Large Deviations For Performance Analysis
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Large Deviations For Performance Analysis
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Author : Alan Weiss
language : en
Publisher: Routledge
Release Date : 2019-03-07
Large Deviations For Performance Analysis written by Alan Weiss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-07 with Computers categories.
Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.
Large Deviations For Performance Analysis
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Author : Adam Shwartz
language : en
Publisher: CRC Press
Release Date : 1995-09-01
Large Deviations For Performance Analysis written by Adam Shwartz and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-09-01 with Mathematics categories.
This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.
Large Deviations For Performance Analysis
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Author : Adam Shwartz
language : en
Publisher:
Release Date : 1996
Large Deviations For Performance Analysis written by Adam Shwartz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Large deviations categories.
Large Deviations For Additive Functionals Of Markov Chains
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Author : Alejandro D. de Acosta
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-03-05
Large Deviations For Additive Functionals Of Markov Chains written by Alejandro D. de Acosta and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-05 with Mathematics categories.
Analysis Of Communication Networks Call Centres Traffic And Performance
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Author : David R. McDonald
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Analysis Of Communication Networks Call Centres Traffic And Performance written by David R. McDonald and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
This volume consists of the proceedings of the Workshop on Analysis and Simulation of Communication Networks held at The Fields Institute (Toronto). The workshop was divided into two main themes, entitled "Stability and Load Balancing of a Network of Call Centres" and "Traffic and Performance". The call centre industry is large and fast-growing. In order to provide top-notch customer service, it needs good mathematical models. The first part of the volume focuses on probabilistic issues involved in optimizing the performance of a call centre. While this was the motivating application, many of the papers are also applicable to more general distributed queueing networks. The second part of the volume discusses the characterization of traffic streams and how to estimate their impact on the performance of a queueing system. The performance of queues under worst-case traffic flows or flows with long bursts is treated. These studies are motivated by questions about buffer dimensioning and call admission control in ATM or IP networks. This volume will serve researchers as a comprehensive, state-of-the-art reference source on developments in this rapidly expanding field.
Network Performance Engineering
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Author : Demetres D. Kouvatsos
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-09
Network Performance Engineering written by Demetres D. Kouvatsos and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-09 with Business & Economics categories.
During recent years a great deal of progress has been made in performance modelling and evaluation of the Internet, towards the convergence of multi-service networks of diverging technologies, supported by internetworking and the evolution of diverse access and switching technologies. The 44 chapters presented in this handbook are revised invited works drawn from PhD courses held at recent HETNETs International Working Conferences on Performance Modelling and Evaluation of Heterogeneous Networks. They constitute essential introductory material preparing the reader for further research and development in the field of performance modelling, analysis and engineering of heterogeneous networks and of next and future generation Internets. The handbook aims to unify relevant material already known but dispersed in the literature, introduce the readers to unfamiliar and unexposed research areas and, generally, illustrate the diversity of research found in the high growth field of convergent heterogeneous networks and the Internet. The chapters have been broadly classified into 12 parts covering the following topics: Measurement Techniques; Traffic Modelling and Engineering; Queueing Systems and Networks; Analytic Methodologies; Simulation Techniques; Performance Evaluation Studies; Mobile, Wireless and Ad Hoc Networks, Optical Networks; QoS Metrics and Algorithms; All IP Convergence and Networking; Network Management and Services; and Overlay Networks.
Performance Guarantees In Communication Networks
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Author : Cheng-Shang Chang
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Performance Guarantees In Communication Networks written by Cheng-Shang Chang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
Providing performance guarantees is one of the most important issues for future telecommunication networks. This book describes theoretical developments in performance guarantees for telecommunication networks from the last decade. Written for the benefit of graduate students and scientists interested in telecommunications-network performance this book consists of two parts. The first introduces the recently-developed filtering theory for providing deterministic (hard) guarantees, such as bounded delay and queue length. The filtering theory is developed under the min-plus algebra, where one replaces the usual addition with the min operator and the usual multiplication with the addition operator. As in the classical linear system theory, the filtering theory treats an arrival process (or a departure process ) as a signal and a network element as a system. Network elements, including traffic regulators and servers, can be modelled as linear filters under the min-plus algebra, and they can be joined by concatenation, "filter bank summation", and feedback to form a composite network element. The problem of providing deterministic guarantees is equivalent to finding the impulse response of composite network elements. This section contains material on: - (s, r)-calculus - Filtering theory for deterministic traffic regulation, service guarantees and networks with variable-length packets - Traffic specification - Networks with multiple inputs and outputs - Constrained traffic regulation The second part of the book addresses stochastic (soft) guarantees, focusing mainly on tail distributions of queue lengths and packet loss probabilities and contains material on: - (s(q), r(q))-calculus and q-envelope rates - The large deviation principle - The theory of effective bandwidth The mathematical theory for stochastic guarantees is the theory of effective bandwidth. Based on the large deviation principle, the theory of effective bandwidth provides approximations for the bandwidths required to meet stochastic guarantees for both short-range dependent inputs and long-range dependent inputs.
Performance Analysis Of Atm Networks
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Author : Demetres D. Kouvatsos
language : en
Publisher: Springer
Release Date : 2013-06-05
Performance Analysis Of Atm Networks written by Demetres D. Kouvatsos and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-05 with Computers categories.
Over recent years, a considerable amount of effort has been devoted, both in industry and academia, towards the performance modelling, evaluation and prediction of Asynchronous Transfer Mode (ATM) networks. This book describes recent advances in ATM networks reflecting the state-of-the-art technology and research achievements worldwide. In addition, it provides a fundamental source of reference in the ATM field. Research topics discussed in detail include: Traffic Modelling and Characterisation; Routing; Switch and Multiplexer Models; Call Admission Control (CAC); Congestion Control; Resource Allocation; Quality of Service (QoS); Tools and Techniques. This volume contains recently extended refereed papers of the 5th International Workshop on Performance Modelling and Evaluation of ATM Networks, which was sponsored by the International Federation for Information Processing (IFIP) and held in Ilkley, UK in July 1997. Performance Analysis of ATM Networks continues the tradition established by the first three IFIP volumes on the subject, and it is ideal for personnel in computer/communication industries as well as academic and research staff in computer science and electrical engineering.
Rare Event Simulation Using Monte Carlo Methods
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Author : Gerardo Rubino
language : en
Publisher: John Wiley & Sons
Release Date : 2009-03-18
Rare Event Simulation Using Monte Carlo Methods written by Gerardo Rubino and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-18 with Mathematics categories.
In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.
Queueing Networks
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Author : Richard J. Boucherie
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-25
Queueing Networks written by Richard J. Boucherie and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-25 with Mathematics categories.
This handbook aims to highlight fundamental, methodological and computational aspects of networks of queues to provide insights and to unify results that can be applied in a more general manner. The handbook is organized into five parts: Part 1 considers exact analytical results such as of product form type. Topics include characterization of product forms by physical balance concepts and simple traffic flow equations, classes of service and queue disciplines that allow a product form, a unified description of product forms for discrete time queueing networks, insights for insensitivity, and aggregation and decomposition results that allow sub networks to be aggregated into single nodes to reduce computational burden. Part 2 looks at monotonicity and comparison results such as for computational simplification by either of two approaches: stochastic monotonicity and ordering results based on the ordering of the process generators, and comparison results and explicit error bounds based on an underlying Markov reward structure leading to ordering of expectations of performance measures. Part 3 presents diffusion and fluid results. It specifically looks at the fluid regime and the diffusion regime. Both of these are illustrated through fluid limits for theanalysis of system stability, diffusion approximations for multi-server systems, and a system fed by Gaussian traffic. Part 4 illustrates computational and approximate results through the classical MVA (mean value analysis) and QNA (queueing network analyzer) for computing mean and variance of performance measures such as queue lengths and sojourn times; numerical approximation of response time distributions; and approximate decomposition results for large open queueing networks. spanPart 5 enlightens selected applications as spanloss networks originating from circuit switched telecommunications applications, capacity sharing originating from packet switching in data networks, and a hospital application that is of growing present day interest. spanThe book shows that spanthe intertwined progress of theory and practicespan will remain to be most intriguing and will continue to be the basis of further developments in queueing networks.