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Author: Jacob W. Cohen
Publisher: Springer Science & Business Media
ISBN: 364295281X
Category : Business & Economics
Languages : en
Pages : 103
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Book Description
I. The single server queue GIIG/1 1 1. 1 Definitions 1 1. 2 Regenerative processes 2 1. 3 The sequence n 1,2, . . . 4 = !::!n' 1. 4 The process t dO,co)} 11 {~t' The process t dO,co)} 1. 5 15 {~t' Applications to the GIIG/1 queue 1. 6 16 The average virtual waiting time during a busy 17 cycle ii. Little's formula 17 iii. The relation between the stationary distributions 18 of the virtual and actual waiting time iv. The relation between the distribution of the idle 20 period and the stationary distribution of the actual waiting time v. The limiting distribution of the residual service 24 time £. , -pw vi. The relation for ~ rn E{e -n} 25 n=O 1. 7 Some notes on chapter I 27 II. The M/G/K system 31 2. 1 On the stationary distribution of the actual and virtua131 waiting time for the M/G/K queueing system 2. 2 The M/G/K loss system 36 2. 3 Proof of Erlang's formula for the M/G/K loss system 43 i. Proof for the system MIMI'" 45 ii. Proof for the system M/G/co 47 VI iii. Proof fol' the MIG IK los s system III. The M/G/1 system 3. 1 Introduction 71 (K) 3. 2 Downcrossings of the ~t -process 74 3. 3 The distribution of the supremum of the virtual waiting 75 • (00) d' b 1 tlme ~t urlng a usy cyc e i. The exit probability 76 ii.
Author: Jacob W. Cohen
Publisher: Springer Science & Business Media
ISBN: 364295281X
Category : Business & Economics
Languages : en
Pages : 103
Get Book Here
Book Description
I. The single server queue GIIG/1 1 1. 1 Definitions 1 1. 2 Regenerative processes 2 1. 3 The sequence n 1,2, . . . 4 = !::!n' 1. 4 The process t dO,co)} 11 {~t' The process t dO,co)} 1. 5 15 {~t' Applications to the GIIG/1 queue 1. 6 16 The average virtual waiting time during a busy 17 cycle ii. Little's formula 17 iii. The relation between the stationary distributions 18 of the virtual and actual waiting time iv. The relation between the distribution of the idle 20 period and the stationary distribution of the actual waiting time v. The limiting distribution of the residual service 24 time £. , -pw vi. The relation for ~ rn E{e -n} 25 n=O 1. 7 Some notes on chapter I 27 II. The M/G/K system 31 2. 1 On the stationary distribution of the actual and virtua131 waiting time for the M/G/K queueing system 2. 2 The M/G/K loss system 36 2. 3 Proof of Erlang's formula for the M/G/K loss system 43 i. Proof for the system MIMI'" 45 ii. Proof for the system M/G/co 47 VI iii. Proof fol' the MIG IK los s system III. The M/G/1 system 3. 1 Introduction 71 (K) 3. 2 Downcrossings of the ~t -process 74 3. 3 The distribution of the supremum of the virtual waiting 75 • (00) d' b 1 tlme ~t urlng a usy cyc e i. The exit probability 76 ii.
Author: Jacob Willem Cohen
Publisher:
ISBN:
Category :
Languages : it
Pages : 93
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Book Description
Author: J. W. Cohen
Publisher:
ISBN:
Category :
Languages : de
Pages :
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Book Description
Author: Evsey Morozov
Publisher: Springer Nature
ISBN: 3030824381
Category : Computers
Languages : en
Pages : 193
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Book Description
The stability analysis of stochastic models for telecommunication systems is an intensively studied topic. The analysis is, as a rule, a difficult problem requiring a refined mathematical technique, especially when one endeavors beyond the framework of Markovian models. The primary purpose of this book is to present, in a unified way, research into the stability analysis of a wide variety of regenerative queueing systems. It describes the theoretical foundations of this method, and then shows how it works with particular models, both classic ones as well as more recent models that have received attention. The focus lies on an in-depth and insightful mathematical explanation of the regenerative stability analysis method. The unique volume can serve as a textbook for students working in these and related scientific areas. The material is also of interest to engineers working in telecommunications field, who may be faced with the problem of stability of queueing systems.
Author: Vladimir V. Kalashnikov
Publisher: CRC Press
ISBN: 9780849386411
Category : Mathematics
Languages : en
Pages : 230
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Book Description
Regenerative processes are a popular subject in pure and applied probability, as well as in engineering (particularly simulation). This book provides important insight into new methods for investigating regenerative processes. Quantitative estimates play the key role in the book, and all developed methods support possibilities for obtaining such estimates, including probability metrics, test functions, crossing, and coupling. These methods are applied to a variety of problems, such as Markov chains, simulation, queueing systems, storage, and reliability. The book illustrates a unique application of the theory of probability metrics for examining regenerative processes, and it elaborates on the criteria required for uniform-in-time stability of wide sense regenerative processes. New accurate bounds of distribution functions of first occurrence times for regenerative models are also presented.
Author: Jewgeni H. Dshalalow
Publisher: CRC Press
ISBN: 9780849380747
Category : Business & Economics
Languages : en
Pages : 530
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Book Description
The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author: Jewgeni H. Dshalalow
Publisher: CRC Press
ISBN: 1000943291
Category : Business & Economics
Languages : en
Pages : 527
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Book Description
The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author: Ronald W. Wolff
Publisher: Pearson
ISBN:
Category : Mathematics
Languages : en
Pages : 580
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Book Description
An integrated and up-to-date treatment of applied stochastic processes and queueing theory, with an emphasis on time-averages and long-run behavior. Theory demonstrates practical effects, such as priorities, pooling of queues, and bottlenecks. Appropriate for senior/graduate courses in queueing theory in Operations Research, Computer Science, Statistics, or Industrial Engineering departments. (vs. Ross, Karlin, Kleinrock, Heyman)
Author: Gerald S. Shedler
Publisher: Springer Science & Business Media
ISBN: 146121050X
Category : Mathematics
Languages : en
Pages : 232
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Book Description
Networks of queues arise frequently as models for a wide variety of congestion phenomena. Discrete event simulation is often the only available means for studying the behavior of complex networks and many such simulations are non Markovian in the sense that the underlying stochastic process cannot be repre sented as a continuous time Markov chain with countable state space. Based on representation of the underlying stochastic process of the simulation as a gen eralized semi-Markov process, this book develops probabilistic and statistical methods for discrete event simulation of networks of queues. The emphasis is on the use of underlying regenerative stochastic process structure for the design of simulation experiments and the analysis of simulation output. The most obvious methodological advantage of simulation is that in principle it is applicable to stochastic systems of arbitrary complexity. In practice, however, it is often a decidedly nontrivial matter to obtain from a simulation information that is both useful and accurate, and to obtain it in an efficient manner. These difficulties arise primarily from the inherent variability in a stochastic system, and it is necessary to seek theoretically sound and computationally efficient methods for carrying out the simulation. Apart from implementation consider ations, important concerns for simulation relate to efficient methods for generating sample paths of the underlying stochastic process. the design of simulation ex periments, and the analysis of simulation output.
Author: Laszlo Lakatos
Publisher: Springer Science & Business Media
ISBN: 1461453178
Category : Mathematics
Languages : en
Pages : 388
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Book Description
The book is composed of two main parts: mathematical background and queueing systems with applications. The mathematical background is a self containing introduction to the stochastic processes of the later studies queueing systems. It starts with a quick introduction to probability theory and stochastic processes and continues with chapters on Markov chains and regenerative processes. More recent advances of queueing systems are based on phase type distributions, Markov arrival processes and quasy birth death processes, which are introduced in the last chapter of the first part. The second part is devoted to queueing models and their applications. After the introduction of the basic Markovian (from M/M/1 to M/M/1//N) and non-Markovian (M/G/1, G/M/1) queueing systems, a chapter presents the analysis of queues with phase type distributions, Markov arrival processes (from PH/M/1 to MAP/PH/1/K). The next chapter presents the classical queueing network results and the rest of this part is devoted to the application examples. There are queueing models for bandwidth charing with different traffic classes, slotted multiplexers, ATM switches, media access protocols like Aloha and IEEE 802.11b, priority systems and retrial systems. An appendix supplements the technical content with Laplace and z transformation rules, Bessel functions and a list of notations. The book contains examples and exercises throughout and could be used for graduate students in engineering, mathematics and sciences.
