servce for customer one thrd, and so on. Fnally, for specal stuatons n whch varables change contnuously over tme, contnuous smulaton technques are used. We here try to dscuss the last two approaches, process-drven smulaton model and eventdrven smulaton model. Process -drven model Approach: The model s smlar to Faclty Utlzaton Model wth exceptons that t descrbes queue formaton of customers when the faclty s busy. Example: a) Wrte a set of mathematcal model equatons for Process-drven model Approach; draw an algorthm that smulates Queung System usng Process-drven model. b) Calculate the arrval, departure watng and dle tmes assocated wth 4- customers enterng the system. c) Calculate the queue averages (AVER_NQ and AVER_WAIT). d) Calculate the servce averages (Utlzaton and Idle tme) for a perod of tme ( 3). Take for the 4-customers the data: Customer () 3 4 TBA (mnutes) 9 ST (mnutes) Note that TBA =, for the frst customer, ths s mean, the arrval tme= (A =). Soluton: a) The set of mathematcal equatons are as follows:. Consecutve arrval of customers are defnes by A A + TBA. =. The watng tme s provded by WT = D A, If A < D - then the arrved customer enters the queue, otherwse; customer jons the server mmedately (.e. Wt = ) 3. The arrval and departure of each order are related by D = A + Wt + ST. 4. The dle tme s provded by IT A D. where A > D -. = A - A TBA A + ST - Wt D - IT Tme 5. The cumulatve dle tme can be wrtten as, t = t + IT. 53
9 6. The system performance crtera;.e. the fracton of tme the faclty s n use, T t F =, where T s total smulaton tme. T b) The flowchart below shows the smulaton algorthm of the process. TBA A ST D WT IT t c) AVER_NQ=3/3=. AVER_WAIT=3/=3 d) AVER_FU=(6+7)/3=.77 AVER_IT=(4+3)/=3.5 54
10 N: number of experments. n: number of customers beng servced n each exp. Start Enter n, N j= =, A = and t= Generate R, R then ST, D =ST =+ Generate R the TBA A A + TBA. = Generate R,R then ST WT = D A. Is A <D - D = A + ST. D = A + ST. IT = A D. t = t + IT. Y Is <n F T t = T Is j<n Y j=j+ Compute statstcal nformaton, and output results Stop 55
11 ELD A A A 3 A tme c) Watng tme D D D 3 No. n queue Area=3 d) Faclty Idle tme Faclty curve Area=6 area=7 56
12 Example: A self-servce car wash has one washng stall. When a customer s n the stall, he/she may choose one of the followng three optons:. Rnse only; need a fxed tme of -mnutes to complete.. Wash and rnse; need a fxed tme of -mnutes to complete. 3. Wash, rnse and wax; need a fxed tme of 3-mnutes to complete. The owners have observed that 4% of customers rnse only; 45% wash and rnse; and 5% wash, rnse and wax. The nterarrval has flow Expo (3). All random numbers requred to calculate both type of servces and tme between arrvals are fxed on the followng dagram. For each car, calculate departure tme (D), and record t n the table. The arrval tmes (A) for a sample of the frst -cars are lsted n followng table. Soluton: Random numbers used to calculate servce types:.7,.39,.6,.,.89,.7,.9,.48,.5,.55 Random numbers used to calculate TBA, whch follows Expo (3):.3,.88,.63,.548,.65,.66,.94,.74,.4,.449 ). We calculate TBA = -3 ln(r) and record the results as follows: Car R TBA ). Calculate type of servce and servce tme: Draw the emprcal dstrbuton for servce types. Type_3 Type_ Type_ Car R S. type ST
13 3). The event lst dagram and traced results are shown n the followng: الزمن Car TBA A ST WT D IT t T t ). Fnally F = = =. 65 where T = 93 mnutes and t = 3 mnutes. T 93 58
Analysis of Discrete Time Queues (Section 4.6)
Analyss of Dscrete Tme Queues (Secton 4.6) Copyrght 2002, Sanjay K. Bose Tme axs dvded nto slots slot slot boundares Arrvals can only occur at slot boundares Servce to a job can only start at a slot boundary
More informationEquilibrium Analysis of the M/G/1 Queue
Eulbrum nalyss of the M/G/ Queue Copyrght, Sanay K. ose. Mean nalyss usng Resdual Lfe rguments Secton 3.. nalyss usng an Imbedded Marov Chan pproach Secton 3. 3. Method of Supplementary Varables done later!
More informationCS-433: Simulation and Modeling Modeling and Probability Review
CS-433: Smulaton and Modelng Modelng and Probablty Revew Exercse 1. (Probablty of Smple Events) Exercse 1.1 The owner of a camera shop receves a shpment of fve cameras from a camera manufacturer. Unknown
More informationQueueing Networks II Network Performance
Queueng Networks II Network Performance Davd Tpper Assocate Professor Graduate Telecommuncatons and Networkng Program Unversty of Pttsburgh Sldes 6 Networks of Queues Many communcaton systems must be modeled
More informationEcon107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)
I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes
More informationSuggested solutions for the exam in SF2863 Systems Engineering. June 12,
Suggested solutons for the exam n SF2863 Systems Engneerng. June 12, 2012 14.00 19.00 Examner: Per Enqvst, phone: 790 62 98 1. We can thnk of the farm as a Jackson network. The strawberry feld s modelled
More informationApplication of Queuing Theory to Waiting Time of Out-Patients in Hospitals.
Applcaton of Queung Theory to Watng Tme of Out-Patents n Hosptals. R.A. Adeleke *, O.D. Ogunwale, and O.Y. Hald. Department of Mathematcal Scences, Unversty of Ado-Ekt, Ado-Ekt, Ekt State, Ngera. E-mal:
More information6. Stochastic processes (2)
Contents Markov processes Brth-death processes Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 Markov process Consder a contnuous-tme and dscrete-state stochastc process X(t) wth state space
More information6. Stochastic processes (2)
6. Stochastc processes () Lect6.ppt S-38.45 - Introducton to Teletraffc Theory Sprng 5 6. Stochastc processes () Contents Markov processes Brth-death processes 6. Stochastc processes () Markov process
More informationWinter 2008 CS567 Stochastic Linear/Integer Programming Guest Lecturer: Xu, Huan
Wnter 2008 CS567 Stochastc Lnear/Integer Programmng Guest Lecturer: Xu, Huan Class 2: More Modelng Examples 1 Capacty Expanson Capacty expanson models optmal choces of the tmng and levels of nvestments
More informationModule 2. Random Processes. Version 2 ECE IIT, Kharagpur
Module Random Processes Lesson 6 Functons of Random Varables After readng ths lesson, ou wll learn about cdf of functon of a random varable. Formula for determnng the pdf of a random varable. Let, X be
More informationA Simple Inventory System
A Smple Inventory System Lawrence M. Leems and Stephen K. Park, Dscrete-Event Smulaton: A Frst Course, Prentce Hall, 2006 Hu Chen Computer Scence Vrgna State Unversty Petersburg, Vrgna February 8, 2017
More informationContinuous Time Markov Chains
Contnuous Tme Markov Chans Brth and Death Processes,Transton Probablty Functon, Kolmogorov Equatons, Lmtng Probabltes, Unformzaton Chapter 6 1 Markovan Processes State Space Parameter Space (Tme) Dscrete
More informationLecture 4: November 17, Part 1 Single Buffer Management
Lecturer: Ad Rosén Algorthms for the anagement of Networs Fall 2003-2004 Lecture 4: November 7, 2003 Scrbe: Guy Grebla Part Sngle Buffer anagement In the prevous lecture we taled about the Combned Input
More informationCHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE
CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng
More informationIntroduction to Continuous-Time Markov Chains and Queueing Theory
Introducton to Contnuous-Tme Markov Chans and Queueng Theory From DTMC to CTMC p p 1 p 12 1 2 k-1 k p k-1,k p k-1,k k+1 p 1 p 21 p k,k-1 p k,k-1 DTMC 1. Transtons at dscrete tme steps n=,1,2, 2. Past doesn
More informationMeenu Gupta, Man Singh & Deepak Gupta
IJS, Vol., o. 3-4, (July-December 0, pp. 489-497 Serals Publcatons ISS: 097-754X THE STEADY-STATE SOLUTIOS OF ULTIPLE PARALLEL CHAELS I SERIES AD O-SERIAL ULTIPLE PARALLEL CHAELS BOTH WITH BALKIG & REEGIG
More informationDistributions /06. G.Serazzi 05/06 Dimensionamento degli Impianti Informatici distrib - 1
Dstrbutons 8/03/06 /06 G.Serazz 05/06 Dmensonamento degl Impant Informatc dstrb - outlne densty, dstrbuton, moments unform dstrbuton Posson process, eponental dstrbuton Pareto functon densty and dstrbuton
More informationExperience with Automatic Generation Control (AGC) Dynamic Simulation in PSS E
Semens Industry, Inc. Power Technology Issue 113 Experence wth Automatc Generaton Control (AGC) Dynamc Smulaton n PSS E Lu Wang, Ph.D. Staff Software Engneer lu_wang@semens.com Dngguo Chen, Ph.D. Staff
More informationApplied Stochastic Processes
STAT455/855 Fall 23 Appled Stochastc Processes Fnal Exam, Bref Solutons 1. (15 marks) (a) (7 marks) The dstrbuton of Y s gven by ( ) ( ) y 2 1 5 P (Y y) for y 2, 3,... The above follows because each of
More information= z 20 z n. (k 20) + 4 z k = 4
Problem Set #7 solutons 7.2.. (a Fnd the coeffcent of z k n (z + z 5 + z 6 + z 7 + 5, k 20. We use the known seres expanson ( n+l ( z l l z n below: (z + z 5 + z 6 + z 7 + 5 (z 5 ( + z + z 2 + z + 5 5
More informationTCOM 501: Networking Theory & Fundamentals. Lecture 7 February 25, 2003 Prof. Yannis A. Korilis
TCOM 501: Networkng Theory & Fundamentals Lecture 7 February 25, 2003 Prof. Yanns A. Korls 1 7-2 Topcs Open Jackson Networks Network Flows State-Dependent Servce Rates Networks of Transmsson Lnes Klenrock
More informationAnalytical Chemistry Calibration Curve Handout
I. Quck-and Drty Excel Tutoral Analytcal Chemstry Calbraton Curve Handout For those of you wth lttle experence wth Excel, I ve provded some key technques that should help you use the program both for problem
More informationStructure and Drive Paul A. Jensen Copyright July 20, 2003
Structure and Drve Paul A. Jensen Copyrght July 20, 2003 A system s made up of several operatons wth flow passng between them. The structure of the system descrbes the flow paths from nputs to outputs.
More informationNotes prepared by Prof Mrs) M.J. Gholba Class M.Sc Part(I) Information Technology
Inverse transformatons Generaton of random observatons from gven dstrbutons Assume that random numbers,,, are readly avalable, where each tself s a random varable whch s unformly dstrbuted over the range(,).
More informationAssignment 5. Simulation for Logistics. Monti, N.E. Yunita, T.
Assgnment 5 Smulaton for Logstcs Mont, N.E. Yunta, T. November 26, 2007 1. Smulaton Desgn The frst objectve of ths assgnment s to derve a 90% two-sded Confdence Interval (CI) for the average watng tme
More informationCOMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS
Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS
More information1 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations
Physcs 171/271 -Davd Klenfeld - Fall 2005 (revsed Wnter 2011) 1 Dervaton of Rate Equatons from Sngle-Cell Conductance (Hodgkn-Huxley-lke) Equatons We consder a network of many neurons, each of whch obeys
More informationNUMERICAL DIFFERENTIATION
NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the
More informationA PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS
HCMC Unversty of Pedagogy Thong Nguyen Huu et al. A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS Thong Nguyen Huu and Hao Tran Van Department of mathematcs-nformaton,
More informationProblem Set 9 Solutions
Desgn and Analyss of Algorthms May 4, 2015 Massachusetts Insttute of Technology 6.046J/18.410J Profs. Erk Demane, Srn Devadas, and Nancy Lynch Problem Set 9 Solutons Problem Set 9 Solutons Ths problem
More informationIntroduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law:
CE304, Sprng 2004 Lecture 4 Introducton to Vapor/Lqud Equlbrum, part 2 Raoult s Law: The smplest model that allows us do VLE calculatons s obtaned when we assume that the vapor phase s an deal gas, and
More informationTuring Machines (intro)
CHAPTER 3 The Church-Turng Thess Contents Turng Machnes defntons, examples, Turng-recognzable and Turng-decdable languages Varants of Turng Machne Multtape Turng machnes, non-determnstc Turng Machnes,
More informationDepartment of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution
Department of Statstcs Unversty of Toronto STA35HS / HS Desgn and Analyss of Experments Term Test - Wnter - Soluton February, Last Name: Frst Name: Student Number: Instructons: Tme: hours. Ads: a non-programmable
More informationModule 9. Lecture 6. Duality in Assignment Problems
Module 9 1 Lecture 6 Dualty n Assgnment Problems In ths lecture we attempt to answer few other mportant questons posed n earler lecture for (AP) and see how some of them can be explaned through the concept
More informationECE697AA Lecture 17. Birth-Death Processes
Tlman Wolf Department of Electrcal and Computer Engneerng /4/8 ECE697AA ecture 7 Queung Systems II ECE697AA /4/8 Uass Amherst Tlman Wolf Brth-Death Processes Solvng general arov chan can be dffcult Smpler,
More informationCinChE Problem-Solving Strategy Chapter 4 Development of a Mathematical Model. formulation. procedure
nhe roblem-solvng Strategy hapter 4 Transformaton rocess onceptual Model formulaton procedure Mathematcal Model The mathematcal model s an abstracton that represents the engneerng phenomena occurrng n
More informationNumerical Heat and Mass Transfer
Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and
More informationMarkov Chain Monte Carlo Lecture 6
where (x 1,..., x N ) X N, N s called the populaton sze, f(x) f (x) for at least one {1, 2,..., N}, and those dfferent from f(x) are called the tral dstrbutons n terms of mportance samplng. Dfferent ways
More informationSampling Theory MODULE VII LECTURE - 23 VARYING PROBABILITY SAMPLING
Samplng heory MODULE VII LECURE - 3 VARYIG PROBABILIY SAMPLIG DR. SHALABH DEPARME OF MAHEMAICS AD SAISICS IDIA ISIUE OF ECHOLOGY KAPUR he smple random samplng scheme provdes a random sample where every
More information2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification
E395 - Pattern Recognton Solutons to Introducton to Pattern Recognton, Chapter : Bayesan pattern classfcaton Preface Ths document s a soluton manual for selected exercses from Introducton to Pattern Recognton
More informationTopics in Probability Theory and Stochastic Processes Steven R. Dunbar. Classes of States and Stationary Distributions
Steven R. Dunbar Department of Mathematcs 203 Avery Hall Unversty of Nebraska-Lncoln Lncoln, NE 68588-0130 http://www.math.unl.edu Voce: 402-472-3731 Fax: 402-472-8466 Topcs n Probablty Theory and Stochastc
More informationCalculation of time complexity (3%)
Problem 1. (30%) Calculaton of tme complexty (3%) Gven n ctes, usng exhaust search to see every result takes O(n!). Calculaton of tme needed to solve the problem (2%) 40 ctes:40! dfferent tours 40 add
More informationCorrelation and Regression. Correlation 9.1. Correlation. Chapter 9
Chapter 9 Correlaton and Regresson 9. Correlaton Correlaton A correlaton s a relatonshp between two varables. The data can be represented b the ordered pars (, ) where s the ndependent (or eplanator) varable,
More information1 GSW Iterative Techniques for y = Ax
1 for y = A I m gong to cheat here. here are a lot of teratve technques that can be used to solve the general case of a set of smultaneous equatons (wrtten n the matr form as y = A), but ths chapter sn
More informationGeneralized Linear Methods
Generalzed Lnear Methods 1 Introducton In the Ensemble Methods the general dea s that usng a combnaton of several weak learner one could make a better learner. More formally, assume that we have a set
More informationCS 798: Homework Assignment 2 (Probability)
0 Sample space Assgned: September 30, 2009 In the IEEE 802 protocol, the congeston wndow (CW) parameter s used as follows: ntally, a termnal wats for a random tme perod (called backoff) chosen n the range
More informationProblem Set 9 - Solutions Due: April 27, 2005
Problem Set - Solutons Due: Aprl 27, 2005. (a) Frst note that spam messages, nvtatons and other e-mal are all ndependent Posson processes, at rates pλ, qλ, and ( p q)λ. The event of the tme T at whch you
More informationSimulation and Random Number Generation
Smulaton and Random Number Generaton Summary Dscrete Tme vs Dscrete Event Smulaton Random number generaton Generatng a random sequence Generatng random varates from a Unform dstrbuton Testng the qualty
More informationComparison of Regression Lines
STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence
More informationMarkov chains. Definition of a CTMC: [2, page 381] is a continuous time, discrete value random process such that for an infinitesimal
Markov chans M. Veeraraghavan; March 17, 2004 [Tp: Study the MC, QT, and Lttle s law lectures together: CTMC (MC lecture), M/M/1 queue (QT lecture), Lttle s law lecture (when dervng the mean response tme
More informationChapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems
Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons
More informationMODELING TRAFFIC LIGHTS IN INTERSECTION USING PETRI NETS
The 3 rd Internatonal Conference on Mathematcs and Statstcs (ICoMS-3) Insttut Pertanan Bogor, Indonesa, 5-6 August 28 MODELING TRAFFIC LIGHTS IN INTERSECTION USING PETRI NETS 1 Deky Adzkya and 2 Subono
More informationStatistics Chapter 4
Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment
More informationWeek3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity
Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle
More informationχ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body
Secton.. Moton.. The Materal Body and Moton hyscal materals n the real world are modeled usng an abstract mathematcal entty called a body. Ths body conssts of an nfnte number of materal partcles. Shown
More informationConvergence of random processes
DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large
More informationPsychology 282 Lecture #24 Outline Regression Diagnostics: Outliers
Psychology 282 Lecture #24 Outlne Regresson Dagnostcs: Outlers In an earler lecture we studed the statstcal assumptons underlyng the regresson model, ncludng the followng ponts: Formal statement of assumptons.
More informationModule 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur
Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:
More informationHomework Assignment 3 Due in class, Thursday October 15
Homework Assgnment 3 Due n class, Thursday October 15 SDS 383C Statstcal Modelng I 1 Rdge regresson and Lasso 1. Get the Prostrate cancer data from http://statweb.stanford.edu/~tbs/elemstatlearn/ datasets/prostate.data.
More informationLecture Notes on Linear Regression
Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume
More informationAnalysis of Queuing Delay in Multimedia Gateway Call Routing
Analyss of Queung Delay n Multmeda ateway Call Routng Qwe Huang UTtarcom Inc, 33 Wood Ave. outh Iseln, NJ 08830, U..A Errol Lloyd Computer Informaton cences Department, Unv. of Delaware, Newark, DE 976,
More informationTraffic Signal Timing: Basic Principles. Development of a Traffic Signal Phasing and Timing Plan. Two Phase and Three Phase Signal Operation
Traffc Sgnal Tmng: Basc Prncples 2 types of sgnals Pre-tmed Traffc actuated Objectves of sgnal tmng Reduce average delay of all vehcles Reduce probablty of accdents by mnmzng possble conflct ponts Objectves
More informationUsing T.O.M to Estimate Parameter of distributions that have not Single Exponential Family
IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran
More information3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X
Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number
More informationNetwork of Markovian Queues. Lecture
etwork of Markovan Queues etwork of Markovan Queues ETW09 20 etwork queue ed, G E ETW09 20 λ If the frst queue was not empty Then the tme tll the next arrval to the second queue wll be equal to the servce
More informationSimulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests
Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth
More informationLecture 10 Support Vector Machines II
Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed
More information4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA
4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected
More informationProbability and Random Variable Primer
B. Maddah ENMG 622 Smulaton 2/22/ Probablty and Random Varable Prmer Sample space and Events Suppose that an eperment wth an uncertan outcome s performed (e.g., rollng a de). Whle the outcome of the eperment
More informationANSWERS CHAPTER 9. TIO 9.2: If the values are the same, the difference is 0, therefore the null hypothesis cannot be rejected.
ANSWERS CHAPTER 9 THINK IT OVER thnk t over TIO 9.: χ 2 k = ( f e ) = 0 e Breakng the equaton down: the test statstc for the ch-squared dstrbuton s equal to the sum over all categores of the expected frequency
More informationTwo Methods to Release a New Real-time Task
Two Methods to Release a New Real-tme Task Abstract Guangmng Qan 1, Xanghua Chen 2 College of Mathematcs and Computer Scence Hunan Normal Unversty Changsha, 410081, Chna qqyy@hunnu.edu.cn Gang Yao 3 Sebel
More informationResource Allocation and Decision Analysis (ECON 8010) Spring 2014 Foundations of Regression Analysis
Resource Allocaton and Decson Analss (ECON 800) Sprng 04 Foundatons of Regresson Analss Readng: Regresson Analss (ECON 800 Coursepak, Page 3) Defntons and Concepts: Regresson Analss statstcal technques
More informationANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)
Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of
More informationCSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography
CSc 6974 and ECSE 6966 Math. Tech. for Vson, Graphcs and Robotcs Lecture 21, Aprl 17, 2006 Estmatng A Plane Homography Overvew We contnue wth a dscusson of the major ssues, usng estmaton of plane projectve
More informationCOMPLETE BUFFER SHARING IN ATM NETWORKS UNDER BURSTY ARRIVALS
COMPLETE BUFFER SHARING WITH PUSHOUT THRESHOLDS IN ATM NETWORKS UNDER BURSTY ARRIVALS Ozgur Aras and Tugrul Dayar Abstract. Broadband Integrated Servces Dgtal Networks (B{ISDNs) are to support multple
More information9 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations
Physcs 171/271 - Chapter 9R -Davd Klenfeld - Fall 2005 9 Dervaton of Rate Equatons from Sngle-Cell Conductance (Hodgkn-Huxley-lke) Equatons We consder a network of many neurons, each of whch obeys a set
More informationSingle-Facility Scheduling over Long Time Horizons by Logic-based Benders Decomposition
Sngle-Faclty Schedulng over Long Tme Horzons by Logc-based Benders Decomposton Elvn Coban and J. N. Hooker Tepper School of Busness, Carnege Mellon Unversty ecoban@andrew.cmu.edu, john@hooker.tepper.cmu.edu
More informationThe optimal delay of the second test is therefore approximately 210 hours earlier than =2.
THE IEC 61508 FORMULAS 223 The optmal delay of the second test s therefore approxmately 210 hours earler than =2. 8.4 The IEC 61508 Formulas IEC 61508-6 provdes approxmaton formulas for the PF for smple
More informationCIE4801 Transportation and spatial modelling Trip distribution
CIE4801 ransportaton and spatal modellng rp dstrbuton Rob van Nes, ransport & Plannng 17/4/13 Delft Unversty of echnology Challenge the future Content What s t about hree methods Wth specal attenton for
More informationsince [1-( 0+ 1x1i+ 2x2 i)] [ 0+ 1x1i+ assumed to be a reasonable approximation
Econ 388 R. Butler 204 revsons Lecture 4 Dummy Dependent Varables I. Lnear Probablty Model: the Regresson model wth a dummy varables as the dependent varable assumpton, mplcaton regular multple regresson
More informationEEE 241: Linear Systems
EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they
More informationNegative Binomial Regression
STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...
More informationOutline. Communication. Bellman Ford Algorithm. Bellman Ford Example. Bellman Ford Shortest Path [1]
DYNAMIC SHORTEST PATH SEARCH AND SYNCHRONIZED TASK SWITCHING Jay Wagenpfel, Adran Trachte 2 Outlne Shortest Communcaton Path Searchng Bellmann Ford algorthm Algorthm for dynamc case Modfcatons to our algorthm
More informationDEMO #8 - GAUSSIAN ELIMINATION USING MATHEMATICA. 1. Matrices in Mathematica
demo8.nb 1 DEMO #8 - GAUSSIAN ELIMINATION USING MATHEMATICA Obectves: - defne matrces n Mathematca - format the output of matrces - appl lnear algebra to solve a real problem - Use Mathematca to perform
More information} Often, when learning, we deal with uncertainty:
Uncertanty and Learnng } Often, when learnng, we deal wth uncertanty: } Incomplete data sets, wth mssng nformaton } Nosy data sets, wth unrelable nformaton } Stochastcty: causes and effects related non-determnstcally
More informationDynamic Programming. Lecture 13 (5/31/2017)
Dynamc Programmng Lecture 13 (5/31/2017) - A Forest Thnnng Example - Projected yeld (m3/ha) at age 20 as functon of acton taken at age 10 Age 10 Begnnng Volume Resdual Ten-year Volume volume thnned volume
More informationLecture 7: Boltzmann distribution & Thermodynamics of mixing
Prof. Tbbtt Lecture 7 etworks & Gels Lecture 7: Boltzmann dstrbuton & Thermodynamcs of mxng 1 Suggested readng Prof. Mark W. Tbbtt ETH Zürch 13 März 018 Molecular Drvng Forces Dll and Bromberg: Chapters
More informationAnswers Problem Set 2 Chem 314A Williamsen Spring 2000
Answers Problem Set Chem 314A Wllamsen Sprng 000 1) Gve me the followng crtcal values from the statstcal tables. a) z-statstc,-sded test, 99.7% confdence lmt ±3 b) t-statstc (Case I), 1-sded test, 95%
More informationwhere v means the change in velocity, and t is the
1 PHYS:100 LECTURE 4 MECHANICS (3) Ths lecture covers the eneral case of moton wth constant acceleraton and free fall (whch s one of the more mportant examples of moton wth constant acceleraton) n a more
More informationAGC Introduction
. Introducton AGC 3 The prmary controller response to a load/generaton mbalance results n generaton adjustment so as to mantan load/generaton balance. However, due to droop, t also results n a non-zero
More informationCHAPTER 17 Amortized Analysis
CHAPTER 7 Amortzed Analyss In an amortzed analyss, the tme requred to perform a sequence of data structure operatons s averaged over all the operatons performed. It can be used to show that the average
More informationLecture 5. ALOHAnet. ALOHA protocols. Client. Client. Hub. Client
Lecture 5 ALOHA protocols ALOHAnet Aloha was a poneerng computer networkng system developed at the Unversty of Hawa n 97 s. The dea was to use rado to create a computer network lnkng the far-flung campuses
More informationAdaptive Dynamical Polling in Wireless Networks
BULGARIA ACADEMY OF SCIECES CYBERETICS AD IFORMATIO TECHOLOGIES Volume 8, o Sofa 28 Adaptve Dynamcal Pollng n Wreless etworks Vladmr Vshnevsky, Olga Semenova Insttute for Informaton Transmsson Problems
More informationC/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1
C/CS/Phy9 Problem Set 3 Solutons Out: Oct, 8 Suppose you have two qubts n some arbtrary entangled state ψ You apply the teleportaton protocol to each of the qubts separately What s the resultng state obtaned
More informationDeparture Process from a M/M/m/ Queue
Dearture rocess fro a M/M// Queue Q - (-) Q Q3 Q4 (-) Knowledge of the nature of the dearture rocess fro a queue would be useful as we can then use t to analyze sle cases of queueng networs as shown. The
More informationOn the relationships among queue lengths at arrival, departure, and random epochs in the discrete-time queue with D-BMAP arrivals
On the relatonshps among queue lengths at arrval departure and random epochs n the dscrete-tme queue wth D-BMAP arrvals Nam K. Km Seo H. Chang Kung C. Chae * Department of Industral Engneerng Korea Advanced
More informationCode_Aster. Identification of the model of Weibull
Verson Ttre : Identfcaton du modèle de Webull Date : 2/09/2009 Page : /8 Responsable : PARROT Aurore Clé : R70209 Révson : Identfcaton of the model of Webull Summary One tackles here the problem of the
More informationStatistical Inference. 2.3 Summary Statistics Measures of Center and Spread. parameters ( population characteristics )
Ismor Fscher, 8//008 Stat 54 / -8.3 Summary Statstcs Measures of Center and Spread Dstrbuton of dscrete contnuous POPULATION Random Varable, numercal True center =??? True spread =???? parameters ( populaton
More informationLecture 3: Shannon s Theorem
CSE 533: Error-Correctng Codes (Autumn 006 Lecture 3: Shannon s Theorem October 9, 006 Lecturer: Venkatesan Guruswam Scrbe: Wdad Machmouch 1 Communcaton Model The communcaton model we are usng conssts
More information