• 제목/요약/키워드: Markov Arrival Process

검색결과 41건 처리시간 0.021초

QUEUEING ANALYSIS OF DYNAMIC RATE LEAKY BUCKET SCHEME WITH MARKOVIAN ARRIVAL PROCESS

  • Choi, Doo-Il;Kim, Hyun-Sook;Sur, Uk-Hwan
    • Journal of applied mathematics & informatics
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    • 제6권2호
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    • pp.553-568
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    • 1999
  • This paper is of concern to queueing analysis of the dynamic rate leaky bucket(LB) scheme in which the token generation interval changes according to the buffer state at a token generation epoch. Cell arrivals are assumed to follow a Markovian arrival process (MAP) which is weakly dense in the class of the stationary point processes. By using the embedded Markov chain method we obtain the probability distribution of the system state at a token generation epoch and an arbitrary time. Some simple numerical examples also are provided to show the effects of the proposed LB scheme.

PERFORMANCE ANALYSIS OF THE LEAKY BUCKET SCHEME WITH QUEUE LENGTH DEPENDENT ARRIVAL RATES

  • Choi, Doo-Il;Lee, Sang-Min
    • 대한수학회보
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    • 제43권3호
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    • pp.657-669
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    • 2006
  • In this paper, we analyze a leaky bucket (LB) scheme with queue length dependent arrival rates. In other words, if the queue length exceeds an appropriate threshold value on buffer, the arrivals need to be controlled. In ATM networks, if the congestion occurs, the input traffics must be controlled (reduced) for congestion resolution. By the bursty and correlated properties of traffics, the arrivals are assumed to follow a Markov-modulated Poisson process (MMPP). We derive the loss probability and the waiting time distribution for arbitrary cell. The analysis is done by using the embedded Markov chain and supplementary variable method. We also present some numerical examples to show the effects of our proposed LB scheme.

Second Derivative Estimation for Performance Measures in a Markov Renewal Process

  • Heung Sik Park
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.515-522
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    • 1997
  • In this paper, we find the second derivative of mean busy cycle with respect to a parameter of inter-arrival time distribution. We show that this derivative can be estimated from single sample path. We do the similar thing for the mean number of arrivals during busy cycle.

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이질적 ON/OFF 원을 입력으로 한 다중화 장치의 셀 손실률 계산을 위한 하이브리드 방법 (Hybrid Method to Compute the Cell Loss Probability in a Multiplexer with the Superposition of Heterogeneous ON/OFF Sources)

  • 홍정식;김상백
    • 산업공학
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    • 제12권2호
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    • pp.312-318
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    • 1999
  • This paper considers the cell loss probability(CLP) in a multiplexer with the superposition of heterogeneous ON/OFF sources. The input traffic is composed of k classes. Traffic of class i is the superposition of M_(i) ON/OFF sources. Recently, the method based on the Markov modulated deterministic process(MMDP) is presented. Basically, it is the discretized model of stochastic fluid flow process(SFFP) and gives the CLP very fast, but under-estimates the CLP especially when the value of estimated CLP is very low. This paper develops the discretized model of Markov modulated Poisson process(MMPP). It is a special type of switched batch Bernoulli process(SBBP). Combining the transition probability matrix of MMDP and SBBP according to the state which is characterized by the arrival rate, this paper presents hybrid algorithm. The hybrid algorithm gives better estimate of CLP than that of MMDP and faster than SBBP.

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버스지체시간을 활용한 버스도착시간 예측 (The Bus Arrival Time Prediction Using Bus Delay Time)

  • 이승훈;문병섭;박범진
    • 대한교통학회지
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    • 제28권1호
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    • pp.125-134
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    • 2010
  • 버스도착시간은 배차간격에 맞춰 차고지에서 출발한 버스가 해당정류장에 도착하는 시간을 말하며, 승하차 시간, 신호주기, 버스전용차로의 유무 등 여러 가지 교통여건으로 인하여 정류장에 도착할 때는 어느 정도의 오차를 발생시킨다. 본 연구에서는 다양한 교통여건을 반영하는 버스지체시간을 산출하여 정류장별 버스지체시간을 예측하고, 이를 이용하여 정류장별 버스도착시간을 예측하였다. 그 결과 본 연구의 조건과 같은 경우, $7{\times}7$ 행렬과 $9{\times}9$ 행렬을 이용하여 버스도착시간을 예측하였을 때 분석대상도시에서 기존에 사용 중인 가중이동평균법을 이용한 버스도착시간예측방법 보다 높은 정확도를 얻을 수 있었다.

두 계층 공급사슬 모형에서 발주정책에 대한 수요 변동성 영향 (Demand Variability Impact on the Replenishment Policy in a Two-Echelon Supply Chain Model)

  • 김은갑
    • 한국경영과학회지
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    • 제29권3호
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    • pp.111-127
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    • 2004
  • We consider a supply chain model with a make-to-order production facility and a single supplier. The model we treat here is a special case of a two-echelon inventory model. Unlike classical two-echelon systems, the demand process at the supplier is affected by production process at the production facility as well as customer order arrival process. In this paper, we address that how the demand variability impacts on the optimal replenishment policy. To this end, we incorporate Erlang and phase-type demand distributions into the model. Formulating the model as a Markov decision problem, we investigate the structure of the optimal replenishment policy. We also implement a sensitivity analysis on the optimal policy and establish its monotonicity with respect to system cost parameters.

멀티클래스 서비스 환경에서 Active-WRED 기반의 혼잡 제어 메커니즘 및 성능 분석 (Performance Analysis of a Congestion cControl Mechanism Based on Active-WRED Under Multi-classes Traffic)

  • 김현종;김종찬;최성곤
    • 전자공학회논문지CI
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    • 제45권5호
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    • pp.125-133
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    • 2008
  • 본 논문은 다양한 서비스 클래스가 제공되는 BcN (Broadband convergence Network) 환경에서 상위 우선순위 서비스의 품질을 보장하기 위한 능동 큐 관리 메커니즘 (Active-WRED)을 제안한다. 네트워크 혼잡 상황에서 제안된 메커니즘은 상대적으로 낮은 우선순위를 갖는 서비스의 drop 확률을 증가시키고 이에 따라 상위 우선순위 서비스의 drop 확률을 감소시킴으로써 상위 우선순위 서비스에 대해 패킷 손실로부터 품질을 보장할 수 있다. 제안된 능동 큐 관리 메커니즘의 성능을 분석하기 위해 이산 시간 큐잉 시스템의 통계적 분석 방법을 도입하였다. 두 서비스 클래스 (GS: Guaranteed Service, BS: Best Effort Service)만을 고려하여 제안 방안의 성능 분석을 위해 MMBP-2 (two-state Markov-Modulated Bernoulli arrival Process) 트래픽 소스 모델과 2차 이산시간 Markov 체인을 도입하였다.

BMAP(r)/M(r)/N(r) 대기행렬시스템 분석 (Analysis of BMAP(r)/M(r)/N(r) Type Queueing System Operating in Random Environment)

  • 김제숭
    • 대한산업공학회지
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    • 제42권1호
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    • pp.30-37
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    • 2016
  • A multi-server queueing system with an infinite buffer and impatient customers is analyzed. The system operates in the finite state Markovian random environment. The number of available servers, the parameters of the batch Markovian arrival process, the rate of customers' service, and the impatience intensity depend on the current state of the random environment and immediately change their values at the moments of jumps of the random environment. Dynamics of the system is described by the multi-dimensional asymptotically quasi-Toeplitz Markov chain. The ergodicity condition is derived. The main performance measures of the system are calculated. Numerical results are presented.

Optimal Stochastic Policies in a network coding capable Ad Hoc Networks

  • Oh, Hayoung
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권12호
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    • pp.4389-4410
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    • 2014
  • Network coding is a promising technology that increases system throughput by reducing the number of packet transmissions from the source node to the destination node in a saturated traffic scenario. Nevertheless, some packets can suffer from end-to-end delay, because of a queuing delay in an intermediate node waiting for other packets to be encoded with exclusive or (XOR). In this paper, we analyze the delay according to packet arrival rate and propose two network coding schemes, iXOR (Intelligent XOR) and oXOR (Optimal XOR) with Markov Decision Process (MDP). They reduce the average delay, even under an unsaturated traffic load, through the Holding-${\chi}$ strategy. In particular, we are interested in the unsaturated network scenario. The unsaturated network is more practical because, in a real wireless network, nodes do not always have packets waiting to be sent. Through analysis and extensive simulations, we show that iXOR and oXOR are better than the Distributed Coordination Function (DCF) without XOR (the general forwarding scheme) and XOR with DCF with respect to average delay as well as delivery ratio.

Radio Resource Management Scheme for Heterogeneous Wireless Networks Based on Access Proportion Optimization

  • Shi, Zheng;Zhu, Qi
    • Journal of Communications and Networks
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    • 제15권5호
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    • pp.527-537
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    • 2013
  • Improving resource utilization has been a hot issue in heterogeneous wireless networks (HWNs). This paper proposes a radio resource management (RRM) method based on access proportion optimization. By considering two or more wireless networks in overlapping regions, users in these regions must select one of the networks to access when they engage in calls. Hence, the proportion of service arrival rate that accesses each network in the overlapping region can be treated as an optimized factor for the performance analysis of HWNs. Moreover, this study considers user mobility as an important factor that affects the performance of HWNs, and it is reflected by the handoff rate. The objective of this study is to maximize the total throughput of HWNs by choosing the most appropriate factors. The total throughput of HWNs can be derived on the basis of a Markov model, which is determined by the handoff rate analysis and distribution of service arrival rate in each network. The objective problem can actually be expressed as an optimization problem. Considering the convexity of the objective function, the optimization problem can be solved using the subgradient approach. Finally, an RRM optimization scheme for HWNs is proposed. The simulation results show that the proposed scheme can effectively enhance the throughput of HWNs, i.e., improve the radio resource utilization.