• Title/Summary/Keyword: Markov Arrival Process

Search Result 40, Processing Time 0.024 seconds

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
    • /
    • v.6 no.2
    • /
    • pp.553-568
    • /
    • 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
    • Bulletin of the Korean Mathematical Society
    • /
    • v.43 no.3
    • /
    • pp.657-669
    • /
    • 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
    • /
    • v.4 no.2
    • /
    • pp.515-522
    • /
    • 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.

  • PDF

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

  • Hong, Jung-Sik;Kim, Sang-Baik
    • IE interfaces
    • /
    • v.12 no.2
    • /
    • pp.312-318
    • /
    • 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.

  • PDF

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

  • Lee, Seung-Hun;Mun, Byeong-Seop;Park, Beom-Jin
    • Journal of Korean Society of Transportation
    • /
    • v.28 no.1
    • /
    • pp.125-134
    • /
    • 2010
  • It is occurred bus arrival time errors when a bus arrives at a bus stop because of a variety of traffic condition such as traffic signal cycle, the time to get on and off a bus, a bus-only lane and so on. In this paper, bus delay time which is occurred as the result of traffic condition was estimated with Markov Chain process and bus arrival time at each bus stop was predicted with it. As the result of the study, it is confirmed to improve accuracy than the method of bus arrival time prediction with existing method (weighed moving average method) in case predicting bus arrival time using 7 by 7 and 9 by 9 matrixes.

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

  • Kim Eungab
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.29 no.3
    • /
    • pp.111-127
    • /
    • 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.

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

  • Kim, Hyun-Jong;Kim, Jong-Chan;Choi, Seong-Gon
    • Journal of the Institute of Electronics Engineers of Korea CI
    • /
    • v.45 no.5
    • /
    • pp.125-133
    • /
    • 2008
  • In this paper, we propose active queue management mechanism (Active-WRED) to guarantee quality of the high priority service class in multi-class traffic service environment. In congestion situation, this mechanism increases drop probability of low priority traffic and reduces the drop probability of the high priority traffic, therefore it can improve the quality of the high priority service. In order to analyze the performance of our mechanism we introduce the stochastic analysis of a discrete-time queueing systems for the performance evaluation of the Active Queue Management (AQM) based congestion control mechanism called Weighted Random Early Detection (WRED) using a two-state Markov-Modulated Bernoulli arrival process (MMBP-2) as the traffic source. A two-dimensional discrete-time Harkov chain is introduced to model the Active-WRED mechanism for two traffic classes (Guaranteed Service and Best Effort Service) where each dimension corresponds to a traffic class with its own parameters.

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

  • Kim, Chesoong;Dudin, Sergey
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.42 no.1
    • /
    • pp.30-37
    • /
    • 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)
    • /
    • v.8 no.12
    • /
    • pp.4389-4410
    • /
    • 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
    • /
    • v.15 no.5
    • /
    • pp.527-537
    • /
    • 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.